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A/B Testing at SweetIM โ€“ the
Importance of Proper Statistical
Analysis
Slava Borodovsky
SweetIM
slavabo@gmail.com
Saharon Rosset
Tel Aviv University
saharon@post.tau.ac.il
About SweetIM
โ€ข Provides interactive content and search services for IMs and social
networks.
โ€ข More than 1,000,000 monthly new users.
โ€ข More than 100,000,000 monthly search queries.
โ€ข Every new feature and change in product pass A/B testing.
โ€ข Data driven decision making process is based on A/B testing results.
A/B testing โ€“ a buzz word?
โ€ข Standard A/B Flow
Previous works:
โ€ข KDD 2009, Microsoft experimentation platform (http://exp-platform.com/hippo.aspx)
โ€ข KDD 2010, Google team (โ€œOverlapping Experiment Infrastructure: More, Better, Faster
Experimentationโ€)
LP Visit
Control
(A) โ€“ 50%
No
Change
Feature
(B) โ€“ 50%
New
Product
A/B testing at SweetIM
New Users Existing Users
LP Visit
(Cookie)
Confirmation
Page A
(Control)
Cookie A
(No Change)
Confirmation
Page B (New
Feature)
Cookie B
(New Feature)
Activity domain
(Unique ID%N)
Unique ID%2 =
0
No Change
Unique ID%2 =
1
New Feature
A/B Test on Search
Group A Group B
Does the change increase the usage of search by users (average searches per day)?
Results
Using the Poisson distribution the difference is significant, but is this
assumption appropriate in our case?
Some well known facts of internet traffic:
โ€ข Different users can have very different usage patterns
โ€ข Existence of non-human users like automatic bots and crawlers.
A B
# Users 17,287 17,295
#Activity 297,485 300,843
Average (ฮผ) 17.21 17.39
StDev 45.83 44.03
% Difference
Poisson p-value
NB p-value
1.08%
0.00003
0.47300
Poisson assumption
โ€ข Inhomogeneous behavior of online users is not appropriate for this
distribution.
โ€ข Variance is much greater than mean.
โ€ข Not well suited for the data.
Negative binomial assumption
โ€ข Can be used as a generalization of Poisson in over dispersed cases (Var >>
Mean).
โ€ข Has been used before in other domains to analyze the count data (genetics,
traffic modeling).
โ€ข Fits well the real distribution.
Poisson
X ~ Pois(๏ญ), if:
P(X=k) = e-๏ฌ ๏ญk / k! , k=0,1,2,โ€ฆ
X has mean and variance both equal to the Poisson parameter ๏ญ.
Hypothesis:
H0: ๏ญA=๏ญB
HA: ๏ญA<๏ญB
Distribution of difference between means:
๐‘‹ โˆ’ ๐‘Œ~๐‘(๐œ‡ ๐‘Ž โˆ’ ๐œ‡ ๐‘,
๐œŽ ๐‘Ž
2
๐‘›
+
๐œŽ ๐‘
2
๐‘š
)
Probability of obtaining a test statistic at least as extreme as the one that was
actually observed, assuming that the null hypothesis is true:
๐‘ƒ๐‘๐‘œ๐‘–๐‘  = ฮฆ
๐‘‹ โˆ’๐‘Œ
๐œ‡๐‘ก ๐‘›+๐‘š / ๐‘›๐‘š
๐‘‹ , ๐‘Œ - means of 2 groups, ๐œ‡ โ€“ Poisson parameter, ๐‘ก โ€“ test duration and ๐‘›, ๐‘š โ€“ size of test groups.
Negative binomial
X ~ NB(๐‘Ž, ๐‘), if:
๐‘ƒ(๐‘‹=๐‘˜) =
๐‘Ž + ๐‘˜ โˆ’ 1
๐‘˜
1 โˆ’ ๐‘ ๐‘Ž
๐‘ ๐‘˜
In case of over dispersed Poisson, ๏ฌ ~ ฮ“(ฮฑ,ฮฒ), X|๏ฌ ~ Pois(๏ฌ).
