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Optimizely Statistics Engine

optimizely.com

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Re: Optimizely Statistics Engine

#31

Earlier quoted context omitted.

I believe they're referring to the field of statistics as a unit instead of a collection of multiple statistics.

Yes, but it reads badly.

"Statistics class for the internet age is here".. points out that people don't have time to waste to learn "classic statistics" :)

Re: Optimizely Statistics Engine

#32

Every time they say "classic statistics" just insert "what we did before now" and see how frustrated you get with this announcement. The whole point of using them is that people don't need a statistician because the tool should make it easy to run solid tests. That of course hasn't been the case and they're finally admitting it.

Thanks for your comment. This is Darwish, the Product Manager working on Stats Engine. You are correct "classic statistics" is the method we used in the past. It also what is most commonly used in industry (the main reason we started with this method). This was not an easy project for us to take on, but after talking to customers and looking at our historical experiment data, it was clear how important this problem w…

What's so particularly embarrassing is that you clearly did not have any competent statisticians on board until now. This was not some big surprise that needed "a lot of resources to fix." This is something that should be obvious to anyone who understands hypothesis testing, and is something that statisticians have been describing how to do correctly for over 50 years: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1551774/

Re: Optimizely Statistics Engine

#33
post #19
post #18

Earlier quoted context omitted.

I don't think the graph is particularly good either, but I think you're maybe reading it wrong too. The y axis is significance level which makes sense would normally improve as visitors go up. Their line arguably is a moving average regression.

He's saying that as new data arrives, it has to adjust both ways, not only toward the correct answer. (If that wasn't the case, you could just figure out which was the only direction it would move and then stop collecting data. You've already got your answer)

It's a statistical significance test not a mean. You expect statistical significance to go up over time. Unless the effect size is zero, it doesn't have an asymptote.

Re: Optimizely Statistics Engine

#34
post #9

This graph is a joke: https://d1qmdf3vop2l07.cloudfront.net/optimizely-marketer-as... And any company trying to sell a statistical tool/package that would actually create a graph like that is selling snake oil. Your model only gets better, digitally, and never sees a regression? And you're using this for web analytics?

Hello, Leo, Optimizely's in-house statistician here. The graph you reference is a schematic to show the differences between Optimizely’s previous statistical platform and Stats Engine. It shows a monotone non-decreasing significance because under our sequential testing framework, the significance value represents the total amount of accumulated evidence against the null hypothesis of no difference between a variation…

You keep using that word "classical." If by "classical" you mean frequentist, then sequential testing is the appropriate frequentist method to have been using all along. If by "classical," you mean "old and established," then sequential testing is still the appropriate method to have been using all along.

Re: Optimizely Statistics Engine

#35
post #3

Interesting that Optimizely is positioning themselves as the over arching discipline as "Statistics reinvented for the internet age". My guess is to parry against the onslaught of A/B testing and optimization platforms for web and mobile from all directions. Of course with their stable of PHD statisticians and data scientists, Optimizely is the answer.

It's also not clear what has been "reinvented," unless of course you mean re-inventing things that have already been invented.

Re: Optimizely Statistics Engine

#36

Earlier quoted context omitted.

Thanks for your comment. This is Darwish, the Product Manager working on Stats Engine. You are correct "classic statistics" is the method we used in the past. It also what is most commonly used in industry (the main reason we started with this method). This was not an easy project for us to take on, but after talking to customers and looking at our historical experiment data, it was clear how important this problem w…

What's so particularly embarrassing is that you clearly did not have any competent statisticians on board until now. This was not some big surprise that needed "a lot of resources to fix." This is something that should be obvious to anyone who understands hypothesis testing, and is something that statisticians have been describing how to do correctly for over 50 years: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1551…

By that logic, no one else in the industry (Adobe, Mixpanel, VWO) has competent statisticians. That's silly.

Re: Optimizely Statistics Engine

#37

Earlier quoted context omitted.

What's so particularly embarrassing is that you clearly did not have any competent statisticians on board until now. This was not some big surprise that needed "a lot of resources to fix." This is something that should be obvious to anyone who understands hypothesis testing, and is something that statisticians have been describing how to do correctly for over 50 years: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1551…

By that logic, no one else in the industry (Adobe, Mixpanel, VWO) has competent statisticians. That's silly.

Apparently that might be the case. I mean the problem with multiple hypothesis testing is not exactly rocket science...

Re: Optimizely Statistics Engine

#38
post #9

This graph is a joke: https://d1qmdf3vop2l07.cloudfront.net/optimizely-marketer-as... And any company trying to sell a statistical tool/package that would actually create a graph like that is selling snake oil. Your model only gets better, digitally, and never sees a regression? And you're using this for web analytics?

Hello, Leo, Optimizely's in-house statistician here. The graph you reference is a schematic to show the differences between Optimizely’s previous statistical platform and Stats Engine. It shows a monotone non-decreasing significance because under our sequential testing framework, the significance value represents the total amount of accumulated evidence against the null hypothesis of no difference between a variation…

> It shows a monotone non-decreasing significance because [the value] represents the total amount of accumulated evidence against the null hypothesis.

> if we instead looked continuously at a classical t-test, is the significance would oscillate near the significance threshold

So there's your answer: the y-axis on the chart has an unlabeled different meaning for the blue line.

While I have you here Leo, can you explain why you would want to chart only the accumulated evidence for X? It's meaningless without knowing how much evidence has been accumulated for not X.

Re: Optimizely Statistics Engine

#39
Fantastic to see Optimizely changing their stats model. The more education that is done on web experimentation the better as there certainly still is a lot of snake oil being sold out there!

Their chosen technique is one way of solving the problem of communicating statistics to non-technical audiences however the interpretation of the results may suffer here. I can imagine that this technique will lead to overestimations of the effect size in situations where the threshold is reached early in an experiment as it will reward extreme values observed when the experiment is under powered.

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