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1 Het begint met een idee
Experiment design (advanced)
Ivano Malavolta
Vrije Universiteit Amsterdam
Advanced design types
Instrumentation
2
Roadmap
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
3
Line of reasoning
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
4
Advanced design types
We can have the following cases:
● 1 factor and 2 treatments (1F-2T)
● 1 factor and >2 treatments (1F-MT)
● 2 factors and 2 treatments (2F-2T)
● >2 factors, each one with >=2 treatments (MF-MT)
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
5
2 factors
● Things become more complex
● Interaction must be modeled:
○ i
: effect of treatment i (level of factor A)
○ j
: effect of treatment j (level of factor B)
○ ( )ij
: effect of the interaction between i
and j
● Two factors may interact with each other
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
6
Definition of effect
Ivano Malavolta / S2 group / Experiment design
● Null hypothesis: no difference in means
● Typical model of an outcome (dependent variable):
○ Yij
= + Ti
+ error
Outcome for
subject j
under
treatment i
Average
of all
values
Effect of
treatment i
(offset)
Vrije Universiteit Amsterdam
7
Definition of effect
Ivano Malavolta / S2 group / Experiment design
● = avg(Y) ● Ti
= avg(Yi
) - avg(Y)
+ Ti
(Y)
Y
Vrije Universiteit Amsterdam
8
Interaction
Interaction: non-additive effects between factors
Additive model
Yij
= + i
+ j
+ error
Non-Additive model
Yij
= + i
+ j
+ ( )ij
+ error
https://goo.gl/XUq8tp
Vrije Universiteit Amsterdam
9
2 factors, 2 treatments (2F-2T)
Ivano Malavolta / S2 group / Experiment design
● Example:
○ Factor 1: Connection Protocol
■ Treatment 1: HTTP
■ Treatment 2: HTTPS
○ Factor 2: Sorting Algorithm
■ Treatment 1: BubbleSort
■ Treatment 2: QuickSort
Vrije Universiteit Amsterdam
10
2F-2T: factorial design
Ivano Malavolta / S2 group / Experiment design
● Consider all possible combinations of treatments
● Each treatment is randomly assigned to experimental objects
● Balanced design: each combination is assigned to an equal number of objects
Factor 1:
Connection Protocol
Treatment 1:
HTTP
Treatment 2:
HTTPS
Factor 2:
Sorting
Treatment 1:
BubbleSort
Application 4,6 Application 1,7
Treatment 2:
QuickSort
Application 2,3 Application 5,8
Vrije Universiteit Amsterdam
11
2F-2T: factorial design
Ivano Malavolta / S2 group / Experiment design
● i
: mean of the dependent variable for treatment i
● i
=avg(P)
● i
: effect of treatment i (HTTP/S) of factor A (Conn. Protocol)
● j
: effect of treatment j (Bubble/Quick) of factor B (Sorting)
● ( )ij
: effect of the interaction between i
and j
Vrije Universiteit Amsterdam
12
2F-2T: factorial design
Ivano Malavolta / S2 group / Experiment design
● Null hypothesis: H0A
: 1
= 2
= 0
● Null hypothesis: H0B
: 1
= 2
= 0
● Null hypothesis: H0AB
: ( )ij
= 0 ∀ i,j
Vrije Universiteit Amsterdam
13
2F-2T: factorial design
Ivano Malavolta / S2 group / Experiment design
● Alternative hypothesis: H1A
: ∃ i | i
≠ 0
● Alternative hypothesis: H1AB
: ∃ (i,j) | ( )ij
≠ 0
● Alternative hypothesis: H1B
: ∃ j | j
≠ 0
Vrije Universiteit Amsterdam
14
2F-2T: 2-stage nested design
Ivano Malavolta / S2 group / Experiment design
● Example:
○ Factor 1: Interface
■ Treatment 1: Web-based
■ Treatment 2: Client-based
○ Factor 2: Programming Language
■ Treatment 1,1: PHP
■ Treatment 1,2: ASP
■ Treatment 2,1: Java
■ Treatment 2,2: C++
Vrije Universiteit Amsterdam
15
2F-2T: 2-stage nested design
Ivano Malavolta / S2 group / Experiment design
● One of the two factors has different treatments with respect to the other factor
● Balanced design, randomized application
Factor 1:
Interface
Treatment 1:
Web-based
Treatment 2:
Client-based
Factor 2:
Programming Language
Factor 2:
Programming Language
Treatment 1,1:
PHP
Treatment 1,2:
ASP
Treatment 2,1:
Java
Treatment 1,2:
C++
Application 1,3 Application 6,2 Application 7,8 Application 5,4
Vrije Universiteit Amsterdam
16
More than 2 factors
Ivano Malavolta / S2 group / Experiment design
● Number of experimental groups explodes
● Total number of trials is at least n*n
● More trials = more subjects (larger sample size)
Vrije Universiteit Amsterdam
17
Factorial designs
FULL-COVERAGE
○ every possible combination of all the alternatives of all
the factors
N = #trials
k = #factors
ni
= #levels for i-th factor
Vrije Universiteit Amsterdam
18
Factorial designs
Discovers the effects of each factor and its interactions with
the other factors
BEWARE: combinatorial curse
N = #trials
k = #factors
ni
= #levels for i-th factor
SOLUTIONS?
