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This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These test sare compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I error). Two widely used statistical tests are shown to have high probability of type I error in certain situations and should never be used: a test for the difference of two proportions and a paired-differences t test based on taking several random train-test splits. A third test, a paired-differences t test based on 10-fold cross-validation, exhibits somewhat elevated probability of type I error. A fourth test, McNemar's test, is shown to have low type I error. The fifth test is a new test, 5 × 2 cv, based on five iterations of twofold cross-validation. Experiments show that this test also has acceptable type I error. The article also measures the …