Time for a change: a tutorial for comparing multiple classifiers through Bayesian analysis

The machine learning community adopted the use of null hypothesis testing (NHST) in order to ensure the statistical validity of. Many scientific fields however realized the shortcomings of reasoning and in the most radical cases even banned its use in. We should do the same: just as we have embraced the Bayesian in the development of new machine learning methods, so we should also it in the analysis of our own results. We argue for abandonment of NHST by its fallacies and, more importantly, offer better - more sound and - alternatives for it.