| 1 | """Per-cell latency verdicts: A/A floor, bootstrap CI, exact permutation p, BH-FDR.
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| 2 |
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| 3 | A "cell" is one (scenario, operation) compared between two subjects in one
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| 4 | lane invocation. The old devloop gate applied ONE threshold (2x an A/A floor
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| 5 | measured on the micro profile) to every cell, so a high-variance cell could
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| 6 | publish an "improvement" of a binary over itself. Here every cell is judged on
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| 7 | its own evidence:
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| 8 |
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| 9 | 1. Per-cell A/A floor: an A/A control subject (the baseline binary under a
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| 10 | second subject name, interleaved in the same randomized runs) gives each
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| 11 | cell its own null. The floor is the largest |relative median delta| inside
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| 12 | the A/A bootstrap interval, clamped below by ``MIN_FLOOR_PCT``.
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| 13 | 2. Effect CI: percentile bootstrap of the relative median delta
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| 14 | (target / baseline - 1). Runs share indices across subjects (interleaved),
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| 15 | so resampling is paired by run when both arms have the same run set.
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| 16 | 3. p-value: exact two-sided permutation test of the Mann-Whitney rank
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| 17 | statistic (all C(n1+n2, n1) relabelings; seeded Monte Carlo above
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| 18 | ``EXACT_LIMIT``).
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| 19 | 4. Benjamini-Hochberg over every tested cell in the comparison family.
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| 20 |
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| 21 | A cell is a CHANGE only when BH rejects AND the CI excludes zero AND the
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| 22 | whole CI lies beyond the cell's A/A floor AND the absolute delta clears the minimum
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| 23 | milliseconds. A cell whose CI and floor say "change" but which BH does not
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| 24 | confirm is UNCONFIRMED: never published as a win or a regression, reported
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| 25 | with the repetitions needed to confirm. Missing A/A evidence or fewer than
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| 26 | ``MIN_SAMPLES`` per arm is UNMEASURED, never a pass.
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| 27 | """
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| 28 |
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| 29 | from __future__ import annotations
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| 30 |
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| 31 | import itertools
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| 32 | import math
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| 33 | import random
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| 34 | import statistics
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| 35 | from typing import Any, Callable, Iterable
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| 36 |
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| 37 | from oakbench.stats import benjamini_hochberg_detail, required_n_for_relative_delta
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| 38 |
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| 39 | CELL_STATS_VERSION = "2026-09-27.1"
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| 40 | MIN_FLOOR_PCT = 3.0
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| 41 | MIN_SAMPLES = 3
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| 42 | EXACT_LIMIT = 20_000
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| 43 | DEFAULT_FDR = 0.05
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| 44 | DEFAULT_CONFIDENCE = 0.95
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| 45 | DEFAULT_BOOTSTRAP = 2000
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| 46 |
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| 47 | CellKey = tuple[str, str]
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| 48 |
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| 49 |
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| 50 | def samples_by_cell(
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| 51 | rows: Iterable[dict[str, Any]],
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| 52 | subject: str,
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| 53 | value_of: Callable[[dict[str, Any]], Any],
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| 54 | *,
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| 55 | include: Callable[[dict[str, Any]], bool] | None = None,
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| 56 | ) -> dict[CellKey, dict[int, float]]:
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| 57 | """{(scenario, operation): {run: value}} for successful measured rows."""
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| 58 | cells: dict[CellKey, dict[int, float]] = {}
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| 59 | for row in rows:
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| 60 | if row.get("subject") != subject or row.get("skipped"):
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| 61 | continue
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| 62 | if row.get("returncode") not in (0, None) or (include is not None and not include(row)):
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| 63 | continue
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| 64 | value = value_of(row)
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| 65 | if type(value) not in (int, float) or not math.isfinite(value):
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| 66 | continue
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| 67 | key = (str(row.get("scenario")), str(row.get("operation")))
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| 68 | run = row.get("run")
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| 69 | run_key = run if type(run) is int else len(cells.get(key, {}))
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| 70 | cells.setdefault(key, {})[run_key] = float(value)
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| 71 | return cells
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| 72 |
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| 73 |
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| 74 | def relative_delta_pct(baseline: list[float], target: list[float]) -> float | None:
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| 75 | base = statistics.median(baseline)
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| 76 | if base <= 0:
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| 77 | return None
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| 78 | return (statistics.median(target) / base - 1.0) * 100.0
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| 79 |
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| 80 |
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| 81 | def bootstrap_relative_ci(
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| 82 | baseline: dict[int, float],
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| 83 | target: dict[int, float],
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| 84 | *,
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| 85 | samples: int = DEFAULT_BOOTSTRAP,
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| 86 | confidence: float = DEFAULT_CONFIDENCE,
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| 87 | seed: int = 20260927,
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| 88 | ) -> tuple[float, float] | None:
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| 89 | rng = random.Random(seed)
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| 90 | paired = sorted(baseline) == sorted(target)
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| 91 | runs = sorted(baseline)
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| 92 | base_values = list(baseline.values())
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| 93 | target_values = list(target.values())
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| 94 | estimates = []
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| 95 | for _ in range(samples):
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| 96 | if paired:
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| 97 | chosen = [runs[rng.randrange(len(runs))] for _ in runs]
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| 98 | b = [baseline[run] for run in chosen]
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| 99 | t = [target[run] for run in chosen]
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| 100 | else:
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| 101 | b = [base_values[rng.randrange(len(base_values))] for _ in base_values]
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| 102 | t = [target_values[rng.randrange(len(target_values))] for _ in target_values]
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| 103 | value = relative_delta_pct(b, t)
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| 104 | if value is not None:
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| 105 | estimates.append(value)
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| 106 | if not estimates:
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| 107 | return None
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| 108 | estimates.sort()
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| 109 | alpha = 1.0 - confidence
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| 110 | low = estimates[max(0, math.floor(alpha / 2 * len(estimates)))]
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| 111 | high = estimates[min(len(estimates) - 1, math.ceil((1 - alpha / 2) * len(estimates)) - 1)]
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| 112 | return low, high
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| 113 |
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| 114 |
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| 115 | def _mann_whitney_u(baseline: list[float], target: list[float]) -> float:
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| 116 | """U statistic of target over baseline (ties count one half)."""
