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[ENH] Improve create_multi_comparison_matrix parameters and saving #2650

@MatthewMiddlehurst

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@MatthewMiddlehurst

Describe the feature or idea you want to propose

The MCM figure creator has a lot of parameters, some of which could be a lot tidier IMO. i.e. we probably dont need 5 (or more) parameters for output.

    output_dir="./",
    pdf_savename=None,
    png_savename=None,
    csv_savename=None,
    tex_savename=None,

Same with ones like order_win_tie_loss and order_better which feel like they could be the same.

Saving the returned figure as a PDF also just returns a blank file. Not sure if plotting the returned figure is any better.

    mcm = create_multi_comparison_matrix(df)
    mcm.savefig(
        f"{save_path}/{statistic_name}/figures/"
        f"{eval_name}_{statistic_name.lower()}_mcm.pdf",
        bbox_inches="tight",
    )

Describe your proposed solution

Improve saving for the MCM figure and condense parameters, or at least discuss doing so.

Describe alternatives you've considered, if relevant

No response

Additional context

I was trying to use it in my evaluation package and it was a little unintuitive to get working IMO 🙂. https://github.com/time-series-machine-learning/tsml-eval/blob/main/tsml_eval/evaluation/multiple_estimator_evaluation.py#L1330

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enhancementNew feature, improvement request or other non-bug code enhancementvisualisationVisualisation module

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