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I've been recently working on some classifier comparisons. I've come to realize, the critical distance diagrams introduced $\approx$ 10 years ago might not be the most relevant solution for this problem.
Statistical Comparisons of Classifiers over Multiple Data Sets
Are there any Python-based packages which solve multiple classifier comparisons via Bayesian sampling?
Solved this using Bayesiantests package, which leverages pystan for the sampling scheme.