field_test 0.4.1 → 0.5.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 25a516eac00c5ded25aa203d9e3feb89196c7641868e5575938bf223ee8d20d2
-  data.tar.gz: 89dc335addf645088c5251ccd7a99b0d5348857a210c520350a3d39a9244fc3f
+  metadata.gz: 913c2ad9eaefe134cdabd915eec17f4f48fa9062c9066e37aa638989f0c05072
+  data.tar.gz: bfe73138f6b18fbf8b72e144d2f3c6e727a1d398e6c0f09860981aade30b9d45
 SHA512:
-  metadata.gz: 97c5900ff54996e5b31250b882300104c991e93ab4582b30e1a2ada4fb0c8f191ddbac9240941fce9d2160bf01a66ca1ed73cd3e4a5a734de99e487b9c0c3772
-  data.tar.gz: 765b5fbb1928889ff40b576b710b93ffe14adc38d6153715b89d806cbcfa46021fb4d0cc780754a1e794d3ad2ccbcb8f939dff72a148392ae95a0b968cb7d443
+  metadata.gz: e35ca617ba6e37ad7650f14ef46fd225ce3469faac29cb91909cc682f42b160b0af6af522906cfb53015a381e8c0ddb27ebda2e1a219c186147716e38d7d9396
+  data.tar.gz: 3464e1e26a219ddb43a8a766d965608c60ef014a158ac2df923403d915a684c58fdef6f6ab75b9ccf60d1201f658c84638cb9c2e5025ac48a69b45f721121290

data/CHANGELOG.md

@@ -1,3 +1,8 @@
+## 0.5.0 (2021-09-21)
+
+- Significantly improved performance of Bayesian calculations
+- Dropped support for Ruby < 2.6 and Rails < 5.2
+
 ## 0.4.1 (2020-09-07)
 
 - Use `datetime` type in migration

data/LICENSE.txt

@@ -1,4 +1,4 @@
-Copyright (c) 2016-2019 Andrew Kane
+Copyright (c) 2016-2021 Andrew Kane
 
 MIT License
 

data/README.md

@@ -9,7 +9,7 @@
 
 Uses [Bayesian statistics](https://www.evanmiller.org/bayesian-ab-testing.html) to evaluate results so you don’t need to choose a sample size ahead of time.
 
-[![Build Status](https://travis-ci.org/ankane/field_test.svg?branch=master)](https://travis-ci.org/ankane/field_test)
+[![Build Status](https://github.com/ankane/field_test/workflows/build/badge.svg?branch=master)](https://github.com/ankane/field_test/actions)
 
