split 0.7.3 → 0.8.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/.gitignore

@@ -9,3 +9,4 @@ issues.rtf
 dump.rdb
 .gitignore
 gemfiles/*.gemfile.lock
+.DS_Store

data/CHANGELOG.mdown

@@ -1,3 +1,14 @@
+## 0.8.0 (September 25th, 2014)
+
+Features:
+
+  - Added new way to calculate the probability an alternative is the winner (@caser, #266, #251)
+  - support multiple metrics per experiment (@stevenou, #260)
+
+Bugfixes:
+
+  - Avoiding call to params in EncapsulatedHelper (@afn, #257)
+
 ## 0.7.3 (September 16th, 2014)
 
 Features:

data/README.mdown

@@ -136,17 +136,16 @@ You can find more examples, tutorials and guides on the [wiki](https://github.co
 
 ## Statistical Validity
 
-Split uses a z test (n>30) of the difference between your control and alternative conversion rates to calculate statistical significance. 
+Split has two options for you to use to determine which alternative is the best. 
 
-This means that Split will tell you whether an alternative is better or worse than your control, but it will not distinguish between which alternative is the best in an experiment with multiple alternatives. To find that out, run a new experiment with one of the prior alternatives as the control.
+The first option (default on the dashboard) uses a z test (n>30) for the difference between your control and alternative conversion rates to calculate statistical significance. This test will tell you whether an alternative is better or worse than your control, but it will not distinguish between which alternative is the best in an experiment with multiple alternatives. Split will only tell you if your experiment is 90%, 95%, or 99% significant, and this test only works if you have more than 30 participants and 5 conversions for each branch.
 
-Also, as per this [blog post](http://www.evanmiller.org/how-not-to-run-an-ab-test.html) on the pitfalls of A/B testing, it is highly recommended that you determine your requisite sample size for each branch before running the experiment. Otherwise, you'll have an increased rate of false positives (experiments which show a significant effect where really there is none).
+As per this [blog post](http://www.evanmiller.org/how-not-to-run-an-ab-test.html) on the pitfalls of A/B testing, it is highly recommended that you determine your requisite sample size for each branch before running the experiment. Otherwise, you'll have an increased rate of false positives (experiments which show a significant effect where really there is none).
 
 [Here](http://www.evanmiller.org/ab-testing/sample-size.html) is a sample size calculator for your convenience.
 
-Finally, two things should be noted about the dashboard:
-* Split will only tell if you if your experiment is 90%, 95%, or 99% significant. For levels of lesser significance, Split will simply show "insufficient significance."
-* If you have less than 30 participants or 5 conversions for a branch, Split will not calculate significance, as you have not yet gathered enough data.
+The second option uses simulations from a beta distribution to determine the probability that the given alternative is the winner compared to all other alternatives. You can view these probabilities by clicking on the drop-down menu labeled "Confidence." This option should be used when the experiment has more than just 1 control and 1 alternative. It can also be used for a simple, 2-alternative A/B test.
+
 
 ## Extras
 
@@ -366,7 +365,7 @@ More information on this [here](http://steve.dynedge.co.uk/2011/12/09/controllin
 
 ### Screenshot
 
-![split_screenshot](https://f.cloud.github.com/assets/78887/306152/99c64650-9670-11e2-93f8-197f49495d02.png)
+![split_screenshot](https://raw.githubusercontent.com/caser/caser.github.io/master/dashboard.png)
 
 ## Configuration
 

data/changes.rtf

@@ -0,0 +1,14 @@
+{\rtf1\ansi\ansicpg1252\cocoartf1187\cocoasubrtf390
+{\fonttbl\f0\fswiss\fcharset0 Helvetica;}
+{\colortbl;\red255\green255\blue255;}
+{\*\listtable{\list\listtemplateid1\listhybrid{\listlevel\levelnfc23\levelnfcn23\leveljc0\leveljcn0\levelfollow0\levelstartat1\levelspace360\levelindent0{\*\levelmarker \{disc\}}{\leveltext\leveltemplateid1\'01\uc0\u8226 ;}{\levelnumbers;}\fi-360\li720\lin720 }{\listname ;}\listid1}}
+{\*\listoverridetable{\listoverride\listid1\listoverridecount0\ls1}}
+\margl1440\margr1440\vieww10800\viewh8400\viewkind0
+\pard\tx220\tx720\tx1440\tx2160\tx2880\tx3600\tx4320\tx5040\tx5760\tx6480\tx7200\tx7920\tx8640\li720\fi-720\pardirnatural
+\ls1\ilvl0
+\f0\fs24 \cf0 {\listtext	\'95	}add beta calculation gem to gem file\
+{\listtext	\'95	}create test which calculates probability based upon beta distribution\
+{\listtext	\'95	}add beta distribution to experiment class\
+{\listtext	\'95	}run test - make pass\
+{\listtext	\'95	}add relevant information to dashboard\
+}