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| 117 | return sum(1.0 if t > b else 0.5 if t == b else 0.0 for t in target for b in baseline)
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| 118 |
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| 119 |
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| 120 | def permutation_p_value(baseline: list[float], target: list[float], *, seed: int = 20260927,
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| 121 | exact_limit: int = EXACT_LIMIT) -> float:
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| 122 | """Exact two-sided permutation p for the Mann-Whitney rank statistic.
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| 123 |
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| 124 | Rank-based, so one stalled sample cannot manufacture significance; exact
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| 125 | over all C(n1+n2, n1) relabelings (min p = 2/252 at 5 vs 5), seeded Monte
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| 126 | Carlo above ``exact_limit``.
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| 127 | """
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| 128 | pooled = list(baseline) + list(target)
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| 129 | n1 = len(baseline)
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| 130 | centre = n1 * len(target) / 2.0
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| 131 | observed = abs(_mann_whitney_u(baseline, target) - centre)
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| 132 | tolerance = 1e-9
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| 133 | total = math.comb(len(pooled), n1)
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| 134 | extreme = 0
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| 135 | if total <= exact_limit:
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| 136 | indices = range(len(pooled))
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| 137 | for chosen in itertools.combinations(indices, n1):
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| 138 | picked = set(chosen)
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| 139 | a = [pooled[i] for i in chosen]
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| 140 | b = [pooled[i] for i in indices if i not in picked]
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| 141 | if abs(_mann_whitney_u(a, b) - centre) >= observed - tolerance:
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| 142 | extreme += 1
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| 143 | return extreme / total
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| 144 | rng = random.Random(seed)
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| 145 | draws = exact_limit
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| 146 | for _ in range(draws):
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| 147 | shuffled = pooled[:]
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| 148 | rng.shuffle(shuffled)
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| 149 | if abs(_mann_whitney_u(shuffled[:n1], shuffled[n1:]) - centre) >= observed - tolerance:
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| 150 | extreme += 1
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| 151 | return (extreme + 1) / (draws + 1)
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| 152 |
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| 153 |
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| 154 | def aa_floor_pct(baseline: dict[int, float], control: dict[int, float], **kwargs: Any) -> float | None:
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| 155 | """Per-cell A/A floor: largest |delta| the identical binary shows here."""
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| 156 | if len(baseline) < MIN_SAMPLES or len(control) < MIN_SAMPLES:
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| 157 | return None
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| 158 | point = relative_delta_pct(list(baseline.values()), list(control.values()))
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| 159 | interval = bootstrap_relative_ci(baseline, control, **kwargs)
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| 160 | if point is None or interval is None:
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| 161 | return None
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| 162 | return max(MIN_FLOOR_PCT, abs(point), abs(interval[0]), abs(interval[1]))
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| 163 |
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| 164 |
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| 165 | def cell_floors(rows: list[dict[str, Any]], baseline: str, control: str,
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| 166 | value_of: Callable[[dict[str, Any]], Any], **kwargs: Any) -> dict[CellKey, float]:
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| 167 | base = samples_by_cell(rows, baseline, value_of)
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| 168 | other = samples_by_cell(rows, control, value_of)
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| 169 | floors = {}
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| 170 | for key in sorted(set(base) & set(other)):
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| 171 | floor = aa_floor_pct(base[key], other[key], **kwargs)
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| 172 | if floor is not None:
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| 173 | floors[key] = floor
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| 174 | return floors
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| 175 |
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| 176 |
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| 177 | def classify_cells(
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| 178 | rows: list[dict[str, Any]],
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| 179 | target: str,
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| 180 | baseline: str,
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| 181 | floors: dict[CellKey, float],
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| 182 | *,
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| 183 | value_of: Callable[[dict[str, Any]], Any] = lambda row: row.get("elapsed_ms"),
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| 184 | cells: Iterable[CellKey] | None = None,
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| 185 | min_delta_ms: float = 0.0,
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| 186 | fdr: float = DEFAULT_FDR,
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| 187 | confidence: float = DEFAULT_CONFIDENCE,
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| 188 | bootstrap_samples: int = DEFAULT_BOOTSTRAP,
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| 189 | seed: int = 20260927,
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| 190 | ) -> dict[CellKey, dict[str, Any]]:
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| 191 | """Per-cell verdict dicts for one comparison family (see module doc)."""
