Why does planning something as simple as an A/B test always end up feeling so complicated?
An A/B test is a very simple controlled experiment where one group is subject to a new treatment (often group “B”) and the other group (often group “A”) is considered a control group. The classic example is attempting to compare defect rates of two production processes (the current process, and perhaps a new machine).
Illustration: Boris Artzybasheff
(photo James Vaughan, some rights reserved)
In our time an A/B test typically compares the conversion to sales rate of different web-traffic sources or different web-advertising creatives (like industrial defects, a low rate process). An A/B test uses a randomized “at the same time” test design to help mitigate the impact of any possible interfering or omitted variables
. So you do not run “A” on Monday and then “B” on Tuesday, but instead continuously route a fraction of your customers to each treatment. Roughly a complete “test design” is: how much traffic to route to A, how much traffic to route to B, and how to chose A versus B after the results are available.
A/B testing is one of the simplest controlled experimental design problems possible (and one of the simplest examples of a Markov decision process). And that is part of the problem: it is likely the first time a person will need to truly worry about:
- Design of experiments
- Defining utility
- Priors or beliefs
- Efficiency of inference
All of these are technical terms we will touch on in this article. However, we argue the biggest sticking point of A/B testing is: it requires a lot more communication between the business partner (sponsoring the test) and the analyst (designing and implementing the test) than a statistician or data scientist would care to admit. In this first article of a new series called “statistics as it should be” (in partnership with Revolution Analytics) we will discuss some of the essential issues in planning A/B tests. Continue reading Why does designing a simple A/B test seem so complicated?
Alexander Mordvintsev, Christopher Olah, and Mike Tyka, recently posted a great research blog article where they tried to visualize what a image classification neural net “wants to see.” They achieve this by optimizing the input to correspond to a fixed pattern of neural net internal node activation. This generated truly beautiful and fascinating phantasmagorical images (or an “image salad” by analogy to word salad). It is sort of like a search for eigenfaces (but a lot more fun).
A number of researchers had previously done this (many cited in their references), but the authors added more good ideas:
- Enforce a “natural image constraint” through insisting on near-pixel correlations.
- Start the search from another real image. For example: if the net is internal activation is constrained to recognize buildings and you start the image optimization from a cloud you can get a cloud with building structures. This is a great way to force interesting pareidolia like effects.
- They then “apply the algorithm iteratively on its own outputs and apply some zooming after each iteration.” This gives them wonderful fractal architecture with repeating motifs and beautiful interpolations.
- Freeze the activation pattern on intermediate layers of the neural network.
- (not claimed, but plausible given the look of the results) Use the access to the scoring gradient for final image polish (likely cleans up edges and improves resolution).
From Michael Tyka’s Inceptionism gallery
Likely this used a lot of research code and a lot of GPU cycles (both of which they had easy access to at Google). The question is, can we play with some of the ideas on our own (and on the cheap)? The answer is yes.
I share complete instructions, and complete code for a baby (couple of evenings) version of related effects. Continue reading Neural net image salad again (with code)
The recent The Atlantic article “The Man Who Broke Atlantic City” tells the story of Don Johnson who won millions of dollars in private room custom rules high stakes blackjack. The method Mr. Johnson reportedly used is, surprisingly, not card counting (as made famous by professor Edward O. Thorp in Beat the Dealer). It is instead likely an amazingly simple process I will call a martingale money pump. Naturally the Atlantic wouldn’t want to go into the math, but we can do that here.
Continue reading Betting with their money
As John mentioned in his last post, we have been quite interested in the recent study by Fernandez-Delgado, et.al., “Do we Need Hundreds of Classifiers to Solve Real World Classification Problems?” (the “DWN study” for short), which evaluated 179 popular implementations of common classification algorithms over 120 or so data sets, mostly from the UCI Machine Learning Repository. For fun, we decided to do a follow-up study, using their data and several classifier implementations from
scikit-learn, the Python machine learning library. We were interested not just in classifier accuracy, but also in seeing if there is a “geometry” of classifiers: which classifiers produce predictions patterns that look similar to each other, and which classifiers produce predictions that are quite different? To examine these questions, we put together a Shiny app to interactively explore how the relative behavior of classifiers changes for different types of data sets.
