| 1 | """Per-cell latency verdicts: A/A floor, bootstrap CI, exact permutation p, BH-FDR.
|
| 2 |
|
| 3 | A "cell" is one (scenario, operation) compared between two subjects in one
|
| 4 | lane invocation. The old devloop gate applied ONE threshold (2x an A/A floor
|
| 5 | measured on the micro profile) to every cell, so a high-variance cell could
|
| 6 | publish an "improvement" of a binary over itself. Here every cell is judged on
|
| 7 | its own evidence:
|
| 8 |
|
| 9 | 1. Per-cell A/A floor: an A/A control subject (the baseline binary under a
|
| 10 | second subject name, interleaved in the same randomized runs) gives each
|
| 11 | cell its own null. The floor is the largest |relative median delta| inside
|
| 12 | the A/A bootstrap interval, clamped below by ``MIN_FLOOR_PCT``.
|
| 13 | 2. Effect CI: percentile bootstrap of the relative median delta
|
| 14 | (target / baseline - 1). Runs share indices across subjects (interleaved),
|
| 15 | so resampling is paired by run when both arms have the same run set.
|
| 16 | 3. p-value: exact two-sided permutation test of the Mann-Whitney rank
|
| 17 | statistic (all C(n1+n2, n1) relabelings; seeded Monte Carlo above
|
| 18 | ``EXACT_LIMIT``).
|
| 19 | 4. Benjamini-Hochberg over every tested cell in the comparison family.
|
| 20 |
|
| 21 | A cell is a CHANGE only when BH rejects AND the CI excludes zero AND the
|
| 22 | effect exceeds the cell's A/A floor (itself the outer A/A CI bound) AND the absolute delta clears the minimum
|
| 23 | milliseconds. A cell whose CI and floor say "change" but which BH does not
|
| 24 | confirm is UNCONFIRMED: never published as a win or a regression, reported
|
| 25 | with the repetitions needed to confirm. Missing A/A evidence or fewer than
|
| 26 | ``MIN_SAMPLES`` per arm is UNMEASURED, never a pass.
|
| 27 | """
|
| 28 |
|
| 29 | from __future__ import annotations
|
| 30 |
|
| 31 | import itertools
|
| 32 | import math
|
| 33 | import random
|
| 34 | import statistics
|
| 35 | from typing import Any, Callable, Iterable
|
| 36 |
|
| 37 | from oakbench.stats import benjamini_hochberg_detail
|
| 38 |
|
| 39 | CELL_STATS_VERSION = "2026-09-27.2"
|
| 40 | MIN_FLOOR_PCT = 3.0
|
| 41 | MIN_SAMPLES = 5
|
| 42 | SCREEN_P = 0.2
|
| 43 | EXACT_LIMIT = 20_000
|
| 44 | DEFAULT_FDR = 0.05
|
| 45 | DEFAULT_CONFIDENCE = 0.95
|
| 46 | DEFAULT_BOOTSTRAP = 2000
|
| 47 |
|
| 48 | CellKey = tuple[str, str]
|
| 49 |
|
| 50 |
|
| 51 | def samples_by_cell(
|
| 52 | rows: Iterable[dict[str, Any]],
|
| 53 | subject: str,
|
| 54 | value_of: Callable[[dict[str, Any]], Any],
|
| 55 | *,
|
| 56 | include: Callable[[dict[str, Any]], bool] | None = None,
|
| 57 | ) -> dict[CellKey, dict[int, float]]:
|
| 58 | """{(scenario, operation): {run: value}} for successful measured rows."""
