Olaniran, O.R.; Alzahrani, A.R.R.; Alzahrani, M.R. Eigenvalue Distributions in Random Confusion Matrices: Applications to Machine Learning Evaluation. Mathematics2024, 12, 1425.
Olaniran, O.R.; Alzahrani, A.R.R.; Alzahrani, M.R. Eigenvalue Distributions in Random Confusion Matrices: Applications to Machine Learning Evaluation. Mathematics 2024, 12, 1425.
Olaniran, O.R.; Alzahrani, A.R.R.; Alzahrani, M.R. Eigenvalue Distributions in Random Confusion Matrices: Applications to Machine Learning Evaluation. Mathematics2024, 12, 1425.
Olaniran, O.R.; Alzahrani, A.R.R.; Alzahrani, M.R. Eigenvalue Distributions in Random Confusion Matrices: Applications to Machine Learning Evaluation. Mathematics 2024, 12, 1425.
Abstract
In this paper, we derive the distribution of eigenvalues for a 2×2 random confusion matrix stemming from a machine learning (ML) evaluation problem. Additionally, we present the distributions of both the matrix’s trace and the difference between the two traces of random confusion matrices. We also illustrate the application of these derived distributions in calculating the superiority probability of four baseline ML models.
Keywords
Eigenvalue; Confusion Matrix; Random matrix; Probability distribution; Evaluation metrics
Subject
Computer Science and Mathematics, Probability and Statistics
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
