Index: scripts/slave/recipe_modules/math_utils/api.py |
diff --git a/scripts/slave/recipe_modules/math_utils/api.py b/scripts/slave/recipe_modules/math_utils/api.py |
deleted file mode 100644 |
index 07d99a041bbc9f5af5501828fc0a2100033f65e5..0000000000000000000000000000000000000000 |
--- a/scripts/slave/recipe_modules/math_utils/api.py |
+++ /dev/null |
@@ -1,357 +0,0 @@ |
-# Copyright 2015 The Chromium Authors. All rights reserved. |
-# Use of this source code is governed by a BSD-style license that can be |
-# found in the LICENSE file. |
- |
-"""General statistical or mathematical functions.""" |
- |
-import math |
- |
-from recipe_engine import recipe_api |
- |
- |
-class MathUtilsApi(recipe_api.RecipeApi): |
- |
- @staticmethod |
- def truncated_mean(data_set, truncate_fraction): |
- """Calculates the truncated mean of a set of values. |
- |
- Note that this isn't just the mean of the set of values with the highest |
- and lowest values discarded; the non-discarded values are also weighted |
- differently depending how many values are discarded. |
- |
- Args: |
- data_set: Non-empty list of values. |
- truncate_fraction: How much of the upper and lower portions of the data |
- set to discard, expressed as a value in [0, 0.5). |
- |
- Returns: |
- The truncated mean as a float. |
- |
- Raises: |
- TypeError: The data set was empty after discarding values. |
- """ |
- if truncate_fraction >= 0.5: |
- raise ValueError('Trying to truncate %d percent of the list.' % |
- (200 * truncate_fraction)) |
- if len(data_set) > 2: |
- data_set = sorted(data_set) |
- |
- discard_num_float = len(data_set) * truncate_fraction |
- discard_num_int = int(math.floor(discard_num_float)) |
- kept_weight = len(data_set) - discard_num_float * 2 |
- |
- data_set = data_set[discard_num_int:len(data_set)-discard_num_int] |
- |
- weight_left = 1.0 - (discard_num_float - discard_num_int) |
- |
- if weight_left < 1: |
- # If the % to discard leaves a fractional portion, need to weight those |
- # values. |
- unweighted_vals = data_set[1:len(data_set)-1] |
- weighted_vals = [data_set[0], data_set[len(data_set)-1]] |
- weighted_vals = [w * weight_left for w in weighted_vals] |
- data_set = weighted_vals + unweighted_vals |
- else: |
- kept_weight = len(data_set) |
- |
- _truncated_mean = reduce(lambda x, y: float(x) + float(y), |
- data_set) / kept_weight |
- return _truncated_mean |
- |
- @staticmethod |
- def mean(values): |
- """Calculates the arithmetic mean of a list of values.""" |
- return MathUtilsApi.truncated_mean(values, 0.0) |
- |
- @staticmethod |
- def variance(values): |
- """Calculates the sample variance.""" |
- if len(values) == 1: |
- return 0.0 |
- mean = MathUtilsApi.mean(values) |
- differences_from_mean = [float(x) - mean for x in values] |
- squared_differences = [float(x * x) for x in differences_from_mean] |
- _variance = sum(squared_differences) / (len(values) - 1) |
- return _variance |
- |
- @staticmethod |
- def standard_deviation(values): |
- """Calculates the sample standard deviation of the given list of values.""" |
- return math.sqrt(MathUtilsApi.variance(values)) |
- |
- @staticmethod |
- def relative_change(before, after): |
- """Returns the relative change of before and after, relative to before. |
- |
- There are several different ways to define relative difference between |
- two numbers; sometimes it is defined as relative to the smaller number, |
- or to the mean of the two numbers. This version returns the difference |
- relative to the first of the two numbers. |
- |
- Args: |
- before: A number representing an earlier value. |
- after: Another number, representing a later value. |
- |
