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MSCI Sensitivity Analysis
Tests whether MSCI is sensitive to controlled semantic perturbations.
This addresses RQ1: "Is MSCI sensitive to controlled semantic perturbations?"
Key tests:
- Perturbation gradient: 0%, 25%, 50%, 75%, 100% semantic mismatch
- Expected: monotonic MSCI decrease with increasing perturbation
- If not monotonic: MSCI may be unreliable
"""
from __future__ import annotations
import json
from dataclasses import dataclass, field
from pathlib import Path
from typing import Any, Dict, List, Optional, Tuple
import numpy as np
from scipy import stats
@dataclass
class PerturbationLevel:
"""A single perturbation level result."""
level: float # 0.0 = baseline, 1.0 = complete mismatch
label: str
msci_scores: List[float] = field(default_factory=list)
n_samples: int = 0
@property
def mean_msci(self) -> float:
"""Mean MSCI at this perturbation level."""
return np.mean(self.msci_scores) if self.msci_scores else 0.0
@property
def std_msci(self) -> float:
"""Standard deviation of MSCI."""
return np.std(self.msci_scores, ddof=1) if len(self.msci_scores) > 1 else 0.0
def to_dict(self) -> Dict[str, Any]:
"""Convert to dictionary."""
return {
"level": self.level,
"label": self.label,
"n_samples": len(self.msci_scores),
"mean_msci": self.mean_msci,
"std_msci": self.std_msci,
"min_msci": min(self.msci_scores) if self.msci_scores else None,
"max_msci": max(self.msci_scores) if self.msci_scores else None,
}
@dataclass
class PerturbationGradient:
"""Results from a perturbation gradient analysis."""
levels: List[PerturbationLevel]
is_monotonic: bool
spearman_correlation: float
spearman_p: float
linear_slope: float
r_squared: float
sensitivity_score: float # 0-1, how well MSCI tracks perturbation
def to_dict(self) -> Dict[str, Any]:
"""Convert to dictionary."""
return {
"levels": [l.to_dict() for l in self.levels],
"is_monotonic": self.is_monotonic,
"spearman_correlation": self.spearman_correlation,
"spearman_p": self.spearman_p,
"linear_slope": self.linear_slope,
"r_squared": self.r_squared,
"sensitivity_score": self.sensitivity_score,
}
class MSCISensitivityAnalyzer:
"""
Analyzes MSCI sensitivity to semantic perturbations.
RQ1: "Is MSCI sensitive to controlled semantic perturbations?"
H0: MSCI(baseline) = MSCI(perturbed)
H1: MSCI(baseline) > MSCI(perturbed)
"""
def __init__(self):
self.results: Dict[str, Any] = {}
def analyze_perturbation_gradient(
self,
baseline_scores: List[float],
perturbed_scores_by_level: Dict[float, List[float]],
) -> PerturbationGradient:
"""
Analyze MSCI response to perturbation gradient.
Args:
baseline_scores: MSCI scores for unperturbed samples
perturbed_scores_by_level: Dict mapping perturbation level (0-1) to MSCI scores
Returns:
PerturbationGradient with analysis results
"""
# Build perturbation levels
levels = [
PerturbationLevel(
level=0.0,
label="baseline",
msci_scores=baseline_scores,
)
]
for level, scores in sorted(perturbed_scores_by_level.items()):
levels.append(
PerturbationLevel(
level=level,
label=f"{int(level * 100)}% perturbation",
msci_scores=scores,
)
)
# Check monotonicity (MSCI should decrease as perturbation increases)
means = [l.mean_msci for l in levels]
is_monotonic = all(means[i] >= means[i + 1] for i in range(len(means) - 1))
# Compute Spearman correlation between perturbation level and MSCI
all_levels = []
all_scores = []
for level in levels:
for score in level.msci_scores:
all_levels.append(level.level)
all_scores.append(score)
if len(all_scores) >= 3:
spearman_result = stats.spearmanr(all_levels, all_scores)
spearman_rho = spearman_result.correlation
spearman_p = spearman_result.pvalue
# Linear regression for slope
slope, intercept, r_value, p_value, std_err = stats.linregress(
all_levels, all_scores
)
r_squared = r_value ** 2
else:
spearman_rho = 0.0
spearman_p = 1.0
slope = 0.0
r_squared = 0.0
# Sensitivity score: combination of correlation strength and monotonicity
sensitivity = 0.0
if spearman_rho < 0: # Negative correlation expected
sensitivity = abs(spearman_rho)
if not is_monotonic:
sensitivity *= 0.5 # Penalty for non-monotonicity
return PerturbationGradient(
levels=levels,
is_monotonic=is_monotonic,
spearman_correlation=spearman_rho,
spearman_p=spearman_p,
linear_slope=slope,
r_squared=r_squared,
sensitivity_score=sensitivity,
)
def paired_sensitivity_test(
self,
baseline_scores: List[float],
perturbed_scores: List[float],
alpha: float = 0.05,
) -> Dict[str, Any]:
"""
Perform paired t-test for sensitivity.