 ## Installation
 

data/ext/field_test/bayesian_ab.hpp

@@ -0,0 +1,120 @@
+#pragma once
+
+#include <cmath>
+#include <vector>
+
+namespace bayesian_ab {
+
+double logbeta(double a, double b) {
+  return std::lgamma(a) + std::lgamma(b) - std::lgamma(a + b);
+}
+
+double prob_b_beats_a(int alpha_a, int beta_a, int alpha_b, int beta_b) {
+  double total = 0.0;
+  double logbeta_aa_ba = logbeta(alpha_a, beta_a);
+  double beta_ba = beta_b + beta_a;
+
+  for (auto i = 0; i < alpha_b; i++) {
+    total += exp(logbeta(alpha_a + i, beta_ba) - log(beta_b + i) - logbeta(1 + i, beta_b) - logbeta_aa_ba);
+  }
+
+  return total;
+}
+
+double prob_c_beats_a_and_b(int alpha_a, int beta_a, int alpha_b, int beta_b, int alpha_c, int beta_c) {
+  double total = 0.0;
+
+  double logbeta_ac_bc = logbeta(alpha_c, beta_c);
+
+  std::vector<double> log_bb_j;
+  log_bb_j.reserve(alpha_b);
+  std::vector<double> logbeta_j_bb;
+  logbeta_j_bb.reserve(alpha_b);
+
+  for (auto j = 0; j < alpha_b; j++) {
+    log_bb_j.push_back(log(beta_b + j));
+    logbeta_j_bb.push_back(logbeta(1 + j, beta_b));
+  }
+
+  double abc = beta_a + beta_b + beta_c;
+  std::vector<double> logbeta_ac_i_j;
+  logbeta_ac_i_j.reserve(alpha_a + alpha_b);
+
+  for (auto i = 0; i < alpha_a + alpha_b; i++) {
+    logbeta_ac_i_j.push_back(logbeta(alpha_c + i, abc));
+  }
+
+  for (auto i = 0; i < alpha_a; i++) {
+    double sum_i = -log(beta_a + i) - logbeta(1 + i, beta_a) - logbeta_ac_bc;
+
+    for (auto j = 0; j < alpha_b; j++) {
+      total += exp(sum_i + logbeta_ac_i_j[i + j] - log_bb_j[j] - logbeta_j_bb[j]);
+    }
+  }
+
+  return 1 - prob_b_beats_a(alpha_c, beta_c, alpha_a, beta_a) -
+    prob_b_beats_a(alpha_c, beta_c, alpha_b, beta_b) + total;
+}
+
+double prob_d_beats_a_and_b_and_c(int alpha_a, int beta_a, int alpha_b, int beta_b, int alpha_c, int beta_c, int alpha_d, int beta_d) {
+  double total = 0.0;
+
+  double logbeta_ad_bd = logbeta(alpha_d, beta_d);
+
+  std::vector<double> log_bb_j;
+  log_bb_j.reserve(alpha_b);
+  std::vector<double> logbeta_j_bb;
+  logbeta_j_bb.reserve(alpha_b);
+
+  for (auto j = 0; j < alpha_b; j++) {
+    log_bb_j.push_back(log(beta_b + j));
+    logbeta_j_bb.push_back(logbeta(1 + j, beta_b));
+  }
+
+  std::vector<double> log_bc_k;
+  log_bc_k.reserve(alpha_c);
+  std::vector<double> logbeta_k_bc;
+  logbeta_k_bc.reserve(alpha_c);
+
+  for (auto k = 0; k < alpha_c; k++) {
+    log_bc_k.push_back(log(beta_c + k));
+    logbeta_k_bc.push_back(logbeta(1 + k, beta_c));
+  }
+
+  double abcd = beta_a + beta_b + beta_c + beta_d;
+  std::vector<double> logbeta_bd_i_j_k;
+  logbeta_bd_i_j_k.reserve(alpha_a + alpha_b + alpha_c);
+
+  for (auto i = 0; i < alpha_a + alpha_b + alpha_c; i++) {
+    logbeta_bd_i_j_k.push_back(logbeta(alpha_d + i, abcd));
+  }
+
+  std::vector<double> sum_i_j;
+  sum_i_j.reserve(alpha_a * alpha_b);
+  for (auto i = 0; i < alpha_a; i++) {
+    double sum_i = -log(beta_a + i) - logbeta(1 + i, beta_a) - logbeta_ad_bd;
+
+    for (auto j = 0; j < alpha_b; j++) {
+      sum_i_j.push_back(sum_i - log_bb_j[j] - logbeta_j_bb[j]);
+    }
+  }
+
+  for (auto i = 0; i < alpha_a; i++) {
+    for (auto j = 0; j < alpha_b; j++) {
+      double sum_j = sum_i_j[i * alpha_b + j];
+
+      for (auto k = 0; k < alpha_c; k++) {
+        total += exp(sum_j + logbeta_bd_i_j_k[i + j + k] - log_bc_k[k] - logbeta_k_bc[k]);
+      }
+    }
+  }
+
+  return 1 - prob_b_beats_a(alpha_a, beta_a, alpha_d, beta_d) -
+    prob_b_beats_a(alpha_b, beta_b, alpha_d, beta_d) -
+    prob_b_beats_a(alpha_c, beta_c, alpha_d, beta_d) +
+    prob_c_beats_a_and_b(alpha_a, beta_a, alpha_b, beta_b, alpha_d, beta_d) +
+    prob_c_beats_a_and_b(alpha_a, beta_a, alpha_c, beta_c, alpha_d, beta_d) +
+    prob_c_beats_a_and_b(alpha_b, beta_b, alpha_c, beta_c, alpha_d, beta_d) - total;
+}
+
+}

data/ext/field_test/ext.cpp

@@ -0,0 +1,12 @@
+#include <rice/rice.hpp>
+#include "bayesian_ab.hpp"
+
+extern "C"
+void Init_ext() {
+  auto rb_mFieldTest = Rice::define_module("FieldTest");
+
+  Rice::define_class_under(rb_mFieldTest, "Calculations")
+    .define_singleton_function("prob_b_beats_a", &bayesian_ab::prob_b_beats_a)
+    .define_singleton_function("prob_c_beats_a_and_b", &bayesian_ab::prob_c_beats_a_and_b)
+    .define_singleton_function("prob_d_beats_a_and_b_and_c", &bayesian_ab::prob_d_beats_a_and_b_and_c);
+}

data/ext/field_test/extconf.rb

@@ -0,0 +1,5 @@
+require "mkmf-rice"
+
+$CXXFLAGS << " -std=c++17 $(optflags)"
+
+create_makefile("field_test/ext")

data/lib/field_test/version.rb

@@ -1,3 +1,3 @@
 module FieldTest
-  VERSION = "0.4.1"
+  VERSION = "0.5.0"
 end

data/lib/field_test.rb

@@ -3,8 +3,10 @@ require "active_support"
 require "browser"
 require "ipaddr"
 