data/lib/split/alternative.rb

@@ -19,6 +19,7 @@ module Split
         @name = name
         @weight = 1
       end
+      p_winner = 0.0
     end
 
     def to_s
@@ -29,6 +30,17 @@ module Split
       self.experiment.goals
     end
 
+    def p_winner(goal = nil)
+      field = set_prob_field(goal)
+      @p_winner = Split.redis.hget(key, field).to_f
+      return @p_winner
+    end
+
+    def set_p_winner(prob, goal = nil)
+      field = set_prob_field(goal)
+      Split.redis.hset(key, field, prob.to_f)
+    end
+
     def participant_count
       Split.redis.hget(key, 'participant_count').to_i
     end
@@ -62,6 +74,12 @@ module Split
       return field
     end
 
+    def set_prob_field(goal)
+      field = "p_winner"
+      field += ":" + goal unless goal.nil?
+      return field
+    end
+
     def set_completed_count (count, goal = nil)
       field = set_field(goal)
       Split.redis.hset(key, field, count.to_i)
@@ -112,6 +130,7 @@ module Split
     def save
       Split.redis.hsetnx key, 'participant_count', 0
       Split.redis.hsetnx key, 'completed_count', 0
+      Split.redis.hsetnx key, 'p_winner', p_winner
     end
 
     def validate!

data/lib/split/configuration.rb

@@ -18,6 +18,7 @@ module Split
     attr_accessor :on_experiment_reset
     attr_accessor :on_experiment_delete
     attr_accessor :include_rails_helper
+    attr_accessor :beta_probability_simulations
 
     attr_reader :experiments
 
@@ -85,6 +86,7 @@ module Split
         'DigitalPersona Fingerprint Software' => 'HP Fingerprint scanner',
         'ShowyouBot' => 'Showyou iOS app spider',
         'ZyBorg' => 'Zyborg? Hmmm....',
+        'ELB-HealthChecker' => 'ELB Health Check'
       }
     end
 
@@ -109,10 +111,12 @@ module Split
       @metrics = {}
       if self.experiments
         self.experiments.each do |key, value|
-          metric_name = value_for(value, :metric).to_sym rescue nil
-          if metric_name
-            @metrics[metric_name] ||= []
-            @metrics[metric_name] << Split::Experiment.new(key)
+          metrics = value_for(value, :metric) rescue nil
+          Array(metrics).each do |metric_name|
+            if metric_name
+              @metrics[metric_name.to_sym] ||= []
+              @metrics[metric_name.to_sym] << Split::Experiment.new(key)
+            end
           end
         end
       end
@@ -195,6 +199,7 @@ module Split
       @persistence = Split::Persistence::SessionAdapter
       @algorithm = Split::Algorithms::WeightedSample
       @include_rails_helper = true
+      @beta_probability_simulations = 10000
     end
 
     private

data/lib/split/dashboard/public/jquery-1.11.1.min.js

@@ -0,0 +1,4 @@
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data/lib/split/dashboard/views/_experiment.erb

@@ -3,6 +3,11 @@
 <% else %>
   <% experiment_class = "experiment" %>
 <% end %>
+
+<% unless experiment.calc_time == Time.now.day %>
+  <% experiment.estimate_winning_alternative %>
+<% end %>
+
 <div class="<%= experiment_class %>">
   <div class="experiment-header">
     <h2>
@@ -29,7 +34,14 @@
       <th>Non-finished</th>
       <th>Completed</th>
       <th>Conversion Rate</th>
-      <th>Confidence</th>
+      <th>
+        <form>
+          <select id="dropdown-<%=experiment.jstring(goal)%>" name="dropdown-<%=experiment.jstring(goal)%>">
+            <option value="confidence-<%=experiment.jstring(goal)%>">Confidence</option>
+            <option value="probability-<%=experiment.jstring(goal)%>">Probability of being Winner</option>
+          </select>
+        </form>
+      </th>
       <th>Finish</th>
     </tr>
 