X ~ NB(ฮฑ, 1/(1+ฮฒ))
X has mean ฮผ= ฮฑ/ฮฒ and variance ฯƒ2 = ฮผ(ฮผ+ฮฑ)/ฮฑ.
Hypothesis:
H0: ๏ญA=๏ญB
HA: ๏ญA<๏ญB
Distribution of difference between means:
๐‘‹ โˆ’ ๐‘Œ~๐‘(๐œ‡ ๐‘Ž โˆ’ ๐œ‡ ๐‘,
๐œ‡ ๐‘Ž
๐‘›
+
๐œ‡ ๐‘
๐‘š
)
Probability of obtaining a test statistic at least as extreme as the one that was
actually observed, assuming that the null hypothesis is true:
๐‘ƒ ๐‘๐ต,๐‘Ž = ฮฆ
๐‘‹ โˆ’๐‘Œ
๐œ‡๐‘ก ๐œ‡๐‘ก+๐‘Ž
๐‘Ž
๐‘›+๐‘š / ๐‘›๐‘š
1/2
๐‘‹ , ๐‘Œ - means of 2 groups, ๐œ‡, ๐‘Ž โ€“ NB parameters, ๐‘ก โ€“ test duration and ๐‘›, ๐‘š โ€“ size of test groups.
Results (Test 1):
The difference is not significant by NB.
Results of using the proper methodology:
โ€ข Saved production from unnecessary change
โ€ข Allow to benefit from additional features in A group
A B
# Users 17,287 17,295
#Activity 297,485 300,843
Average (ฮผ) 17.21 17.39
StDev 45.83 44.03
% Difference
Poisson p-value
NB p-value
1.08%
0.00003
0.47300
A/B Tests on Content
Example โ€“ two sided content test.
The new feature allows users that donโ€™t have SweetIM installed on
their computer to receive funny content from SweetIM users.
Results:
โ€ข Implementation of new feature
โ€ข Increase in application usage and user experience
A B
# Users 17,568 17,843
#Activity 770,436 930,066
Average (ฮผ) 43.85 52.12
StDev 74.80 96.00
% Difference
Poisson p-value
NB p-value 0.00000
8.68%
0.00000
A/A Tests
Required for checking:
โ€ข The randomization algorithm and distribution system.
โ€ข The technical aspects of the A/B testing system.
โ€ข The properness of methodology, hypothesis and analysis.
โ€ข The existence of robots and crawlers.
LP Visit
Control
(A) โ€“ 50%
No
Change
Control
(A) โ€“ 50%
No
Change
A/A Tests
โ€ข A/A Test on Search
โ€ข A/A Test on Content
A B
# Users 61,719 61,608
#Activity 1,274,279 1,288,333
Average (ฮผ) 20.65 20.91
StDev 52.77 49.69
% Difference
Poisson p-value
NB p-value
1.27%
0.00000
0.11000
A B
# Users 61,719 61,608
#Activity 3,142,766 3,165,208
Average (ฮผ) 50.92 51.38
StDev 97.50 97.00
% Difference
Poisson p-value
NB p-value
0.98%
0.00000
0.18500
โ€œFraudโ€ Detection
โ€ข It is almost impossible to filter all non-human activity on the web.
โ€ข Automatic bots and crawlers can bias the results and drive to wrong
conclusions.
โ€ข Need to be checked in every test.
Conclusions
โ€ข Overview of SweetIM A/B Testing system.
โ€ข Some insights on statistical aspects of A/B Testing methodology as related
to count data analysis.
โ€ข Suggestion to use negative binomial approach instead of incorrect Poisson
in case of over dispersed count data.
โ€ข Real-world examples of A/B and A/A tests from SweetIM.
โ€ข A word about fraud
A/B Test on Search Logo
Group A
Group B
Which one was better?
A/B Test on Search Logo
Group A
Group B
A B
# Users 19,249 19,725
#Activity 343,136 355,929
Average (ฮผ) 17.80 18.50
StDev 45.35 47.72
% Difference
Poisson p-value
NB p-value
3.93%
0.00000
0.00780
Thank You!