- Returns: |
- A non-negative floating point number; 0.1 represents a 10% change. |
- """ |
- if before == after: |
- return 0.0 |
- if before == 0: |
- return float('nan') |
- difference = after - before |
- return math.fabs(difference / before) |
- |
- @staticmethod |
- def pooled_standard_error(work_sets): |
- """Calculates the pooled sample standard error for a set of samples. |
- |
- Args: |
- work_sets: A collection of collections of numbers. |
- |
- Returns: |
- Pooled sample standard error. |
- """ |
- numerator = 0.0 |
- denominator1 = 0.0 |
- denominator2 = 0.0 |
- |
- for current_set in work_sets: |
- std_dev = MathUtilsApi.standard_deviation(current_set) |
- numerator += (len(current_set) - 1) * std_dev ** 2 |
- denominator1 += len(current_set) - 1 |
- if len(current_set) > 0: |
- denominator2 += 1.0 / len(current_set) |
- |
- if denominator1 == 0: |
- return 0.0 |
- |
- return math.sqrt(numerator / denominator1) * math.sqrt(denominator2) |
- |
- @staticmethod |
- def standard_error(values): |
- """Calculates the standard error of a list of values.""" |
- if len(values) <= 1: |
- return 0.0 |
- std_dev = MathUtilsApi.standard_deviation(values) |
- return std_dev / math.sqrt(len(values)) |
- |
- #Copied this from BisectResults |
- @staticmethod |
- def confidence_score(sample1, sample2, |
- accept_single_bad_or_good=False): |
- """Calculates a confidence score. |
- |
- This score is a percentage which represents our degree of confidence in the |
- proposition that the good results and bad results are distinct groups, and |
- their differences aren't due to chance alone. |
- |
- |
- Args: |
- sample1: A flat list of "good" result numbers. |
- sample2: A flat list of "bad" result numbers. |
- accept_single_bad_or_good: If True, computes confidence even if there is |
- just one bad or good revision, otherwise single good or bad revision |
- always returns 0.0 confidence. This flag will probably get away when |
- we will implement expanding the bisect range by one more revision for |
- such case. |
- |
- Returns: |
- A number in the range [0, 100]. |
- """ |
- # If there's only one item in either list, this means only one revision was |
- # classified good or bad; this isn't good enough evidence to make a |
- # decision. If an empty list was passed, that also implies zero confidence. |
- if not accept_single_bad_or_good: |
- if len(sample1) <= 1 or len(sample2) <= 1: |
- return 0.0 |
- |
- # If there were only empty lists in either of the lists (this is unexpected |
- # and normally shouldn't happen), then we also want to return 0. |
- if not sample1 or not sample2: |
- return 0.0 |
- |
- # The p-value is approximately the probability of obtaining the given set |
- # of good and bad values just by chance. |
- _, _, p_value = MathUtilsApi.welchs_t_test(sample1, sample2) |
- return 100.0 * (1.0 - p_value) |
- |
- @staticmethod |
- def welchs_t_test(sample1, sample2): |
- """Performs Welch's t-test on the two samples. |
- |
- Welch's t-test is an adaptation of Student's t-test which is used when the |
- two samples may have unequal variances. It is also an independent two-sample |
- t-test. |
- |
- Args: |
- sample1: A collection of numbers. |
- sample2: Another collection of numbers. |
- |
- Returns: |
- A 3-tuple (t-statistic, degrees of freedom, p-value). |
- """ |
- mean1 = MathUtilsApi.mean(sample1) |
- mean2 = MathUtilsApi.mean(sample2) |
- v1 = MathUtilsApi.variance(sample1) |
- v2 = MathUtilsApi.variance(sample2) |
- n1 = len(sample1) |
- n2 = len(sample2) |
- t = MathUtilsApi._t_value(mean1, mean2, v1, v2, n1, n2) |
- df = MathUtilsApi._degrees_of_freedom(v1, v2, n1, n2) |
- p = MathUtilsApi._lookup_p_value(t, df) |
