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Tools to make modeling easier - Work in progress

Project description

ModelTools - Work in progress, but what's here should work.

A collection of utility model training and statistical tools. These tools intend to solve problems such as:

  • Integrating components of different ML libraries so they can be used together
  • Addressing specific shortcomings of specific ML library functions
  • Simplify common tasks, such as plots for classifier evaluation

Bayesian AB Testing

A convenience wrapper for common Bayesian A/B Testing tasks.
Bayesian AB Testing is base on the use of conjugate prior distributions. A description of common conjugate prior relationships can be found here.

The most common use case is when the metric of interest is a measure of K successes in N trials, such as a click-through-rate. Another common use case is a Poisson proccess (k events per interval) such as signups or api traffic per day.

Sample usage:

from modelingtools.testingtools import BayesianABTesting  
data = {  
  "a_trials": 1000,
  "a_successes": 100,
  "b_trials": 2000,
  "b_successes": 201,
}
ab_test_ctr = BayesianABTesting(likelihood_function="binomial", data=data)
result = ab_test_ctr.execute_test(metric="CTR")

You can call some static methods to get info:

BayesianABTesting.get_likelihood_options()
BayesianABTesting.get_required_data_fields()

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