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# Contributing to bootstrapped | ||
We want to make contributing to this project as easy and transparent as | ||
possible. | ||
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## Pull Requests | ||
We actively welcome your pull requests. | ||
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1. Fork the repo and create your branch from `master`. | ||
2. If you've added code that should be tested, add tests. | ||
3. If you've changed APIs, update the documentation. | ||
4. Ensure the test suite passes. | ||
5. Make sure your code lints. | ||
6. If you haven't already, complete the Contributor License Agreement ("CLA"). | ||
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## Contributor License Agreement ("CLA") | ||
In order to accept your pull request, we need you to submit a CLA. You only need | ||
to do this once to work on any of Facebook's open source projects. | ||
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Complete your CLA here: <https://code.facebook.com/cla> | ||
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## Issues | ||
We use GitHub issues to track public bugs. Please ensure your description is | ||
clear and has sufficient instructions to be able to reproduce the issue. | ||
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Facebook has a [bounty program](https://www.facebook.com/whitehat/) for the safe | ||
disclosure of security bugs. In those cases, please go through the process | ||
outlined on that page and do not file a public issue. | ||
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## Coding Style | ||
Please use pylint with the default settings. | ||
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## License | ||
By contributing to bootstrapped, you agree that your contributions will be licensed | ||
under its BSD license. |
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BSD License | ||
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For bootstrapped software | ||
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Copyright (c) 2016-present, Facebook, Inc. All rights reserved. | ||
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Redistribution and use in source and binary forms, with or without modification, | ||
are permitted provided that the following conditions are met: | ||
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* Redistributions of source code must retain the above copyright notice, this | ||
list of conditions and the following disclaimer. | ||
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* Redistributions in binary form must reproduce the above copyright notice, | ||
this list of conditions and the following disclaimer in the documentation | ||
and/or other materials provided with the distribution. | ||
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* Neither the name Facebook nor the names of its contributors may be used to | ||
endorse or promote products derived from this software without specific | ||
prior written permission. | ||
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND | ||
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED | ||
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE | ||
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR | ||
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES | ||
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; | ||
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON | ||
ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT | ||
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS | ||
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
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Copyright (c) 2016-present, Facebook, Inc. All rights reserved. | ||
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The examples provided by Facebook are for non-commercial testing and evaluation | ||
purposes only. Facebook reserves all rights not expressly granted. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL | ||
FACEBOOK BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN | ||
ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION | ||
WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. |
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Additional Grant of Patent Rights Version 2 | ||
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"Software" means the bootstrapped software distributed by Facebook, Inc. | ||
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Facebook, Inc. ("Facebook") hereby grants to each recipient of the Software | ||
("you") a perpetual, worldwide, royalty-free, non-exclusive, irrevocable | ||
(subject to the termination provision below) license under any Necessary | ||
Claims, to make, have made, use, sell, offer to sell, import, and otherwise | ||
transfer the Software. For avoidance of doubt, no license is granted under | ||
Facebook’s rights in any patent claims that are infringed by (i) modifications | ||
to the Software made by you or any third party or (ii) the Software in | ||
combination with any software or other technology. | ||
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The license granted hereunder will terminate, automatically and without notice, | ||
if you (or any of your subsidiaries, corporate affiliates or agents) initiate | ||
directly or indirectly, or take a direct financial interest in, any Patent | ||
Assertion: (i) against Facebook or any of its subsidiaries or corporate | ||
affiliates, (ii) against any party if such Patent Assertion arises in whole or | ||
in part from any software, technology, product or service of Facebook or any of | ||
its subsidiaries or corporate affiliates, or (iii) against any party relating | ||
to the Software. Notwithstanding the foregoing, if Facebook or any of its | ||
subsidiaries or corporate affiliates files a lawsuit alleging patent | ||
infringement against you in the first instance, and you respond by filing a | ||
patent infringement counterclaim in that lawsuit against that party that is | ||
