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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
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%)