@@ -59,9 +71,24 @@
             <% end  %>
           <% end %>
         </td>
+        <script type="text/javascript" id="sourcecode">
+          $(document).ready(function(){
+            $('.probability-<%=experiment.jstring(goal)%>').hide();
+            $('#dropdown-<%=experiment.jstring(goal)%>').change(function() {
+              $('.box-<%=experiment.jstring(goal)%>').hide();
+              $('.' + $(this).val()).show();
+            });
+          });
+        </script>
         <td>
-          <span title='z-score: <%= round(alternative.z_score(goal), 3) %>'><%= confidence_level(alternative.z_score(goal)) %></span>
-        </td>
+          <div class="box-<%=experiment.jstring(goal)%> confidence-<%=experiment.jstring(goal)%>">
+            <span title='z-score: <%= round(alternative.z_score(goal), 3) %>'><%= confidence_level(alternative.z_score(goal)) %></span>
+            <br>
+          </div>
+          <div class="box-<%=experiment.jstring(goal)%> probability-<%=experiment.jstring(goal)%>">
+            <span title="p_winner: <%= round(alternative.p_winner(goal), 3) %>"><%= number_to_percentage(round(alternative.p_winner(goal), 3)) %>%</span>
+          </div>
+        </td>        
         <td>
           <% if experiment.has_winner? %>
             <% if experiment.winner.name == alternative.name %>

data/lib/split/dashboard/views/layout.erb

@@ -5,6 +5,7 @@
 <link href="<%= url 'reset.css' %>" media="screen" rel="stylesheet" type="text/css">
 <link href="<%= url 'style.css' %>" media="screen" rel="stylesheet" type="text/css">
 <script type="text/javascript" src='<%= url 'dashboard.js' %>'></script>
+<script type="text/javascript" src='<%= url 'jquery-1.11.1.min.js' %>'></script>
 <title>Split</title>
 
 </head>

data/lib/split/encapsulated_helper.rb

@@ -14,16 +14,12 @@ module Split
 
     class ContextShim
       include Split::Helper
-      def initialize(context, original_params)
+      def initialize(context)
         @context = context
-        @_params = original_params
       end
       def ab_user
         @ab_user ||= Split::Persistence.adapter.new(@context)
       end
-      def params
-        @_params
-      end
     end
 
     def ab_test(*arguments)
@@ -51,8 +47,7 @@ module Split
 
     # instantiate and memoize a context shim in case of multiple ab_test* calls
     def split_context_shim
-      _params = defined?(params) ? params : {}
-      @split_context_shim ||= ContextShim.new(self, _params)
+      @split_context_shim ||= ContextShim.new(self)
     end
   end
 end

data/lib/split/experiment.rb

@@ -1,10 +1,11 @@
-module Split
+  module Split
   class Experiment
     attr_accessor :name
     attr_writer :algorithm
     attr_accessor :resettable
     attr_accessor :goals
     attr_accessor :alternatives
+    attr_accessor :alternative_probabilities
 
     DEFAULT_OPTIONS = {
       :resettable => true,
@@ -50,6 +51,23 @@ module Split
         end
       end
 
+      if alts.empty?
+        exp_config = Split.configuration.experiment_for(name)
+        if exp_config
+          alts = load_alternatives_from_configuration
+          options[:goals] = load_goals_from_configuration
+          options[:resettable] = exp_config[:resettable]
+          options[:algorithm] = exp_config[:algorithm]
+        end
+      end
+
+      self.alternatives = alts
+      self.goals = options[:goals]
+      self.algorithm = options[:algorithm]
+      self.resettable = options[:resettable]
+
+      # calculate probability that each alternative is the winner
+      @alternative_probabilities = {}
       alts
     end
 
@@ -253,6 +271,134 @@ module Split
       self.goals = load_goals_from_redis
     end
 