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A/B Testing at SweetIM

  • 1. A/B Testing at SweetIM โ€“ the Importance of Proper Statistical Analysis Slava Borodovsky SweetIM slavabo@gmail.com Saharon Rosset Tel Aviv University saharon@post.tau.ac.il
  • 2. About SweetIM โ€ข Provides interactive content and search services for IMs and social networks. โ€ข More than 1,000,000 monthly new users. โ€ข More than 100,000,000 monthly search queries. โ€ข Every new feature and change in product pass A/B testing. โ€ข Data driven decision making process is based on A/B testing results.
  • 3. A/B testing โ€“ a buzz word? โ€ข Standard A/B Flow Previous works: โ€ข KDD 2009, Microsoft experimentation platform (http://exp-platform.com/hippo.aspx) โ€ข KDD 2010, Google team (โ€œOverlapping Experiment Infrastructure: More, Better, Faster Experimentationโ€) LP Visit Control (A) โ€“ 50% No Change Feature (B) โ€“ 50% New Product
  • 4. A/B testing at SweetIM New Users Existing Users LP Visit (Cookie) Confirmation Page A (Control) Cookie A (No Change) Confirmation Page B (New Feature) Cookie B (New Feature) Activity domain (Unique ID%N) Unique ID%2 = 0 No Change Unique ID%2 = 1 New Feature
  • 5. A/B Test on Search Group A Group B Does the change increase the usage of search by users (average searches per day)?
  • 6. Results Using the Poisson distribution the difference is significant, but is this assumption appropriate in our case? Some well known facts of internet traffic: โ€ข Different users can have very different usage patterns โ€ข Existence of non-human users like automatic bots and crawlers. A B # Users 17,287 17,295 #Activity 297,485 300,843 Average (ฮผ) 17.21 17.39 StDev 45.83 44.03 % Difference Poisson p-value NB p-value 1.08% 0.00003 0.47300
  • 7. Poisson assumption โ€ข Inhomogeneous behavior of online users is not appropriate for this distribution. โ€ข Variance is much greater than mean. โ€ข Not well suited for the data.
  • 8. Negative binomial assumption โ€ข Can be used as a generalization of Poisson in over dispersed cases (Var >> Mean). โ€ข Has been used before in other domains to analyze the count data (genetics, traffic modeling). โ€ข Fits well the real distribution.
  • 9. Poisson X ~ Pois(๏ญ), if: P(X=k) = e-๏ฌ ๏ญk / k! , k=0,1,2,โ€ฆ X has mean and variance both equal to the Poisson parameter ๏ญ. Hypothesis: H0: ๏ญA=๏ญB HA: ๏ญA<๏ญB Distribution of difference between means: ๐‘‹ โˆ’ ๐‘Œ~๐‘(๐œ‡ ๐‘Ž โˆ’ ๐œ‡ ๐‘, ๐œŽ ๐‘Ž 2 ๐‘› + ๐œŽ ๐‘ 2 ๐‘š ) Probability of obtaining a test statistic at least as extreme as the one that was actually observed, assuming that the null hypothesis is true: ๐‘ƒ๐‘๐‘œ๐‘–๐‘  = ฮฆ ๐‘‹ โˆ’๐‘Œ ๐œ‡๐‘ก ๐‘›+๐‘š / ๐‘›๐‘š ๐‘‹ , ๐‘Œ - means of 2 groups, ๐œ‡ โ€“ Poisson parameter, ๐‘ก โ€“ test duration and ๐‘›, ๐‘š โ€“ size of test groups.
