this is all fine and good, but if you're goal is to see what works best between X new versions of a page and you are rigorous in creating variants, Optimizely is a great tool for figuring out the best converting variant.
Except, apparently, they aren't actually that good at _that_. If an A/A test to not yield 100% chance of 18% uplift, what gives you any degree of certainty that other tests won't have equally skewed results?
Winning A/B results were not translating into improved user acquisition
51–60 of 67 posts
Re: Winning A/B results were not translating into improved user acquisition
#52This title used to read "How Optimizely (Almost) Got Me Fired", which is the actual title of the article. It seems a mod (?) changed it to "Winning A/B results were not translating into improved user acquisition". I've seen a descriptive title left by the submitter change back to the less descriptive original by a mod. But I'm curious why a mod would editorialize certain titles and change them away from their origina…
Re: Winning A/B results were not translating into improved user acquisition
#53Earlier quoted context omitted.
Frequentism rears its ugly head again...
This problem exists with Bayesian techniques also, its just more obvious how to set up the problem.
Just give them 2 posterior distributions of the conversion rate of page A and page B. It may look more daunting than a single number at first, but it's much easier to interpret than that single number that comes out of hypothesis testing, and, you know, it's the information they actually need to make a decision whether to pick page A or page B.
Re: Winning A/B results were not translating into improved user acquisition
#54The red flag here for me was that Optimizely encourages you to stop the test as soon as it "reaches significance." You shouldn't do that. What you should do is precalculate a sample size based on the statistical power you need, which involves determining your tolerance for the probability of making an error and on the minimum effect size you need to detect. Then, you run the test to completion and crunch the numbers…
Hi pmiller, Dan from Optimizely here. Thanks for your thoughtful response. This is a really important issue for us, so I wanted to set the record straight on a couple of points: #1 - “Optimizely encourages you to stop the test as soon as it reaches ‘statistical significance.’” - This actually isn’t true. We recommend you calculate your sample size before you start your test using a statistical significance calculator…
But, as far as "Optimezely encourages you to stop the test as soon as it reaches 'statistical significance,'" I'm not saying your user documentation or anything encourages people to stop tests early. I'm saying (and this is based only on the article as I've never used Optimizely) that your platform is psychologically encouraging users to stop tests early. E.g. from the article:
Most A/B testing tools recommend terminating tests as soon as they show significance, even though that significance may very well be due to short-term bias. A little green indicator will pop up, as it does in Optimizely, and the marketer will turn the test off.
But most tests should run longer and in many cases it’s likely that the results would be less impressive if they did. Again, this is a great example of the default settings in these platforms being used to increase excitement and keep the users coming back for more.
I am aware of literature in experimental design that talks about criteria for stopping an experiment before its designed conclusion. Such things are useful in, say, medical research, where if you see a very strong positive or negative result early on, you want to have that safety valve to either get the drug/treatment to market more quickly or to avoid hurting people unnecessarily.Unless you've built that analysis into when you display your "success message" that "Variation 1 is beating Variation 2 by 18.1%," I'd argue that you're doing users a disservice. When I see that message, I want to celebrate, declare victory, and stop the test; and that's not what you should encourage people to do unless it's statistically sound to do so.
The other thing in the article that lead me to this position is that you display "conversion rate over time" as a time series graph. Again, if I see that and I notice one variation is outperforming the other, what I want to do is declare victory and stop the test. That might not be mathematically/statistically warranted.
IMO, as a provider of statistical software, I think you'd do your users a service to not display anything about a running experiment by default until it's either finished or you can mathematically say it's safe to stop the trial. Some people will want their pretty graphs and such, so give them a way to see them, but make them expend some effort to do so. Same thing with prematurely ended experiments; don't provide any conclusions based on an incomplete trial. Give users the ability to download the raw data from a prematurely ended experiment, but don't make it easy or the default.
Re: Winning A/B results were not translating into improved user acquisition
#55Earlier quoted context omitted.
This problem exists with Bayesian techniques also, its just more obvious how to set up the problem.
