Deriving consensus rankings from benchmarking experiments. Advances in Data Analysis (Proceedings of the 30th Annual Conference of the Gesellschaft für Klassifi kation e.V., Freie Universität

Whereas benchmarking experiments are very frequently used to investigate the perfor-mance of statistical or machine learning algorithms for supervised and unsupervised learning tasks, overall analyses of such experiments are typically only carried out on a heuristic basis, if at all. We suggest to determine winners, and more generally, to derive a consensus ranking of the algorithms, as the linear order on the algorithms which minimizes average symmetric distance (Kemeny-Snell distance) to the performance relations on the individual benchmark data sets. This leads to binary programming problems which can typically be solved rea-sonably efficiently. We apply the approach to a medium-scale benchmarking experiment to assess the performance of Support Vector Machines in regression and classification problems, and compare the obtained consensus ranking with rankings obtained by simple scoring and Bradley-Terry modeling