Files
sanderling/cmd/internal-tools/analyze/analysis.go
T
pj 019d608f65 feat(analyze): survival analysis over campaign directories
Steps to first violation with clean runs right-censored at the budget, since
per-run yield is a binary at 11 to 45 percent and separating two arms on it
would need roughly 80 runs per arm. Kaplan-Meier, log-rank, Wilcoxon rank-sum
with Vargha-Delaney A12, Holm within each family.

A hand-rolled log-rank that is subtly wrong is a silent-wrong-number generator
and would be believed, so every statistic is validated against a published
worked example with the source named in the test: R survdiff on aml, Freireich
6-MP, Hollander and Wolfe 1973 for the rank sum, printed p.adjust output for
Holm. Two could not be: the k>2 log-rank, guarded by calibration instead, and
the tie-corrected variance, checked against an exact permutation variance.

Failed and timed-out runs are excluded as missing data and counted by reason,
never treated as censored observations, which would bias the result.

Claude-Session: https://claude.ai/code/session_01A5KmftdEJ49A9z5mF5ESrX
2026-08-12 23:03:03 +05:30

193 lines
6.5 KiB
Go

package main
import (
"math"
"slices"
"time"
)
type armSummary struct {
Arm string `json:"arm"`
Generator string `json:"generator,omitempty"`
Platform string `json:"platform,omitempty"`
StepBudget int `json:"step_budget"`
Directories []string `json:"directories"`
Recorded int `json:"recorded_runs"`
Usable int `json:"usable_runs"`
Violated int `json:"violated_runs"`
Censored int `json:"censored_runs"`
Excluded int `json:"excluded_runs"`
ExcludedByReason map[string]int `json:"excluded_by_reason,omitempty"`
MissingSeeds []int64 `json:"missing_seeds,omitempty"`
EventsHeldAtBudget int `json:"events_held_at_budget"`
MedianStepsToFirstViolation *float64 `json:"median_steps_to_first_violation"`
SurvivalCurve []survivalPoint `json:"survival_curve,omitempty"`
ViolationRate *float64 `json:"violation_rate"`
TotalActions int `json:"total_actions"`
TotalRunHours float64 `json:"total_run_hours"`
Detections int `json:"detections"`
DefectsPerThousandActions *float64 `json:"defects_per_thousand_actions"`
DefectsPerHour *float64 `json:"defects_per_hour"`
DistinctDefects int `json:"distinct_defects"`
SingletonDefects int `json:"singleton_defects"`
SingletonFraction *float64 `json:"singleton_fraction"`
DefectRunCounts map[string]int `json:"defect_run_counts,omitempty"`
}
type pairwiseResult struct {
First string `json:"first"`
Second string `json:"second"`
FirstSize int `json:"first_size"`
SecondSize int `json:"second_size"`
Statistic float64 `json:"mann_whitney_u"`
A12 float64 `json:"a12"`
PValue float64 `json:"p_value"`
HolmPValue float64 `json:"holm_p_value"`
Exact bool `json:"exact"`
}
type analysis struct {
GeneratedAt time.Time `json:"generated_at"`
Outcome string `json:"outcome"`
Arms []armSummary `json:"arms"`
LogRank *logRankResult `json:"log_rank"`
Pairwise []pairwiseResult `json:"pairwise"`
Notes []string `json:"notes,omitempty"`
}
const outcomeDescription = "steps to first violation, right-censored at the step budget"
func analyse(arms []arm, now time.Time) analysis {
result := analysis{GeneratedAt: now, Outcome: outcomeDescription}
for _, current := range arms {
result.Arms = append(result.Arms, summarize(current))
}
var testable []arm
for _, current := range arms {
if len(current.observations()) > 0 {
testable = append(testable, current)
}
}
if len(testable) < len(arms) {
result.Notes = append(result.Notes,
"arms with no usable runs are reported but left out of the log-rank test and the pairwise comparisons")
}
if len(testable) >= 2 {
names := make([]string, len(testable))
groups := make([][]observation, len(testable))
for index, current := range testable {
names[index] = current.Name
groups[index] = current.observations()
}
test := logRank(names, groups)
result.LogRank = &test
result.Pairwise = comparePairs(testable)
}
return result
}
func comparePairs(arms []arm) []pairwiseResult {
var pairs []pairwiseResult
for first := 0; first < len(arms); first++ {
for second := first + 1; second < len(arms); second++ {
test := rankSum(arms[first].stepTimes(), arms[second].stepTimes())
pairs = append(pairs, pairwiseResult{
First: arms[first].Name,
Second: arms[second].Name,
FirstSize: test.FirstSize,
SecondSize: test.SecondSize,
Statistic: test.Statistic,
A12: test.A12,
PValue: test.PValue,
HolmPValue: math.NaN(),
Exact: test.Exact,
})
}
}
// Holm runs over this one family of comparisons. A comparison whose p-value
// could not be computed is not part of the family and does not shrink the
// correction the others receive.
var family []int
var raw []float64
for index, pair := range pairs {
if math.IsNaN(pair.PValue) {
continue
}
family = append(family, index)
raw = append(raw, pair.PValue)
}
for position, adjusted := range holm(raw) {
pairs[family[position]].HolmPValue = adjusted
}
return pairs
}
func summarize(current arm) armSummary {
summary := armSummary{
Arm: current.Name,
Generator: current.Generator,
Platform: current.Platform,
StepBudget: current.Budget,
Directories: current.Directories,
Recorded: len(current.Runs),
MissingSeeds: current.MissingSeeds,
}
runsPerDefect := map[string]int{}
for _, item := range current.Runs {
if item.ExcludedBecause != "" {
summary.Excluded++
if summary.ExcludedByReason == nil {
summary.ExcludedByReason = map[string]int{}
}
summary.ExcludedByReason[item.ExcludedBecause]++
continue
}
summary.Usable++
summary.TotalActions += item.Steps
summary.TotalRunHours += float64(item.DurationMillis) / float64(time.Hour/time.Millisecond)
if item.ClampedToBudget {
summary.EventsHeldAtBudget++
}
if item.Violated {
summary.Violated++
} else {
summary.Censored++
}
distinct := slices.Compact(slices.Sorted(slices.Values(item.ViolatedProperties)))
summary.Detections += len(distinct)
for _, property := range distinct {
runsPerDefect[property]++
}
}
summary.SurvivalCurve = kaplanMeier(current.observations())
if median, ok := medianSurvival(summary.SurvivalCurve); ok {
summary.MedianStepsToFirstViolation = &median
}
if summary.Usable > 0 {
rate := float64(summary.Violated) / float64(summary.Usable)
summary.ViolationRate = &rate
}
if summary.TotalActions > 0 {
perThousand := 1000 * float64(summary.Detections) / float64(summary.TotalActions)
summary.DefectsPerThousandActions = &perThousand
}
if summary.TotalRunHours > 0 {
perHour := float64(summary.Detections) / summary.TotalRunHours
summary.DefectsPerHour = &perHour
}
if len(runsPerDefect) > 0 {
summary.DefectRunCounts = runsPerDefect
summary.DistinctDefects = len(runsPerDefect)
for _, count := range runsPerDefect {
if count == 1 {
summary.SingletonDefects++
}
}
fraction := float64(summary.SingletonDefects) / float64(summary.DistinctDefects)
summary.SingletonFraction = &fraction
}
return summary
}