  • 10. Negative binomial X ~ NB(๐‘Ž, ๐‘), if: ๐‘ƒ(๐‘‹=๐‘˜) = ๐‘Ž + ๐‘˜ โˆ’ 1 ๐‘˜ 1 โˆ’ ๐‘ ๐‘Ž ๐‘ ๐‘˜ In case of over dispersed Poisson, ๏ฌ ~ ฮ“(ฮฑ,ฮฒ), X|๏ฌ ~ Pois(๏ฌ). X ~ NB(ฮฑ, 1/(1+ฮฒ)) X has mean ฮผ= ฮฑ/ฮฒ and variance ฯƒ2 = ฮผ(ฮผ+ฮฑ)/ฮฑ. Hypothesis: H0: ๏ญA=๏ญB HA: ๏ญA<๏ญB Distribution of difference between means: ๐‘‹ โˆ’ ๐‘Œ~๐‘(๐œ‡ ๐‘Ž โˆ’ ๐œ‡ ๐‘, ๐œ‡ ๐‘Ž ๐‘› + ๐œ‡ ๐‘ ๐‘š ) Probability of obtaining a test statistic at least as extreme as the one that was actually observed, assuming that the null hypothesis is true: ๐‘ƒ ๐‘๐ต,๐‘Ž = ฮฆ ๐‘‹ โˆ’๐‘Œ ๐œ‡๐‘ก ๐œ‡๐‘ก+๐‘Ž ๐‘Ž ๐‘›+๐‘š / ๐‘›๐‘š 1/2 ๐‘‹ , ๐‘Œ - means of 2 groups, ๐œ‡, ๐‘Ž โ€“ NB parameters, ๐‘ก โ€“ test duration and ๐‘›, ๐‘š โ€“ size of test groups.
  • 11. Results (Test 1): The difference is not significant by NB. Results of using the proper methodology: โ€ข Saved production from unnecessary change โ€ข Allow to benefit from additional features in A group A B # Users 17,287 17,295 #Activity 297,485 300,843 Average (ฮผ) 17.21 17.39 StDev 45.83 44.03 % Difference Poisson p-value NB p-value 1.08% 0.00003 0.47300
  • 12. A/B Tests on Content Example โ€“ two sided content test. The new feature allows users that donโ€™t have SweetIM installed on their computer to receive funny content from SweetIM users. Results: โ€ข Implementation of new feature โ€ข Increase in application usage and user experience A B # Users 17,568 17,843 #Activity 770,436 930,066 Average (ฮผ) 43.85 52.12 StDev 74.80 96.00 % Difference Poisson p-value NB p-value 0.00000 8.68% 0.00000
  • 13. A/A Tests Required for checking: โ€ข The randomization algorithm and distribution system. โ€ข The technical aspects of the A/B testing system. โ€ข The properness of methodology, hypothesis and analysis. โ€ข The existence of robots and crawlers. LP Visit Control (A) โ€“ 50% No Change Control (A) โ€“ 50% No Change
  • 14. A/A Tests โ€ข A/A Test on Search โ€ข A/A Test on Content A B # Users 61,719 61,608 #Activity 1,274,279 1,288,333 Average (ฮผ) 20.65 20.91 StDev 52.77 49.69 % Difference Poisson p-value NB p-value 1.27% 0.00000 0.11000 A B # Users 61,719 61,608 #Activity 3,142,766 3,165,208 Average (ฮผ) 50.92 51.38 StDev 97.50 97.00 % Difference Poisson p-value NB p-value 0.98% 0.00000 0.18500
  • 15. โ€œFraudโ€ Detection โ€ข It is almost impossible to filter all non-human activity on the web. โ€ข Automatic bots and crawlers can bias the results and drive to wrong conclusions. โ€ข Need to be checked in every test.
  • 16. Conclusions โ€ข Overview of SweetIM A/B Testing system. โ€ข Some insights on statistical aspects of A/B Testing methodology as related to count data analysis. โ€ข Suggestion to use negative binomial approach instead of incorrect Poisson in case of over dispersed count data. โ€ข Real-world examples of A/B and A/A tests from SweetIM. โ€ข A word about fraud
  • 17. A/B Test on Search Logo Group A Group B Which one was better?
  • 18. A/B Test on Search Logo Group A Group B A B # Users 19,249 19,725 #Activity 343,136 355,929 Average (ฮผ) 17.80 18.50 StDev 45.35 47.72 % Difference Poisson p-value NB p-value 3.93% 0.00000 0.00780