Vrije Universiteit Amsterdam
19
Latin square designs
Ivano Malavolta / S2 group / Experiment design
● Latin Square: an n x n array with n different symbols
● Divide factors in main factor and co-factors (or blocking factor)
○ Levels of the main factors are the "letters"
○ Levels of the co-factors are rows and columns
● All levels of the main factor occurs per each blocking factor
Vrije Universiteit Amsterdam
20
Latin square designs
Ivano Malavolta / S2 group / Experiment design
● 3 factors
○ Code Size: Small, Medium, Large (Main Factor)
○ Programming Language: Java, C++, C (Blocking Factor)
○ Operating System: Windows, Linux, OS X (Blocking Factor)
● Total number of groups:
○ Full 33
factorial design: 27
○ Latin Square: 9
Vrije Universiteit Amsterdam
21
Latin square designs
Ivano Malavolta / S2 group / Experiment design
Factor 1:
Programming Language
Treatment 1:
Java
Treatment 2:
C++
Treatment 3:
C
Factor 2:
Operating
System
Treatment 1:
Windows Small Medium Large
Treatment 2:
Linux Medium Large Small
Treatment 2:
OS X Large Small Medium
Vrije Universiteit Amsterdam
22
Pitfalls of Latin squares
Ivano Malavolta / S2 group / Experiment design
● Incomplete or partial design
○ Key: balancing + randomization
● Assumption: factors do not interact
● Randomization is limited by design
Vrije Universiteit Amsterdam
23
Latin squares applicabile to 1-factor studies
● 1 factor - 1 block
Vrije Universiteit Amsterdam
24
Latin squares applicabile to 1-factor studies
● 1 factor - >2 blocks
It is equivalent to superimposing two different Latin squares:
Vrije Universiteit Amsterdam
25
Instrumentation
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
26
Instrumentation
● Instrumentation must not affect our control of the experiment
Goal: Provide a way to conduct and monitor the experiment
● Types of instrumentation:
○ Objects (e.g. servers, apps)
○ Guidelines (checklists, documentation)
○ Measurement tools (power meters, profiling software, etc.)
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
● You know how to design an experiment
● Experiment design is an essential choice when doing an
experiment
● Constraints on statistical methods
● If possible, use a simple design
● Maximize the usage of the available objects
○ automation may be your friend here
27
What this lecture means to you?
