Class: TrailGuide::Calculators::Bayesian
Instance Attribute Summary collapse
Attributes inherited from Calculator
#choice, #experiment, #goal, #probability
Class Method Summary
collapse
Instance Method Summary
collapse
Methods inherited from Calculator
#base, #best, #variants, #variants_with_conversion, #worst
Constructor Details
#initialize(*args, beta: nil, **opts) ⇒ Bayesian
Returns a new instance of Bayesian.
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 10
def initialize(*args, beta: nil, **opts)
raise NoIntegrationLibrary if !defined?(::Integration)
if beta.nil?
if defined?(::Rubystats)
beta = :rubystats
elsif defined?(::Distribution)
beta = :distribution
else
raise NoBetaDistributionLibrary
end
end
case beta.to_sym
when :distribution
raise NoBetaDistributionLibrary, beta unless defined?(::Distribution)
TrailGuide.logger.debug "Using Distribution::Beta to calculate beta distributions"
TrailGuide.logger.debug "GSL detected, Distribution::Beta will use GSL for better performance" if defined?(::GSL)
when :rubystats
raise NoBetaDistributionLibrary, beta unless defined?(::Rubystats)
TrailGuide.logger.debug "Using Rubystats::BetaDistribution to calculate beta distributions"
else
raise UnknownBetaDistributionLibrary, beta
end
super(*args, **opts)
@beta = beta.to_sym
end
|
Instance Attribute Details
#beta ⇒ Object
Returns the value of attribute beta.
8
9
10
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 8
def beta
@beta
end
|
Class Method Details
.enabled? ⇒ Boolean
4
5
6
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 4
def self.enabled?
!!(defined?(::Integration) && (defined?(::Rubystats) || defined?(::Distribution)))
end
|
Instance Method Details
#calculate! ⇒ Object
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 71
def calculate!
variants_with_conversion.each do |variant|
expvar = experiment.variants.find { |var| var.name == variant.name }
vprob = variant_probability(variant)
variant.probability = vprob
variant.significance = TrailGuide::Calculators::SIGNIFICANT_PROBABILITIES.reverse.find { |pct| vprob >= pct } || 0
if base
if variant.measure > base.measure
variant.difference = (variant.measure - base.measure) / base.measure * 100
elsif base.measure > variant.measure
variant.difference = -((base.measure - variant.measure) / base.measure * 100)
else
variant.difference = 0
end
end
end
@choice = best && best.probability >= probability ? best : nil
self
end
|
#cdf(variant, z) ⇒ Object
50
51
52
53
54
55
56
57
58
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 50
def cdf(variant, z)
x = variant.subset
n = variant.superset
if beta == :distribution
Distribution::Beta.cdf(z, x+1, n-x+1)
else
Rubystats::BetaDistribution.new(x+1, n-x+1).cdf(z)
end
end
|
#pdf(variant, z) ⇒ Object
40
41
42
43
44
45
46
47
48
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 40
def pdf(variant, z)
x = variant.subset
n = variant.superset
if beta == :distribution
Distribution::Beta.pdf(z, x+1, n-x+1)
else
Rubystats::BetaDistribution.new(x+1, n-x+1).pdf(z)
end
end
|
#variant_probability(variant) ⇒ Object
60
61
62
63
64
65
66
67
68
69
|
# File 'lib/trail_guide/calculators/bayesian.rb', line 60
def variant_probability(variant)
Integration.integrate(0, 1, tolerance: 1e-4) do |z|
vpdf = pdf(variant, z)
variants.each do |var|
next if var == variant
vpdf = vpdf * cdf(var, z)
end
vpdf
end * 100.0
end
|