unrelated to the Software, the license granted hereunder will not terminate | ||
under section (i) of this paragraph due to such counterclaim. | ||
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A "Necessary Claim" is a claim of a patent owned by Facebook that is | ||
necessarily infringed by the Software standing alone. | ||
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A "Patent Assertion" is any lawsuit or other action alleging direct, indirect, | ||
or contributory infringement or inducement to infringe any patent, including a | ||
cross-claim or counterclaim. |
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# bootstrapped - confidence intervals made easy | ||
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**bootstrapped** is a Python library that allows you to build confidence intervals from data. This is useful in a variety of contexts - including during ad-hoc a/b test analysis. | ||
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## Motivating Example - A/B Test | ||
Imagine we own a website and think changing the color of a 'subscribe' button will improve signups. One method to measure the improvement is to conduct an A/B test where we show 50% of people the old version and 50% of the people the new version. We can use the bootstrap to understand how much the button color improves responses and give us the error bars associated with the test - this will give us lower and upper bounds on how good we should expect the change to be! | ||
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## The Gist - Mean of a Sample | ||
Given a sample of data - we can generate a bunch of new samples by 're-sampling' from what we have gathered. We calculate the mean for each generated sample. We can use the means from the generated samples to understand the variation in the larger population and can construct error bars for the true mean. | ||
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## bootstrapped - Benefits | ||
* Efficient computation of confidence intervals | ||
* Functions to handle single populations and a/b tests | ||
* Functions to understand [statistical power](https://en.wikipedia.org/wiki/Statistical_power) | ||
* Multithreaded support support to speed-up bootstrap computations | ||
* Dense and sparse array support | ||
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## Example Usage | ||
```python | ||
import numpy as np | ||
import bootstrapped.bootstrap as bs | ||
import bootstrapped.stats_functions as bs_stats | ||
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mean = 100 | ||
stdev = 10 | ||
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population = np.random.normal(loc=mean, scale=stdev, size=50000) | ||
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# take 1k 'samples' from the larger population | ||
samples = population[:1000] | ||
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print(bs.bootstrap(samples, stat_func=bs_stats.mean)) | ||
>> 100.08 (99.46, 100.69) | ||
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print(bs.bootstrap(samples, stat_func=bs_stats.std)) | ||
>> 9.49 (9.92, 10.36) | ||
``` | ||
#### Extended Examples | ||
* [Bootstrap Intro](https://github.com/facebookincubator/bootstrapped/blob/master/examples/bootstrap_intro.ipynb) | ||
* [Bootstrap A/B Testing](https://github.com/facebookincubator/bootstrapped/blob/master/examples/bootstrap_ab_testing.ipynb) | ||
* More notebooks can be found in the [examples/](https://github.com/facebookincubator/bootstrapped/tree/master/examples) directory | ||
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## Requirements | ||
**bootstrapped** requires numpy. The power analysis functions require matplotlib and pandas. | ||
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## Installation | ||
```bash | ||
# clone bootstrapped | ||
cd bootstrapped | ||
pip install -r requirements.txt | ||
python setup.py install | ||
``` | ||
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## How bootstrapped works | ||
**bootstrapped** provides pivotal (aka emperical) based confidence intervals based on bootstrap re-sampling with replacement. The percentile method is also available. | ||
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For more information please see: | ||
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1. [Bootstrap confidence intervals](https://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/readings/MIT18_05S14_Reading24.pdf) (good intro) | ||
2. [An introduction to Bootstrap Methods](http://www.stat-athens.aueb.gr/~karlis/lefkada/boot.pdf) | ||
3. [The Bootstrap, Advanced Data Analysis](http://www.stat.cmu.edu/~cshalizi/402/lectures/08-bootstrap/lecture-08.pdf) | ||
4. [When the bootstrap dosen't work](http://notstatschat.tumblr.com/post/156650638586/when-the-bootstrap-doesnt-work) | ||
5. (book) [An Introduction to the Bootstrap](https://www.amazon.com/Introduction-Bootstrap-Monographs-Statistics-Probability/dp/0412042312/) | ||
6. (book) [Bootstrap Methods and their Application](https://www.amazon.com/Bootstrap-Application-Statistical-Probabilistic-Mathematics-ebook/dp/B00D2WQ02U/) | ||
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See the CONTRIBUTING file for how to help out. | ||
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#### Contributors | ||
Spencer Beecher, Don van der Drift, David Martin, Lindsay Vass, Sergey Goder, Benedict Lim, and Matt Langner. | ||
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Special thanks to Eytan Bakshy. | ||
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## License | ||
**bootstrapped** is BSD-licensed. We also provide an additional patent grant. |
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# Copyright (c) 2016-present, Facebook, Inc. | ||
# All rights reserved. | ||
# | ||
# This source code is licensed under the BSD-style license found in the | ||
# LICENSE file in the root directory of this source tree. An additional grant | ||
# of patent rights can be found in the PATENTS file in the same directory. |
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