- return t, df, p |
- |
- @staticmethod |
- def _t_value(mean1, mean2, v1, v2, n1, n2): |
- """Calculates a t-statistic value using the formula for Welch's t-test. |
- |
- The t value can be thought of as a signal-to-noise ratio; a higher t-value |
- tells you that the groups are more different. |
- |
- Args: |
- mean1: Mean of sample 1. |
- mean2: Mean of sample 2. |
- v1: Variance of sample 1. |
- v2: Variance of sample 2. |
- n1: Sample size of sample 1. |
- n2: Sample size of sample 2. |
- |
- Returns: |
- A t value, which may be negative or positive. |
- """ |
- # If variance of both segments is zero, return some large t-value. |
- if v1 == 0 and v2 == 0: |
- return 1000.0 |
- return (mean1 - mean2) / (math.sqrt(v1 / n1 + v2 / n2)) |
- |
- @staticmethod |
- def _degrees_of_freedom(v1, v2, n1, n2): |
- """Calculates degrees of freedom using the Welch-Satterthwaite formula. |
- |
- Degrees of freedom is a measure of sample size. For other types of tests, |
- degrees of freedom is sometimes N - 1, where N is the sample size. However, |
- |
- Args: |
- v1: Variance of sample 1. |
- v2: Variance of sample 2. |
- n1: Size of sample 2. |
- n2: Size of sample 2. |
- |
- Returns: |
- An estimate of degrees of freedom. Must be at least 1.0. |
- """ |
- # When there's no variance in either sample, return 1. |
- if v1 == 0 and v2 == 0: |
- return 1 |
- # If the sample size is too small, also return the minimum (1). |
- if n1 <= 1 or n2 <= 2: |
- return 1 |
- df = (((v1 / n1 + v2 / n2) ** 2) / |
- ((v1 ** 2) / ((n1 ** 2) * (n1 - 1)) + |
- (v2 ** 2) / ((n2 ** 2) * (n2 - 1)))) |
- return max(1, df) |
- |
- # Below is a hard-coded table for looking up p-values. |
- # |
- # Normally, p-values are calculated based on the t-distribution formula. |
- # Looking up pre-calculated values is a less accurate but less complicated |
- # alternative. |
- # |
- # Reference: http://www.sjsu.edu/faculty/gerstman/StatPrimer/t-table.pdf |
- |
- # A list of p-values for a two-tailed test. The entries correspond to to |
- # entries in the rows of the table below. |
- TWO_TAIL = [1, 0.20, 0.10, 0.05, 0.02, 0.01, 0.005, 0.002, 0.001] |
- |
- # A map of degrees of freedom to lists of t-values. The index of the t-value |
- # can be used to look up the corresponding p-value. |
- TABLE = { |
- 1: [0, 3.078, 6.314, 12.706, 31.820, 63.657, 127.321, 318.309, 636.619], |
- 2: [0, 1.886, 2.920, 4.303, 6.965, 9.925, 14.089, 22.327, 31.599], |
- 3: [0, 1.638, 2.353, 3.182, 4.541, 5.841, 7.453, 10.215, 12.924], |
- 4: [0, 1.533, 2.132, 2.776, 3.747, 4.604, 5.598, 7.173, 8.610], |
- 5: [0, 1.476, 2.015, 2.571, 3.365, 4.032, 4.773, 5.893, 6.869], |
- 6: [0, 1.440, 1.943, 2.447, 3.143, 3.707, 4.317, 5.208, 5.959], |
- 7: [0, 1.415, 1.895, 2.365, 2.998, 3.499, 4.029, 4.785, 5.408], |
- 8: [0, 1.397, 1.860, 2.306, 2.897, 3.355, 3.833, 4.501, 5.041], |
- 9: [0, 1.383, 1.833, 2.262, 2.821, 3.250, 3.690, 4.297, 4.781], |
- 10: [0, 1.372, 1.812, 2.228, 2.764, 3.169, 3.581, 4.144, 4.587], |
- 11: [0, 1.363, 1.796, 2.201, 2.718, 3.106, 3.497, 4.025, 4.437], |
- 12: [0, 1.356, 1.782, 2.179, 2.681, 3.055, 3.428, 3.930, 4.318], |
- 13: [0, 1.350, 1.771, 2.160, 2.650, 3.012, 3.372, 3.852, 4.221], |
- 14: [0, 1.345, 1.761, 2.145, 2.625, 2.977, 3.326, 3.787, 4.140], |
- 15: [0, 1.341, 1.753, 2.131, 2.602, 2.947, 3.286, 3.733, 4.073], |
- 16: [0, 1.337, 1.746, 2.120, 2.584, 2.921, 3.252, 3.686, 4.015], |
- 17: [0, 1.333, 1.740, 2.110, 2.567, 2.898, 3.222, 3.646, 3.965], |
- 18: [0, 1.330, 1.734, 2.101, 2.552, 2.878, 3.197, 3.610, 3.922], |
- 19: [0, 1.328, 1.729, 2.093, 2.539, 2.861, 3.174, 3.579, 3.883], |
- 20: [0, 1.325, 1.725, 2.086, 2.528, 2.845, 3.153, 3.552, 3.850], |