+    def calc_winning_alternatives
+      if goals.empty?
+        self.estimate_winning_alternative
+      else
+        goals.each do |goal|
+          self.estimate_winning_alternative(goal)
+        end
+      end
+
+      calc_time = Time.now.day
+
+      self.save
+    end
+
+    def estimate_winning_alternative(goal = nil)
+      # TODO - refactor out functionality to work with and without goals
+
+      # initialize a hash of beta distributions based on the alternatives' conversion rates
+      beta_params = calc_beta_params(goal)
+
+      winning_alternatives = []
+
+      Split.configuration.beta_probability_simulations.times do
+        # calculate simulated conversion rates from the beta distributions
+        simulated_cr_hash = calc_simulated_conversion_rates(beta_params)
+
+        winning_alternative = find_simulated_winner(simulated_cr_hash)
+
+        # push the winning pair to the winning_alternatives array
+        winning_alternatives.push(winning_alternative)
+      end
+
+      winning_counts = count_simulated_wins(winning_alternatives)
+
+      @alternative_probabilities = calc_alternative_probabilities(winning_counts, Split.configuration.beta_probability_simulations)
+
+      write_to_alternatives(@alternative_probabilities, goal)
+
+      self.save
+    end
+
+    def write_to_alternatives(alternative_probabilities, goal = nil)
+      alternatives.each do |alternative|
+        alternative.set_p_winner(@alternative_probabilities[alternative], goal)
+      end
+    end
+
+    def calc_alternative_probabilities(winning_counts, number_of_simulations)
+      alternative_probabilities = {}
+      winning_counts.each do |alternative, wins|
+        alternative_probabilities[alternative] = wins / number_of_simulations.to_f
+      end
+      return alternative_probabilities
+    end
+
+    def count_simulated_wins(winning_alternatives)
+       # initialize a hash to keep track of winning alternative in simulations
+      winning_counts = {}
+      alternatives.each do |alternative|
+        winning_counts[alternative] = 0
+      end
+      # count number of times each alternative won, calculate probabilities, place in hash
+      winning_alternatives.each do |alternative|
+        winning_counts[alternative] += 1
+      end
+      return winning_counts
+    end
+
+    def find_simulated_winner(simulated_cr_hash)
+      # figure out which alternative had the highest simulated conversion rate
+      winning_pair = ["",0.0]
+      simulated_cr_hash.each do |alternative, rate|
+        if rate > winning_pair[1]
+          winning_pair = [alternative, rate]
+        end
+      end
+      winner = winning_pair[0]
+      return winner
+    end
+
+    def calc_simulated_conversion_rates(beta_params)
+      # initialize a random variable (from which to simulate conversion rates ~beta-distributed)
+      rand = SimpleRandom.new
+      rand.set_seed
+
+      simulated_cr_hash = {}
+
+      # create a hash which has the conversion rate pulled from each alternative's beta distribution
+      beta_params.each do |alternative, params|
+        alpha = params[0]
+        beta = params[1]
+        simulated_conversion_rate = rand.beta(alpha, beta)
+        simulated_cr_hash[alternative] = simulated_conversion_rate
+      end
+
+      return simulated_cr_hash
+    end
+
+    def calc_beta_params(goal = nil)
+      beta_params = {}
+      alternatives.each do |alternative|
+        conversions = goal.nil? ? alternative.completed_count : alternative.completed_count(goal)
+        alpha = 1 + conversions
+        beta = 1 + alternative.participant_count - conversions
+
+        params = [alpha, beta]
+
+        beta_params[alternative] = params
+      end
+      return beta_params
+    end
+
+    def calc_time=(time)
+      Split.redis.hset(experiment_config_key, :calc_time, time)
+    end
+
+    def calc_time
+      Split.redis.hget(experiment_config_key, :calc_time)
+    end
+
+    def jstring(goal = nil)
+      unless goal.nil?
+        jstring = name + "-" + goal
+      else
+        jstring = name
+      end
+    end
+
     protected
 
     def experiment_config_key

data/lib/split/version.rb

@@ -1,6 +1,6 @@
 module Split
   MAJOR   = 0
-  MINOR   = 7
-  PATCH   = 3
+  MINOR   = 8
+  PATCH   = 0
   VERSION = [MAJOR, MINOR, PATCH].join('.')
 end

data/spec/alternative_spec.rb

@@ -200,6 +200,30 @@ describe Split::Alternative do
     end
   end
 
+  describe "probability winner" do
+    before do
+      experiment.calc_winning_alternatives
+    end
+
+    it "should have a probability of being the winning alternative (p_winner)" do
+      expect(alternative.p_winner).not_to be_nil
+    end
+
+    it "should have a probability of being the winner for each goal" do
+      expect(alternative.p_winner(goal1)).not_to be_nil
+    end
+
+    it "should be possible to set the p_winner" do
+      alternative.set_p_winner(0.5)
+      expect(alternative.p_winner).to eq(0.5)
+    end
+
+    it "should be possible to set the p_winner for each goal" do
+      alternative.set_p_winner(0.5, goal1)
+      expect(alternative.p_winner(goal1)).to eq(0.5)
+    end
+  end
+
   describe 'z score' do
 
     it "should return an error string when the control has 0 people" do

data/spec/dashboard_spec.rb

@@ -152,7 +152,7 @@ describe Split::Dashboard do
 
   it "should display the start date" do
     experiment_start_time = Time.parse('2011-07-07')
-    expect(Time).to receive(:now).and_return(experiment_start_time)
+    expect(Time).to receive(:now).at_least(:once).and_return(experiment_start_time)
     experiment
 
     get '/'
@@ -162,7 +162,7 @@ describe Split::Dashboard do
 
   it "should handle experiments without a start date" do
     experiment_start_time = Time.parse('2011-07-07')
-    expect(Time).to receive(:now).and_return(experiment_start_time)
+    expect(Time).to receive(:now).at_least(:once).and_return(experiment_start_time)
 