Ivano Malavolta / S2 group / Experiment design
Vrije Universiteit Amsterdam
28 Ivano Malavolta / S2 group / Experiment design
Readings
Chapter 8 Chapter 5
IMPORTANT - Checklist for making a good experiment design
(section 5.9)

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The Green Lab - [05 B] Experiment design (advanced)

  • 1. 1 Het begint met een idee Experiment design (advanced) Ivano Malavolta
  • 2. Vrije Universiteit Amsterdam Advanced design types Instrumentation 2 Roadmap Ivano Malavolta / S2 group / Experiment design
  • 3. Vrije Universiteit Amsterdam 3 Line of reasoning Ivano Malavolta / S2 group / Experiment design
  • 4. Vrije Universiteit Amsterdam 4 Advanced design types We can have the following cases: ● 1 factor and 2 treatments (1F-2T) ● 1 factor and >2 treatments (1F-MT) ● 2 factors and 2 treatments (2F-2T) ● >2 factors, each one with >=2 treatments (MF-MT) Ivano Malavolta / S2 group / Experiment design
  • 5. Vrije Universiteit Amsterdam 5 2 factors ● Things become more complex ● Interaction must be modeled: ○ i : effect of treatment i (level of factor A) ○ j : effect of treatment j (level of factor B) ○ ( )ij : effect of the interaction between i and j ● Two factors may interact with each other Ivano Malavolta / S2 group / Experiment design
  • 6. Vrije Universiteit Amsterdam 6 Definition of effect Ivano Malavolta / S2 group / Experiment design ● Null hypothesis: no difference in means ● Typical model of an outcome (dependent variable): ○ Yij = + Ti + error Outcome for subject j under treatment i Average of all values Effect of treatment i (offset)
  • 7. Vrije Universiteit Amsterdam 7 Definition of effect Ivano Malavolta / S2 group / Experiment design ● = avg(Y) ● Ti = avg(Yi ) - avg(Y) + Ti (Y) Y
  • 8. Vrije Universiteit Amsterdam 8 Interaction Interaction: non-additive effects between factors Additive model Yij = + i + j + error Non-Additive model Yij = + i + j + ( )ij + error https://goo.gl/XUq8tp
  • 9. Vrije Universiteit Amsterdam 9 2 factors, 2 treatments (2F-2T) Ivano Malavolta / S2 group / Experiment design ● Example: ○ Factor 1: Connection Protocol ■ Treatment 1: HTTP ■ Treatment 2: HTTPS ○ Factor 2: Sorting Algorithm ■ Treatment 1: BubbleSort ■ Treatment 2: QuickSort
  • 10. Vrije Universiteit Amsterdam 10 2F-2T: factorial design Ivano Malavolta / S2 group / Experiment design ● Consider all possible combinations of treatments ● Each treatment is randomly assigned to experimental objects ● Balanced design: each combination is assigned to an equal number of objects Factor 1: Connection Protocol Treatment 1: HTTP Treatment 2: HTTPS Factor 2: Sorting Treatment 1: BubbleSort Application 4,6 Application 1,7 Treatment 2: QuickSort Application 2,3 Application 5,8
  • 11. Vrije Universiteit Amsterdam 11 2F-2T: factorial design Ivano Malavolta / S2 group / Experiment design ● i : mean of the dependent variable for treatment i ● i =avg(P) ● i : effect of treatment i (HTTP/S) of factor A (Conn. Protocol) ● j : effect of treatment j (Bubble/Quick) of factor B (Sorting) ● ( )ij : effect of the interaction between i and j
  • 12. Vrije Universiteit Amsterdam 12 2F-2T: factorial design Ivano Malavolta / S2 group / Experiment design ● Null hypothesis: H0A : 1 = 2 = 0 ● Null hypothesis: H0B : 1 = 2 = 0 ● Null hypothesis: H0AB : ( )ij = 0 ∀ i,j
  • 13. Vrije Universiteit Amsterdam 13 2F-2T: factorial design Ivano Malavolta / S2 group / Experiment design ● Alternative hypothesis: H1A : ∃ i | i ≠ 0 ● Alternative hypothesis: H1AB : ∃ (i,j) | ( )ij ≠ 0 ● Alternative hypothesis: H1B : ∃ j | j ≠ 0
  • 14. Vrije Universiteit Amsterdam 14 2F-2T: 2-stage nested design Ivano Malavolta / S2 group / Experiment design ● Example: ○ Factor 1: Interface ■ Treatment 1: Web-based ■ Treatment 2: Client-based ○ Factor 2: Programming Language ■ Treatment 1,1: PHP ■ Treatment 1,2: ASP ■ Treatment 2,1: Java ■ Treatment 2,2: C++
