Fast Bayesian Methods for AB Testing

A suite of functions that allow the user to analyze A/B test data in a Bayesian framework. Intended to be a drop-in replacement for common frequentist hypothesis test such as the t-test and chi-sq test.


bayesAB provides a suite of functions that allow the user to analyze A/B test data in a Bayesian framework. bayesAB is intended to be a drop-in replacement for common frequentist hypothesis test such as the t-test and chi-sq test.

Bayesian methods provide several benefits over frequentist methods in the context of A/B tests - namely in interpretability. Instead of p-values you get direct probabilities on whether A is better than B (and by how much). Instead of point estimates your posterior distributions are parametrized random variables which can be summarized any number of ways. Bayesian tests are also immune to 'peeking' and are thus valid whenever a test is stopped.

The general bayesAB workflow is as follows:

  • Decide how you want to parametrize your data (Poisson for counts of email submissions, Bernoulli for CTR on an ad, etc.)
  • Use our helper functions to decide on priors for your data (?bayesTest)
  • Fit a bayesTest object
    • Optional: Use combine to munge together several bayesTest objects together for an arbitrary / non-analytical target distribution
  • print, plot, and summary to interpret your results
    • Determine whether to stop your test early given the Posterior Expected Loss in summary output

Optionally, use banditize and/or deployBandit to turn a pre-calculated (or empty) bayesTest into a multi-armed bandit that can serve recipe recommendations and adapt as new data comes in.

Note, while bayesAB was designed to exploit data related to A/B/etc tests, you can use the package to conduct Bayesian analysis on virtually any vector of data, as long as it can be parametrized by the available functions.

Get the latest stable release from CRAN:

install.packages("bayesAB")

Or the dev version straight from Github:

install.packages("devtools")
devtools::install_github("frankportman/bayesAB", build_vignettes = TRUE)

For a more in-depth look please check the package vignettes with browseVignettes(package = "bayesAB") or the pre-knit HTML version on CRAN here. Brief example below. Run the following code for a quick overview of bayesAB:

library(bayesAB)
 
# Choose bernoulli test priors
plotBeta(1, 1)
plotBeta(2, 3)
 
# Choose normal test priors
plotNormal(6, 3)
plotInvGamma(12, 4)
 
A_binom <- rbinom(100, 1, .5)
B_binom <- rbinom(100, 1, .6)
 
A_norm <- rnorm(100, 6, 1.5)
B_norm <- rnorm(100, 5, 2.5)
 
# Fit bernoulli and normal tests
AB1 <- bayesTest(A_binom, 
                 B_binom, 
                 priors = c('alpha' = 1, 'beta' = 1), 
                 distribution = 'bernoulli')
                 
AB2 <- bayesTest(A_norm, 
                 B_norm, 
                 priors = c('m0' = 5, 'k0' = 1, 's_sq0' = 3, 'v0' = 1), 
                 distribution = 'normal')
 
print(AB1)
summary(AB1)
plot(AB1)
 
print(AB2)
summary(AB2)
plot(AB2)
 
# Create a new variable that is the probability multiiplied by the 
# normally distributed variable (expected value of something)
AB3 <- combine(AB1, AB2, f = `*`, params = c('Probability', 'Mu'), newName = 'Expectation')
 
print(AB3)
summary(AB3)
plot(AB3)
 

News

#bayesAB v 0.7.0

  • added banditize and deployBandit to turn your bayesTest object into a Bayesian multi-armed bandit and deploy as a JSON API respectively.
  • Added programmatic capabilities on top of existing interactive uses for plot generic function
    • You can now assign plot(bayesTestObj) to a variable and not have it automatically plot.
  • Added quantile summary of calculated posteriors to the output of summary.bayesTest
  • Added Posterior Expected Loss to output of summary.bayesTest
    • This is useful to know when to stop your Bayesian AB Test
    • Supports the risk of choosing 'B' over 'A' (ordering is important) and makes more sense if A > B currently in the test
  • outputs from plot generics are now explicitly ggplot objects and can be modified as such
    • You can input your own titles/axis labels/etc if the defaults don't fit your use case

bayesAB v 0.6.0

  • First major CRAN release
  • 6 (+ 2) distributions
  • print, plot, summary generics
  • Easy plotting of distributions for quick visual inspection
  • combine tests as needed
  • 100% code coverage

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("bayesAB")

1.1.0 by Frank Portman, 2 months ago


https://github.com/FrankPortman/bayesAB


Report a bug at https://github.com/FrankPortman/bayesAB/issues


Browse source code at https://github.com/cran/bayesAB


Authors: Frank Portman [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, ggplot2, methods

Suggests testthat, knitr, rmarkdown, magrittr, plumber

Linking to Rcpp


See at CRAN