- 21: [0, 1.323, 1.721, 2.080, 2.518, 2.831, 3.135, 3.527, 3.819], |
- 22: [0, 1.321, 1.717, 2.074, 2.508, 2.819, 3.119, 3.505, 3.792], |
- 23: [0, 1.319, 1.714, 2.069, 2.500, 2.807, 3.104, 3.485, 3.768], |
- 24: [0, 1.318, 1.711, 2.064, 2.492, 2.797, 3.090, 3.467, 3.745], |
- 25: [0, 1.316, 1.708, 2.060, 2.485, 2.787, 3.078, 3.450, 3.725], |
- 26: [0, 1.315, 1.706, 2.056, 2.479, 2.779, 3.067, 3.435, 3.707], |
- 27: [0, 1.314, 1.703, 2.052, 2.473, 2.771, 3.057, 3.421, 3.690], |
- 28: [0, 1.313, 1.701, 2.048, 2.467, 2.763, 3.047, 3.408, 3.674], |
- 29: [0, 1.311, 1.699, 2.045, 2.462, 2.756, 3.038, 3.396, 3.659], |
- 30: [0, 1.310, 1.697, 2.042, 2.457, 2.750, 3.030, 3.385, 3.646], |
- 31: [0, 1.309, 1.695, 2.040, 2.453, 2.744, 3.022, 3.375, 3.633], |
- 32: [0, 1.309, 1.694, 2.037, 2.449, 2.738, 3.015, 3.365, 3.622], |
- 33: [0, 1.308, 1.692, 2.035, 2.445, 2.733, 3.008, 3.356, 3.611], |
- 34: [0, 1.307, 1.691, 2.032, 2.441, 2.728, 3.002, 3.348, 3.601], |
- 35: [0, 1.306, 1.690, 2.030, 2.438, 2.724, 2.996, 3.340, 3.591], |
- 36: [0, 1.306, 1.688, 2.028, 2.434, 2.719, 2.991, 3.333, 3.582], |
- 37: [0, 1.305, 1.687, 2.026, 2.431, 2.715, 2.985, 3.326, 3.574], |
- 38: [0, 1.304, 1.686, 2.024, 2.429, 2.712, 2.980, 3.319, 3.566], |
- 39: [0, 1.304, 1.685, 2.023, 2.426, 2.708, 2.976, 3.313, 3.558], |
- 40: [0, 1.303, 1.684, 2.021, 2.423, 2.704, 2.971, 3.307, 3.551], |
- 42: [0, 1.302, 1.682, 2.018, 2.418, 2.698, 2.963, 3.296, 3.538], |
- 44: [0, 1.301, 1.680, 2.015, 2.414, 2.692, 2.956, 3.286, 3.526], |
- 46: [0, 1.300, 1.679, 2.013, 2.410, 2.687, 2.949, 3.277, 3.515], |
- 48: [0, 1.299, 1.677, 2.011, 2.407, 2.682, 2.943, 3.269, 3.505], |
- 50: [0, 1.299, 1.676, 2.009, 2.403, 2.678, 2.937, 3.261, 3.496], |
- 60: [0, 1.296, 1.671, 2.000, 2.390, 2.660, 2.915, 3.232, 3.460], |
- 70: [0, 1.294, 1.667, 1.994, 2.381, 2.648, 2.899, 3.211, 3.435], |
- 80: [0, 1.292, 1.664, 1.990, 2.374, 2.639, 2.887, 3.195, 3.416], |
- 90: [0, 1.291, 1.662, 1.987, 2.369, 2.632, 2.878, 3.183, 3.402], |
- 100: [0, 1.290, 1.660, 1.984, 2.364, 2.626, 2.871, 3.174, 3.391], |
- 120: [0, 1.289, 1.658, 1.980, 2.358, 2.617, 2.860, 3.160, 3.373], |
- 150: [0, 1.287, 1.655, 1.976, 2.351, 2.609, 2.849, 3.145, 3.357], |
- 200: [0, 1.286, 1.652, 1.972, 2.345, 2.601, 2.839, 3.131, 3.340], |
- 300: [0, 1.284, 1.650, 1.968, 2.339, 2.592, 2.828, 3.118, 3.323], |
- 500: [0, 1.283, 1.648, 1.965, 2.334, 2.586, 2.820, 3.107, 3.310], |
- } |
- |
- @staticmethod |
- def _lookup_p_value(t, df): |
- """Looks up a p-value in a t-distribution table. |
- |
- Args: |
- t: A t statistic value; the result of a t-test. |
- df: Number of degrees of freedom. |
- |
- Returns: |
- A p-value, which represents the likelihood of obtaining a result at least |
- as extreme as the one observed just by chance (the null hypothesis). |
- """ |
- assert df >= 1, 'Degrees of freedom must be positive' |
- |
- # We ignore the negative sign on the t-value because our null hypothesis |
- # is that the two samples are the same; our alternative hypothesis is that |
- # the second sample is lesser OR greater than the first. |
- t = abs(t) |
- |
- def greatest_smaller(nums, target): |
- """Returns the largest number that is <= the target number.""" |
- lesser_equal = [n for n in nums if n <= target] |
- assert lesser_equal, 'No number in number list <= target.' |
- return max(lesser_equal) |
- |
- df_key = greatest_smaller(MathUtilsApi.TABLE.keys(), df) |
- t_table_row = MathUtilsApi.TABLE[df_key] |
- approximate_t_value = greatest_smaller(t_table_row, t) |
- t_value_index = t_table_row.index(approximate_t_value) |
- |
- return MathUtilsApi.TWO_TAIL[t_value_index] |