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| 192 | base_cells = samples_by_cell(rows, baseline, value_of)
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| 193 | target_cells = samples_by_cell(rows, target, value_of)
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| 194 | keys = sorted(set(cells) if cells is not None else (set(base_cells) | set(target_cells)))
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| 195 | results: dict[CellKey, dict[str, Any]] = {}
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| 196 | tested: list[CellKey] = []
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| 197 | p_values: list[float] = []
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| 198 | for key in keys:
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| 199 | base = base_cells.get(key, {})
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| 200 | cand = target_cells.get(key, {})
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| 201 | item: dict[str, Any] = {
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| 202 | "cell_stats_version": CELL_STATS_VERSION, "scenario": key[0], "operation": key[1],
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| 203 | "baseline_n": len(base), "target_n": len(cand), "floor_pct": floors.get(key),
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| 204 | "baseline_median": statistics.median(base.values()) if base else None,
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| 205 | "target_median": statistics.median(cand.values()) if cand else None,
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| 206 | "delta_pct": None, "ci_low_pct": None, "ci_high_pct": None, "p_value": None,
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| 207 | "fdr_rejected": None, "verdict": "unmeasured", "reason": None,
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| 208 | }
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| 209 | results[key] = item
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| 210 | if len(base) < MIN_SAMPLES or len(cand) < MIN_SAMPLES:
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| 211 | item["reason"] = f"fewer than {MIN_SAMPLES} measured runs per arm"
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| 212 | continue
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| 213 | delta = relative_delta_pct(list(base.values()), list(cand.values()))
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| 214 | interval = bootstrap_relative_ci(base, cand, samples=bootstrap_samples, confidence=confidence, seed=seed)
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| 215 | if delta is None or interval is None:
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| 216 | item["reason"] = "baseline median is zero"
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| 217 | continue
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| 218 | item.update(delta_pct=delta, ci_low_pct=interval[0], ci_high_pct=interval[1],
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| 219 | p_value=permutation_p_value(list(base.values()), list(cand.values()), seed=seed))
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| 220 | tested.append(key)
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| 221 | p_values.append(item["p_value"])
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| 222 | bh = benjamini_hochberg_detail(p_values, fdr=fdr)
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| 223 | for key, rejected in zip(tested, bh["rejected"]):
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| 224 | item = results[key]
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| 225 | item["fdr_rejected"] = rejected
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| 226 | floor = item["floor_pct"]
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| 227 | excludes_zero = item["ci_low_pct"] > 0 or item["ci_high_pct"] < 0
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| 228 | abs_ms = abs(item["target_median"] - item["baseline_median"])
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| 229 | if floor is None:
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| 230 | item.update(verdict="unmeasured", reason="no per-cell A/A floor for this cell")
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| 231 | continue
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| 232 | # The whole interval must clear the floor, not just the point estimate.
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| 233 | near_bound = min(abs(item["ci_low_pct"]), abs(item["ci_high_pct"]))
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| 234 | if excludes_zero and near_bound > floor and abs_ms >= min_delta_ms:
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| 235 | direction = "regression" if item["delta_pct"] > 0 else "improvement"
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| 236 | if rejected:
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| 237 | item["verdict"] = direction
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| 238 | else:
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| 239 | item["verdict"] = "unconfirmed_" + direction
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| 240 | item["reason"] = "not significant after Benjamini-Hochberg across the comparison family"
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| 241 | n = min(item["baseline_n"], item["target_n"])
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| 242 | item["required_n"] = required_n_for_relative_delta(floor, abs(item["delta_pct"]), n)
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| 243 | else:
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| 244 | item["verdict"] = "no_change"
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| 245 | return results
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| 246 |
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| 247 |
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| 248 | def describe(item: dict[str, Any], label: str) -> str:
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| 249 | def pct(value: float | None) -> str:
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| 250 | return "?" if value is None else f"{value:+.1f}%"
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| 251 | return (f"`{item['scenario']}/{item['operation']}` vs {label}: {pct(item['delta_pct'])} "
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| 252 | f"({item['baseline_median']:.1f} -> {item['target_median']:.1f} ms; "
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| 253 | f"95% CI [{pct(item['ci_low_pct'])}, {pct(item['ci_high_pct'])}], "
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| 254 | f"A/A floor {item['floor_pct']:.1f}%, p={item['p_value']:.4f}, n={item['baseline_n']}/{item['target_n']})")
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