|
| 59 | cells: dict[CellKey, dict[int, float]] = {}
|
| 60 | for row in rows:
|
| 61 | if row.get("subject") != subject or row.get("skipped"):
|
| 62 | continue
|
| 63 | if row.get("returncode") not in (0, None) or (include is not None and not include(row)):
|
| 64 | continue
|
| 65 | value = value_of(row)
|
| 66 | if type(value) not in (int, float) or not math.isfinite(value):
|
| 67 | continue
|
| 68 | key = (str(row.get("scenario")), str(row.get("operation")))
|
| 69 | run = row.get("run")
|
| 70 | run_key = run if type(run) is int else len(cells.get(key, {}))
|
| 71 | cells.setdefault(key, {})[run_key] = float(value)
|
| 72 | return cells
|
| 73 |
|
| 74 |
|
| 75 | def relative_delta_pct(baseline: list[float], target: list[float]) -> float | None:
|
| 76 | base = statistics.median(baseline)
|
| 77 | if base <= 0:
|
| 78 | return None
|
| 79 | return (statistics.median(target) / base - 1.0) * 100.0
|
| 80 |
|
| 81 |
|
| 82 | def bootstrap_relative_ci(
|
| 83 | baseline: dict[int, float],
|
| 84 | target: dict[int, float],
|
| 85 | *,
|
| 86 | samples: int = DEFAULT_BOOTSTRAP,
|
| 87 | confidence: float = DEFAULT_CONFIDENCE,
|
| 88 | seed: int = 20260927,
|
| 89 | ) -> tuple[float, float] | None:
|
| 90 | rng = random.Random(seed)
|
| 91 | paired = sorted(baseline) == sorted(target)
|
| 92 | runs = sorted(baseline)
|
| 93 | base_values = list(baseline.values())
|
| 94 | target_values = list(target.values())
|
| 95 | estimates = []
|
| 96 | for _ in range(samples):
|
| 97 | if paired:
|
| 98 | chosen = [runs[rng.randrange(len(runs))] for _ in runs]
|
| 99 | b = [baseline[run] for run in chosen]
|
| 100 | t = [target[run] for run in chosen]
|
| 101 | else:
|
| 102 | b = [base_values[rng.randrange(len(base_values))] for _ in base_values]
|
| 103 | t = [target_values[rng.randrange(len(target_values))] for _ in target_values]
|
| 104 | value = relative_delta_pct(b, t)
|
| 105 | if value is not None:
|
| 106 | estimates.append(value)
|
| 107 | if not estimates:
|
| 108 | return None
|
| 109 | estimates.sort()
|
| 110 | alpha = 1.0 - confidence
|
| 111 | low = estimates[max(0, math.floor(alpha / 2 * len(estimates)))]
|
| 112 | high = estimates[min(len(estimates) - 1, math.ceil((1 - alpha / 2) * len(estimates)) - 1)]
|
| 113 | return low, high
|
| 114 |
|
| 115 |
|
| 116 | def _mann_whitney_u(baseline: list[float], target: list[float]) -> float:
|
| 117 | """U statistic of target over baseline (ties count one half)."""
|
| 118 | return sum(1.0 if t > b else 0.5 if t == b else 0.0 for t in target for b in baseline)
|
| 119 |
|
| 120 |
|
| 121 | def permutation_p_value(baseline: list[float], target: list[float], *, seed: int = 20260927,
|
| 122 | exact_limit: int = EXACT_LIMIT) -> float:
|
| 123 | """Exact two-sided permutation p for the Mann-Whitney rank statistic.
|
| 124 |
|
| 125 | Rank-based, so one stalled sample cannot manufacture significance; exact
|
| 126 | over all C(n1+n2, n1) relabelings (min p = 2/252 at 5 vs 5), seeded Monte
|
| 127 | Carlo above ``exact_limit``.