Continue reading The Geometry of Classifiers
When you apply machine learning algorithms on a regular basis, on a wide variety of data sets, you find that certain data issues come up again and again:
- Missing values (
NA or blanks)
- Problematic numerical values (
NaN, sentinel values like 999999999 or -1)
- Valid categorical levels that don’t appear in the training data (especially when there are rare levels, or a large number of levels)
- Invalid values
Of course, you should examine the data to understand the nature of the data issues: are the missing values missing at random, or are they systematic? What are the valid ranges for the numerical data? Are there sentinel values, what are they, and what do they mean? What are the valid values for text fields? Do we know all the valid values for a categorical variable, and are there any missing? Is there any principled way to roll up category levels? In the end though, the steps you take to deal with these issues will often be the same from data set to data set, so having a package of ready-to-go functions for data treatment is useful. In this article, we will discuss some of our usual data treatment procedures, and describe a prototype R package that implements them.
Continue reading Vtreat: designing a package for variable treatment
Visualization is a useful tool for data exploration and statistical analysis, and it’s an important method for communicating your discoveries to others. While those two uses of visualization are related, they aren’t identical.
One of the reasons that I like ggplot so much is that it excels at layering together multiple views and summaries of data in ways that improve both data exploration and communication. Of course, getting at the right graph can be a bit of work, and often I will stop when I get to a visualization that tells me what I need to know — even if no one can read that graph but me. In this post I’ll look at a couple of ggplot graphs that take the extra step: communicating effectively to others.
For my examples I’ll use a pre-treated sample from the 2011 U.S. Census American Community Survey. The dataset is available as an R object in the file
phsample.RData; the data dictionary and additional information can be found here. Information about getting the original source data from the U.S. Census site is at the bottom of this post.
phsample.RData contains two data frames:
dhus (household information), and
dpus (information about individuals; they are joined to households using the column
SERIALNO). We will only use the
dhus data frame.
# Restrict to non-institutional households
# (No jails, schools, convalescent homes, vacant residences)
hhonly = subset(dhus, (dhus$TYPE==1) &(dhus$NP > 0))
Continue reading The Extra Step: Graphs for Communication versus Exploration
I was watching my cousins play Unspeakable Words over Christmas break and got interested in the end game. The game starts out as a spell a word from cards and then bet some points game, but in the end (when you are down to one marker) it becomes a pure betting game. In this article we analyze an idealized form of the pure betting end game. Continue reading Unspeakable bets: take small steps
From time to time we work on projects that would benefit from a free lightweight pure Java linear programming library. That is a library unencumbered by a bad license, available cheaply, without an infinite amount of file format and interop cruft and available in Java (without binary blobs and JNI linkages). There are a few such libraries, but none have repeatably, efficiently and reliably met our needs. So we have re-packaged an older one of our own for release under the Apache 2.0 license. This code will have its own rough edges (not having been used widely in production), but I still feel fills an important gap. This article is brief introduction to our WVLPSolver Java library. Continue reading Yet Another Java Linear Programming Library
We describe briefly the powerful simulation technique known as “importance sampling.” Importance sampling is a technique that allows you to use numerical simulation to explore events that, at first look, appear too rare to be reliably approximated numerically. The correctness of importance sampling follows almost immediately from the definition of a change of density. Like most mathematical techniques, importance sampling brings in its own concerns and controls that were not obvious in the original problem. To deal with these concerns (like picking the re-weighting to use) we will largely appeal to the ideas from “A Tutorial on the Cross-Entropy Method” Pieter-Tjerk de Boer, Dirk P Kroese, Shie Mannor, and Reuven Y Rubinstein, Annals of Operations Research, 2005 vol. 134 (1) pp. 19-67. Continue reading Importance Sampling
We share our admiration for a set of results called “locality sensitive hashing” by demonstrating a greatly simplified example that exhibits the spirit of the techniques. Continue reading An Appreciation of Locality Sensitive Hashing