- Learn about outliers in experimentation data
- Discover how Optimizely smoothes outliers from your experimental results
- Enable outlier filtering in the Metrics Builder interface
The feature is currently available for all Optimizely plan types.
In statistics, an outlier is an observation that has an abnormally higher or lower value than other observations in a data set. Outliers can severely skew the accuracy of any analysis conducted on a data set and can lead to potentially incorrect conclusions. For this reason, outliers are often excluded from the analysis.
Outliers can appear in your Optimizely results, usually resulting from unusual or unexpected behavior by a customer.
For example, suppose you are running an experiment that aims to improve the average order value for your e-commerce site. Your visitors usually submit orders with an average total value of $200. Imagine a small number of visitors who submitted orders with 100 or even 1000 times higher value than the average. If the result calculations included these extreme orders, they could introduce bias into your A/B comparison and lead you to draw the wrong conclusions from your experiment.
For this reason, Optimizely gives you the option to use outlier smoothing on your experiment results. This feature is currently available for revenue metrics in A/B experiments.
How outlier smoothing works at Optimizely
arithmetic mean + (3 * standard deviation)
These extreme values are designated as outliers. It is important to note that there may be no values that fall outside the custom threshold for that day, so in other words, no outliers for that day.
Next, Optimizely replaces these outliers with the metric's arithmetic mean value. This process is known as outlier smoothing.
Optimizely recalculates the daily exclusion threshold each day, using a moving average of the arithmetic mean and standard deviation of your metric over the previous seven (7) days. This process repeats for each day of the experiment.
For more information about how outlier smoothing works at Optimizely, see our YouTube video covering a Walkthrough of Optimizely's Outlier Smoothing Algorithm.
During the first seven (7) days of the experiment, Optimizely calculates the daily exclusion threshold using all the available experiment data up to that point. For this reason, changes to the threshold may be more noticeable during an experiment's first week.
Smooth outliers for revenue metrics
If your account has access to the feature, you will see an option to enable outlier filtering in the Metrics Builder interface. Selecting the option ensures that outliers for the revenue metrics in that experiment will be automatically detected, and the arithmetic mean of the metric will replace their values.
You will see a message in the metric card if outlier filtering is enabled.