+# ext
+require "field_test/ext"
+
 # modules
-require "field_test/calculations"
 require "field_test/experiment"
 require "field_test/helpers"
 require "field_test/participant"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: field_test
 version: !ruby/object:Gem::Version
-  version: 0.4.1
+  version: 0.5.0
 platform: ruby
 authors:
 - Andrew Kane
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2020-09-08 00:00:00.000000000 Z
+date: 2021-09-22 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: railties
@@ -16,42 +16,28 @@ dependencies:
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '5'
+        version: '5.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '5'
+        version: '5.2'
 - !ruby/object:Gem::Dependency
   name: activerecord
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '5'
+        version: '5.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '5'
-- !ruby/object:Gem::Dependency
-  name: distribution
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :runtime
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
+        version: '5.2'
 - !ruby/object:Gem::Dependency
   name: browser
   requirement: !ruby/object:Gem::Requirement
@@ -67,93 +53,24 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '2.0'
 - !ruby/object:Gem::Dependency
-  name: bundler
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: rake
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: minitest
+  name: rice
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: combustion
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: rails
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: sqlite3
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
+        version: 4.0.2
+  type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
-description: 
-email: andrew@chartkick.com
+        version: 4.0.2
+description:
+email: andrew@ankane.org
 executables: []
-extensions: []
+extensions:
+- ext/field_test/extconf.rb
 extra_rdoc_files: []
 files:
 - CHANGELOG.md
@@ -172,8 +89,10 @@ files:
 - app/views/field_test/participants/show.html.erb
 - app/views/layouts/field_test/application.html.erb
 - config/routes.rb
+- ext/field_test/bayesian_ab.hpp
+- ext/field_test/ext.cpp
+- ext/field_test/extconf.rb
 - lib/field_test.rb
-- lib/field_test/calculations.rb
 - lib/field_test/controller.rb
 - lib/field_test/engine.rb
 - lib/field_test/experiment.rb
@@ -190,7 +109,7 @@ homepage: https://github.com/ankane/field_test
 licenses:
 - MIT
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -198,15 +117,15 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '2.4'
+      version: '2.6'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
-signing_key: 
+rubygems_version: 3.2.22
+signing_key:
 specification_version: 4
 summary: A/B testing for Rails
 test_files: []

data/lib/field_test/calculations.rb

@@ -1,58 +0,0 @@
-require "distribution/math_extension"
-
-# formulas from
-# https://www.evanmiller.org/bayesian-ab-testing.html
-module FieldTest
-  module Calculations
-    def self.prob_b_beats_a(alpha_a, beta_a, alpha_b, beta_b)
-      total = 0.0
-
-      # for performance
-      logbeta_aa_ba = Math.logbeta(alpha_a, beta_a)
-      beta_ba = beta_b + beta_a
-
-      0.upto(alpha_b - 1) do |i|
-        total += Math.exp(Math.logbeta(alpha_a + i, beta_ba) -
-          Math.log(beta_b + i) - Math.logbeta(1 + i, beta_b) -
-          logbeta_aa_ba)
-      end
-
-      total
-    end
-
-    def self.prob_c_beats_a_and_b(alpha_a, beta_a, alpha_b, beta_b, alpha_c, beta_c)
-      total = 0.0
-
-      # for performance
-      logbeta_ac_bc = Math.logbeta(alpha_c, beta_c)
-      abc = beta_a + beta_b + beta_c
-      log_bb_j = []
-      logbeta_j_bb = []
-      logbeta_ac_i_j = []
-      0.upto(alpha_b - 1) do |j|
-        log_bb_j[j] = Math.log(beta_b + j)
-        logbeta_j_bb[j] = Math.logbeta(1 + j, beta_b)
-
-        0.upto(alpha_a - 1) do |i|
-          logbeta_ac_i_j[i + j] ||= Math.logbeta(alpha_c + i + j, abc)
-        end
-      end
-
-      0.upto(alpha_a - 1) do |i|
-        # for performance
-        log_ba_i = Math.log(beta_a + i)
-        logbeta_i_ba = Math.logbeta(1 + i, beta_a)
-
-        0.upto(alpha_b - 1) do |j|
-          total += Math.exp(logbeta_ac_i_j[i + j] -
-            log_ba_i - log_bb_j[j] -
-            logbeta_i_ba - logbeta_j_bb[j] -
-            logbeta_ac_bc)
-        end
-      end
-
-      1 - prob_b_beats_a(alpha_c, beta_c, alpha_a, beta_a) -
-        prob_b_beats_a(alpha_c, beta_c, alpha_b, beta_b) + total
-    end
-  end
-end