  • 15. Vrije Universiteit Amsterdam 15 2F-2T: 2-stage nested design Ivano Malavolta / S2 group / Experiment design ● One of the two factors has different treatments with respect to the other factor ● Balanced design, randomized application Factor 1: Interface Treatment 1: Web-based Treatment 2: Client-based Factor 2: Programming Language Factor 2: Programming Language Treatment 1,1: PHP Treatment 1,2: ASP Treatment 2,1: Java Treatment 1,2: C++ Application 1,3 Application 6,2 Application 7,8 Application 5,4
  • 16. Vrije Universiteit Amsterdam 16 More than 2 factors Ivano Malavolta / S2 group / Experiment design ● Number of experimental groups explodes ● Total number of trials is at least n*n ● More trials = more subjects (larger sample size)
  • 17. Vrije Universiteit Amsterdam 17 Factorial designs FULL-COVERAGE ○ every possible combination of all the alternatives of all the factors N = #trials k = #factors ni = #levels for i-th factor
  • 18. Vrije Universiteit Amsterdam 18 Factorial designs Discovers the effects of each factor and its interactions with the other factors BEWARE: combinatorial curse N = #trials k = #factors ni = #levels for i-th factor SOLUTIONS?
  • 19. Vrije Universiteit Amsterdam 19 Latin square designs Ivano Malavolta / S2 group / Experiment design ● Latin Square: an n x n array with n different symbols ● Divide factors in main factor and co-factors (or blocking factor) ○ Levels of the main factors are the "letters" ○ Levels of the co-factors are rows and columns ● All levels of the main factor occurs per each blocking factor
  • 20. Vrije Universiteit Amsterdam 20 Latin square designs Ivano Malavolta / S2 group / Experiment design ● 3 factors ○ Code Size: Small, Medium, Large (Main Factor) ○ Programming Language: Java, C++, C (Blocking Factor) ○ Operating System: Windows, Linux, OS X (Blocking Factor) ● Total number of groups: ○ Full 33 factorial design: 27 ○ Latin Square: 9
  • 21. Vrije Universiteit Amsterdam 21 Latin square designs Ivano Malavolta / S2 group / Experiment design Factor 1: Programming Language Treatment 1: Java Treatment 2: C++ Treatment 3: C Factor 2: Operating System Treatment 1: Windows Small Medium Large Treatment 2: Linux Medium Large Small Treatment 2: OS X Large Small Medium
  • 22. Vrije Universiteit Amsterdam 22 Pitfalls of Latin squares Ivano Malavolta / S2 group / Experiment design ● Incomplete or partial design ○ Key: balancing + randomization ● Assumption: factors do not interact ● Randomization is limited by design
  • 23. Vrije Universiteit Amsterdam 23 Latin squares applicabile to 1-factor studies ● 1 factor - 1 block
  • 24. Vrije Universiteit Amsterdam 24 Latin squares applicabile to 1-factor studies ● 1 factor - >2 blocks It is equivalent to superimposing two different Latin squares:
  • 25. Vrije Universiteit Amsterdam 25 Instrumentation Ivano Malavolta / S2 group / Experiment design
  • 26. Vrije Universiteit Amsterdam 26 Instrumentation ● Instrumentation must not affect our control of the experiment Goal: Provide a way to conduct and monitor the experiment ● Types of instrumentation: ○ Objects (e.g. servers, apps) ○ Guidelines (checklists, documentation) ○ Measurement tools (power meters, profiling software, etc.) Ivano Malavolta / S2 group / Experiment design
  • 27. Vrije Universiteit Amsterdam ● You know how to design an experiment ● Experiment design is an essential choice when doing an experiment ● Constraints on statistical methods ● If possible, use a simple design ● Maximize the usage of the available objects ○ automation may be your friend here 27 What this lecture means to you? Ivano Malavolta / S2 group / Experiment design
  • 28. Vrije Universiteit Amsterdam 28 Ivano Malavolta / S2 group / Experiment design Readings Chapter 8 Chapter 5 IMPORTANT - Checklist for making a good experiment design (section 5.9)