|
| 128 | """
|
| 129 | pooled = list(baseline) + list(target)
|
| 130 | n1 = len(baseline)
|
| 131 | centre = n1 * len(target) / 2.0
|
| 132 | observed = abs(_mann_whitney_u(baseline, target) - centre)
|
| 133 | tolerance = 1e-9
|
| 134 | total = math.comb(len(pooled), n1)
|
| 135 | extreme = 0
|
| 136 | if total <= exact_limit:
|
| 137 | indices = range(len(pooled))
|
| 138 | for chosen in itertools.combinations(indices, n1):
|
| 139 | picked = set(chosen)
|
| 140 | a = [pooled[i] for i in chosen]
|
| 141 | b = [pooled[i] for i in indices if i not in picked]
|
| 142 | if abs(_mann_whitney_u(a, b) - centre) >= observed - tolerance:
|
| 143 | extreme += 1
|
| 144 | return extreme / total
|
| 145 | rng = random.Random(seed)
|
| 146 | draws = exact_limit
|
| 147 | for _ in range(draws):
|
| 148 | shuffled = pooled[:]
|
| 149 | rng.shuffle(shuffled)
|
| 150 | if abs(_mann_whitney_u(shuffled[:n1], shuffled[n1:]) - centre) >= observed - tolerance:
|
| 151 | extreme += 1
|
| 152 | return (extreme + 1) / (draws + 1)
|
| 153 |
|
| 154 |
|
| 155 | def min_exact_p(n1: int, n2: int) -> float:
|
| 156 | """Smallest two-sided exact permutation p-value reachable at n1 vs n2."""
|
| 157 | return min(1.0, 2.0 / math.comb(n1 + n2, n1))
|
| 158 |
|
| 159 |
|
| 160 | def runs_for_bh(family_size: int, fdr: float, start: int = MIN_SAMPLES) -> int:
|
| 161 | """Runs per arm at which ONE cell can be confirmed by BH in a family of m.
|
| 162 |
|
| 163 | A lone change is BH-significant only if its p <= fdr / m, and the exact
|
| 164 | permutation p can never be below 2 / C(2n, n).
|
| 165 | """
|
| 166 | n = max(2, start)
|
| 167 | while min_exact_p(n, n) > fdr / max(1, family_size) and n < 200:
|
| 168 | n += 1
|
| 169 | return n
|
| 170 |
|
| 171 |
|
| 172 | def required_runs(item: dict[str, Any], family_size: int, fdr: float) -> int | None:
|
| 173 | """Runs per arm to confirm this cell's observed effect: the larger of the
|
| 174 | BH feasibility bound and the n that shrinks the CI half-width inside the
|
| 175 | effect's margin over the floor (half-width scales as 1/sqrt(n))."""
|
| 176 | delta, floor = item.get("delta_pct"), item.get("floor_pct")
|
| 177 | low, high = item.get("ci_low_pct"), item.get("ci_high_pct")
|
| 178 | n = min(item.get("baseline_n") or 0, item.get("target_n") or 0)
|
| 179 | if None in (delta, floor, low, high) or n < 2:
|
| 180 | return None
|
| 181 | if abs(delta) <= floor:
|
| 182 | return None # the observed effect is inside the noise floor; no n confirms it
|
| 183 | half = (high - low) / 2.0
|
| 184 | n_ci = math.ceil(n * (half / abs(delta)) ** 2) if half > 0 else n
|
| 185 | return max(n + 1, n_ci, runs_for_bh(family_size, fdr, n))
|
| 186 |
|
| 187 |
|
| 188 | def minimum_detectable_effect_pct(item: dict[str, Any]) -> float | None:
|
| 189 | """Smallest true |effect| this cell could have confirmed at its n: the
|
| 190 | point effect must exceed the floor AND the CI (half-width h) must exclude
|
| 191 | zero, so MDE ~= max(floor, h)."""
|
| 192 | floor, low, high = item.get("floor_pct"), item.get("ci_low_pct"), item.get("ci_high_pct")
|
| 193 | if None in (floor, low, high):
|
| 194 | return None
|
| 195 | return max(floor, (high - low) / 2.0)
|
| 196 |
|
| 197 |
|
| 198 | def screen_candidates(cells: dict[CellKey, dict[str, Any]], *, target_mde_pct: float,
|
| 199 | screen_p: float = SCREEN_P) -> list[CellKey]:
|
| 200 | """Cells worth an independent confirmation run: anything suggestive
|
| 201 | (p <= screen_p, CI excluding zero, a stage-1 change or unconfirmed
|
| 202 | candidate) or too imprecise to rule out ``target_mde_pct``."""
