Fix early stopping, by making it stricter #242
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… 100' to make it a little more configurable
shansfolder
approved these changes
Nov 27, 2018
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In practice though, we are unlikely to use this internally without further investigation of the implications. In the last few minutes we had a meeting about this option, and other options, for proceeding Therefore, we won't immediately merge this |
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The implementation of "alpha spending" increased our Type I error rate from 5% to approximately 10%, as it didn't spend alpha 'piece-wise' but instead it spent it 'cumulatively'
Therefore, this PR makes the early stopping stricter by an arbitrary factor of 100. As a result, we will get an 'extra Type I error rate' of approximately 0.05% instead of 5%.
Then, the total Type I error rate will be 5.05% (= 5%+0.05%) instead of 10% (=5%+5%)