     Split.redis.hdel(:experiment_start_times, experiment.name)
 

data/spec/encapsulated_helper_spec.rb

@@ -0,0 +1,24 @@
+require 'spec_helper'
+
+describe Split::EncapsulatedHelper do
+  include Split::EncapsulatedHelper
+
+  before do
+    @persistence_adapter = Split.configuration.persistence
+    Split.configuration.persistence = Hash
+  end
+
+  after do
+    Split.configuration.persistence = @persistence_adapter
+  end
+
+  def params
+    raise NoMethodError, 'This method is not really defined'
+  end
+
+  describe "ab_test" do
+    it "should not raise an error when params raises an error" do
+      expect(lambda { ab_test('link_color', 'blue', 'red') }).not_to raise_error
+    end
+  end
+end

data/spec/experiment_spec.rb

@@ -377,4 +377,34 @@ describe Split::Experiment do
     end
   end
 
+  describe "beta probability calculation" do
+    it "should return a hash with the probability of each alternative being the best" do
+      experiment = Split::Experiment.find_or_create('mathematicians', 'bernoulli', 'poisson', 'lagrange')
+      experiment.calc_winning_alternatives
+      expect(experiment.alternative_probabilities).not_to be_nil
+    end
+
+    it "should return between 46% and 54% probability for an experiment with 2 alternatives and no data" do
+      experiment = Split::Experiment.find_or_create('scientists', 'einstein', 'bohr')
+      experiment.calc_winning_alternatives
+      expect(experiment.alternatives[0].p_winner).to be_within(0.04).of(0.50)
+    end
+
+    it "should calculate the probability of being the winning alternative separately for each goal" do
+      experiment = Split::Experiment.find_or_create({'link_color3' => ["purchase", "refund"]}, 'blue', 'red', 'green')
+      goal1 = experiment.goals[0]
+      goal2 = experiment.goals[1]
+      experiment.alternatives.each do |alternative|
+        alternative.participant_count = 50
+        alternative.set_completed_count(10, goal1)
+        alternative.set_completed_count(10+rand(30), goal2)
+      end
+      experiment.calc_winning_alternatives
+      alt = experiment.alternatives[0]
+      p_goal1 = alt.p_winner(goal1)
+      p_goal2 = alt.p_winner(goal2)
+      expect(p_goal1).not_to be_within(0.04).of(p_goal2)
+    end
+  end
+
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: split
 version: !ruby/object:Gem::Version
-  version: 0.7.3
+  version: 0.8.0
 platform: ruby
 authors:
 - Andrew Nesbitt
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-09-16 00:00:00.000000000 Z
+date: 2014-09-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: redis
@@ -143,6 +143,7 @@ executables: []
 extensions: []
 extra_rdoc_files: []
 files:
+- ".DS_Store"
 - ".gitignore"
 - ".travis.yml"
 - Appraisals
@@ -152,6 +153,7 @@ files:
 - LICENSE
 - README.mdown
 - Rakefile
+- changes.rtf
 - gemfiles/3.0.gemfile
 - gemfiles/3.0.gemfile.lock
 - gemfiles/3.1.gemfile
@@ -167,6 +169,7 @@ files:
 - lib/split/dashboard.rb
 - lib/split/dashboard/helpers.rb
 - lib/split/dashboard/public/dashboard.js
+- lib/split/dashboard/public/jquery-1.11.1.min.js
 - lib/split/dashboard/public/reset.css
 - lib/split/dashboard/public/style.css
 - lib/split/dashboard/views/_controls.erb
@@ -197,6 +200,7 @@ files:
 - spec/configuration_spec.rb
 - spec/dashboard_helpers_spec.rb
 - spec/dashboard_spec.rb
+- spec/encapsulated_helper_spec.rb
 - spec/experiment_spec.rb
 - spec/helper_spec.rb
 - spec/metric_spec.rb
@@ -239,6 +243,7 @@ test_files:
 - spec/configuration_spec.rb
 - spec/dashboard_helpers_spec.rb
 - spec/dashboard_spec.rb
+- spec/encapsulated_helper_spec.rb
 - spec/experiment_spec.rb
 - spec/helper_spec.rb
 - spec/metric_spec.rb