|
| 203 | chosen = []
|
| 204 | for key, item in cells.items():
|
| 205 | if item.get("p_value") is None:
|
| 206 | continue
|
| 207 | excludes_zero = item["ci_low_pct"] > 0 or item["ci_high_pct"] < 0
|
| 208 | mde = item.get("mde_pct")
|
| 209 | if (item["verdict"] != "no_change" or item["p_value"] <= screen_p or excludes_zero
|
| 210 | or (mde is not None and mde > target_mde_pct)):
|
| 211 | chosen.append(key)
|
| 212 | return chosen
|
| 213 |
|
| 214 |
|
| 215 | def aa_floor_pct(baseline: dict[int, float], control: dict[int, float], **kwargs: Any) -> float | None:
|
| 216 | """Per-cell A/A floor: largest |delta| the identical binary shows here."""
|
| 217 | if len(baseline) < MIN_SAMPLES or len(control) < MIN_SAMPLES:
|
| 218 | return None
|
| 219 | point = relative_delta_pct(list(baseline.values()), list(control.values()))
|
| 220 | interval = bootstrap_relative_ci(baseline, control, **kwargs)
|
| 221 | if point is None or interval is None:
|
| 222 | return None
|
| 223 | return max(MIN_FLOOR_PCT, abs(point), abs(interval[0]), abs(interval[1]))
|
| 224 |
|
| 225 |
|
| 226 | def cell_floors(rows: list[dict[str, Any]], baseline: str, control: str,
|
| 227 | value_of: Callable[[dict[str, Any]], Any], **kwargs: Any) -> dict[CellKey, float]:
|
| 228 | base = samples_by_cell(rows, baseline, value_of)
|
| 229 | other = samples_by_cell(rows, control, value_of)
|
| 230 | floors = {}
|
| 231 | for key in sorted(set(base) & set(other)):
|
| 232 | floor = aa_floor_pct(base[key], other[key], **kwargs)
|
| 233 | if floor is not None:
|
| 234 | floors[key] = floor
|
| 235 | return floors
|
| 236 |
|
| 237 |
|
| 238 | def classify_cells(
|
| 239 | rows: list[dict[str, Any]],
|
| 240 | target: str,
|
| 241 | baseline: str,
|
| 242 | floors: dict[CellKey, float],
|
| 243 | *,
|
| 244 | value_of: Callable[[dict[str, Any]], Any] = lambda row: row.get("elapsed_ms"),
|
| 245 | cells: Iterable[CellKey] | None = None,
|
| 246 | min_delta_ms: float = 0.0,
|
| 247 | fdr: float = DEFAULT_FDR,
|
| 248 | confidence: float = DEFAULT_CONFIDENCE,
|
| 249 | bootstrap_samples: int = DEFAULT_BOOTSTRAP,
|
| 250 | seed: int = 20260927,
|
| 251 | ) -> dict[CellKey, dict[str, Any]]:
|
| 252 | """Per-cell verdict dicts for one comparison family (see module doc)."""