Exactly! The problems arise because of the disconnect between what the math is actually saying and what people think the math is saying. Or rather: what people wish it was saying. Frequentist methods give you "if page A performs the same as page B then then the likelihood of observing something at least as extreme as this measurement is less than X%". In practice we never want to know this information. What people ac…
FTFY ;). I think Bayesian methods add a lot of interpretive power, but I'm not sure that it would help people make a correct interpretation. I suspect that if practitioners are neglecting the difference between a one-sided and two-sided test, they will likely forget (or gloss over) what priors are (and their non-trivial implementation).
I definitely agree that their is a disconnect between the math and its interpretation, though.
Re: Winning A/B results were not translating into improved user acquisition
#56Earlier quoted context omitted.
This problem exists with Bayesian techniques also, its just more obvious how to set up the problem.
Exactly! The problems arise because of the disconnect between what the math is actually saying and what people think the math is saying. Or rather: what people wish it was saying. Frequentist methods give you "if page A performs the same as page B then then the likelihood of observing something at least as extreme as this measurement is less than X%". In practice we never want to know this information. What people ac…
http://www.bayesianwitch.com/blog/2014/bayesian_ab_test.html
Re: Winning A/B results were not translating into improved user acquisition
#57I just checked in one possible R calculation of two-sided significance under a binomial model under the simple null hypothesis A and B have the same common rate (and that that rate is exactly what was observed, a simplifying assumption) here http://winvector.github.io/rateTest/rateTestExample.html . The long and short is you get slightly different significances under what model you assume, but in all cases you should…
Re: Winning A/B results were not translating into improved user acquisition
#58Earlier quoted context omitted.
Exactly! The problems arise because of the disconnect between what the math is actually saying and what people think the math is saying. Or rather: what people wish it was saying. Frequentist methods give you "if page A performs the same as page B then then the likelihood of observing something at least as extreme as this measurement is less than X%". In practice we never want to know this information. What people ac…
Even in the Bayesian case, you need more than 2 posteriors. You need a decision rule. Comparing posteriors is not sufficient. http://www.bayesianwitch.com/blog/2014/bayesian_ab_test.html
If you want to be fancy you could even implement a strategy that maximizes the total conversions based on bayesian decision theory, so that it automatically tends to show the best performer as time goes on.
That article is weird. It uses a normal distribution as the prior for the conversion rate. That could produce a negative conversion rate or a conversion rate above 100%. Then in the section "So why doesn’t everyone already do this?" they say "The answer is simple - it’s computationally inefficient.". No shit if you are using a normal prior. A much better way to do this is to use a beta prior (or a Dirichlet prior in case you have more than 2 alternatives). Then the math becomes trivial & fast and you don't have nonsense negative or above 100% conversion rates.
Re: Winning A/B results were not translating into improved user acquisition
#59Earlier quoted context omitted.
Exactly! The problems arise because of the disconnect between what the math is actually saying and what people think the math is saying. Or rather: what people wish it was saying. Frequentist methods give you "if page A performs the same as page B then then the likelihood of observing something at least as extreme as this measurement is less than X%". In practice we never want to know this information. What people ac…
"given this measurement and our prior beliefs , the probability of page A being better than page B is X%" FTFY ;). I think Bayesian methods add a lot of interpretive power, but I'm not sure that it would help people make a correct interpretation. I suspect that if practitioners are neglecting the difference between a one-sided and two-sided test, they will likely forget (or gloss over) what priors are (and their non-…
Re: Winning A/B results were not translating into improved user acquisition
#60Earlier quoted context omitted.
Even in the Bayesian case, you need more than 2 posteriors. You need a decision rule. Comparing posteriors is not sufficient. http://www.bayesianwitch.com/blog/2014/bayesian_ab_test.html
You can just show the posterior and let your brain be the decision rule. You can visually see the difference in conversion rate and the uncertainty around it. That info makes it easy to decide whether to continue the test or stop the test and pick the best performer. Much better information to base a decision on than a hypothesis test with a significance threshold that people pull out of their ass. If you want to be…
That article is weird. It uses a normal distribution as the prior for the conversion rate.
That's incorrect. From the article: "To begin we will choose a Beta distribution prior." The computational intensiveness is not caused by the choice of prior, it's caused by the need to evaluate an integral over the joint posterior.
A Dirichlet prior is also not what you'd use for more than 2 alternatives - you have two beta distributions, one representing the posterior for the control and the other for the variation. If you had a second variation, you'd have 3 beta distributions, and you'd need to evaluate a 3 dimensional integral.