|
| 253 | base_cells = samples_by_cell(rows, baseline, value_of)
|
| 254 | target_cells = samples_by_cell(rows, target, value_of)
|
| 255 | keys = sorted(set(cells) if cells is not None else (set(base_cells) | set(target_cells)))
|
| 256 | results: dict[CellKey, dict[str, Any]] = {}
|
| 257 | tested: list[CellKey] = []
|
| 258 | p_values: list[float] = []
|
| 259 | for key in keys:
|
| 260 | base = base_cells.get(key, {})
|
| 261 | cand = target_cells.get(key, {})
|
| 262 | item: dict[str, Any] = {
|
| 263 | "cell_stats_version": CELL_STATS_VERSION, "scenario": key[0], "operation": key[1],
|
| 264 | "baseline_n": len(base), "target_n": len(cand), "floor_pct": floors.get(key),
|
| 265 | "baseline_median": statistics.median(base.values()) if base else None,
|
| 266 | "target_median": statistics.median(cand.values()) if cand else None,
|
| 267 | "delta_pct": None, "ci_low_pct": None, "ci_high_pct": None, "p_value": None,
|
| 268 | "fdr_rejected": None, "verdict": "unmeasured", "reason": None,
|
| 269 | }
|
| 270 | results[key] = item
|
| 271 | if len(base) < MIN_SAMPLES or len(cand) < MIN_SAMPLES:
|
| 272 | item["reason"] = f"fewer than {MIN_SAMPLES} measured runs per arm"
|
| 273 | continue
|
| 274 | delta = relative_delta_pct(list(base.values()), list(cand.values()))
|
| 275 | interval = bootstrap_relative_ci(base, cand, samples=bootstrap_samples, confidence=confidence, seed=seed)
|
| 276 | if delta is None or interval is None:
|
| 277 | item["reason"] = "baseline median is zero"
|
| 278 | continue
|
| 279 | item.update(delta_pct=delta, ci_low_pct=interval[0], ci_high_pct=interval[1],
|
| 280 | p_value=permutation_p_value(list(base.values()), list(cand.values()), seed=seed))
|
| 281 | tested.append(key)
|
| 282 | p_values.append(item["p_value"])
|
| 283 | bh = benjamini_hochberg_detail(p_values, fdr=fdr)
|
| 284 | for key, rejected in zip(tested, bh["rejected"]):
|
| 285 | item = results[key]
|
| 286 | item["fdr_rejected"] = rejected
|
| 287 | floor = item["floor_pct"]
|
| 288 | excludes_zero = item["ci_low_pct"] > 0 or item["ci_high_pct"] < 0
|
| 289 | abs_ms = abs(item["target_median"] - item["baseline_median"])
|
| 290 | if floor is None:
|
| 291 | item.update(verdict="unmeasured", reason="no per-cell A/A floor for this cell")
|
| 292 | continue
|
| 293 | # The floor already takes the A/A interval's outer bound; requiring the
|
| 294 | # target interval to clear it as well would count the noise twice.
|
| 295 | if excludes_zero and abs(item["delta_pct"]) > floor and abs_ms >= min_delta_ms:
|
| 296 | direction = "regression" if item["delta_pct"] > 0 else "improvement"
|
| 297 | if rejected:
|
| 298 | item["verdict"] = direction
|
| 299 | else:
|
| 300 | item["verdict"] = "unconfirmed_" + direction
|
| 301 | item["reason"] = "not significant after Benjamini-Hochberg across the comparison family"
|
| 302 | else:
|
| 303 | item["verdict"] = "no_change"
|
| 304 | for key in tested:
|
| 305 | item = results[key]
|
| 306 | item["family_size"] = len(tested)
|
| 307 | item["mde_pct"] = minimum_detectable_effect_pct(item)
|
| 308 | if item["verdict"].startswith("unconfirmed_"):
|
| 309 | item["required_n"] = required_runs(item, len(tested), fdr)
|
| 310 | return results
|
| 311 |
|
| 312 |
|
| 313 | def describe(item: dict[str, Any], label: str) -> str:
|
| 314 | def pct(value: float | None) -> str:
|
| 315 | return "?" if value is None else f"{value:+.1f}%"
|
| 316 | if item.get("verdict") == "no_change" and item.get("mde_pct") is not None:
|
| 317 | return (f"`{item['scenario']}/{item['operation']}` vs {label}: no change detected >= "
|
| 318 | f"{item['mde_pct']:.1f}% (observed {pct(item['delta_pct'])}, n={item['baseline_n']}/{item['target_n']})")
|
| 319 | return (f"`{item['scenario']}/{item['operation']}` vs {label}: {pct(item['delta_pct'])} "
|
| 320 | f"({item['baseline_median']:.1f} -> {item['target_median']:.1f} ms; "
|
| 321 | f"95% CI [{pct(item['ci_low_pct'])}, {pct(item['ci_high_pct'])}], "
|
| 322 | f"A/A floor {item['floor_pct']:.1f}%, p={item['p_value']:.4f}, n={item['baseline_n']}/{item['target_n']})")
|