Tests H0: MSCI(baseline) = MSCI(perturbed)
vs H1: MSCI(baseline) > MSCI(perturbed)
Args:
baseline_scores: MSCI scores for baseline (same prompts)
perturbed_scores: MSCI scores for perturbed (same prompts)
alpha: Significance level
Returns:
Dictionary with test results
"""
from src.experiments.statistical_analysis import paired_ttest, compute_effect_size
if len(baseline_scores) != len(perturbed_scores):
raise ValueError("Baseline and perturbed must have same length for paired test")
# One-sided t-test (baseline > perturbed)
result = paired_ttest(
baseline_scores,
perturbed_scores,
alpha=alpha,
alternative="greater",
)
# Effect size
effect_size = compute_effect_size(baseline_scores, perturbed_scores, paired=True)
# Descriptive stats
baseline_mean = np.mean(baseline_scores)
perturbed_mean = np.mean(perturbed_scores)
mean_drop = baseline_mean - perturbed_mean
percent_drop = (mean_drop / baseline_mean * 100) if baseline_mean > 0 else 0
return {
"test": "paired_t_test_one_sided",
"hypothesis": "H1: MSCI(baseline) > MSCI(perturbed)",
"n": len(baseline_scores),
"baseline_mean": baseline_mean,
"perturbed_mean": perturbed_mean,
"mean_drop": mean_drop,
"percent_drop": percent_drop,
"t_statistic": result.statistic,
"p_value": result.p_value,
"effect_size_d": effect_size,
"significant": result.significant,
"interpretation": self._interpret_sensitivity(
result.significant, effect_size, percent_drop
),
}
def _interpret_sensitivity(
self,
significant: bool,
effect_size: float,
percent_drop: float,
) -> str:
"""Generate interpretation of sensitivity test."""
if not significant:
return "MSCI is NOT significantly sensitive to this perturbation (H0 not rejected)"
if effect_size > 0.8:
strength = "highly"
elif effect_size > 0.5:
strength = "moderately"
else:
strength = "weakly"
return (
f"MSCI is {strength} sensitive to perturbation "
f"(d={effect_size:.2f}, {percent_drop:.1f}% drop)"
)
def analyze_from_experiment_results(
self,
results_path: Path,
) -> Dict[str, Any]:
"""
Analyze sensitivity from experiment results JSON.
Args:
results_path: Path to experiment_results.json
Returns:
Sensitivity analysis results
"""
with Path(results_path).open("r", encoding="utf-8") as f:
data = json.load(f)
# Extract MSCI scores by condition
raw_results = data.get("raw_results", [])
scores_by_condition: Dict[str, List[float]] = {}
for result in raw_results:
if not result.get("success"):
continue
condition = result.get("condition", "")
msci = result.get("scores", {}).get("msci")
if msci is not None and condition:
if condition not in scores_by_condition:
scores_by_condition[condition] = []
scores_by_condition[condition].append(msci)
# Analyze perturbations
analyses = {}
# Find baseline conditions
baseline_conditions = [c for c in scores_by_condition if "baseline" in c]
for baseline_cond in baseline_conditions:
mode = baseline_cond.replace("_baseline", "")
baseline_scores = scores_by_condition[baseline_cond]
# Find corresponding perturbation conditions
for cond, scores in scores_by_condition.items():
if cond == baseline_cond:
continue
if not cond.startswith(mode):
continue
# Perform sensitivity test
n = min(len(baseline_scores), len(scores))
if n >= 3:
test_result = self.paired_sensitivity_test(
baseline_scores[:n], scores[:n]
)
analyses[f"{baseline_cond}_vs_{cond}"] = test_result
return {
"source": str(results_path),
"conditions_analyzed": list(scores_by_condition.keys()),
"sensitivity_tests": analyses,
"summary": self._summarize_sensitivity(analyses),
}
def _summarize_sensitivity(self, analyses: Dict[str, Dict]) -> Dict[str, Any]:
"""Summarize sensitivity results."""
if not analyses:
return {"conclusion": "No sensitivity tests performed"}
n_significant = sum(1 for a in analyses.values() if a.get("significant"))
n_total = len(analyses)
avg_effect = np.mean([
a.get("effect_size_d", 0) for a in analyses.values()
])
avg_drop = np.mean([
a.get("percent_drop", 0) for a in analyses.values()
])
if n_significant == n_total and avg_effect > 0.5:
verdict = "STRONG SENSITIVITY: MSCI reliably detects perturbations"
elif n_significant > n_total / 2:
verdict = "MODERATE SENSITIVITY: MSCI detects most perturbations"
elif n_significant > 0:
verdict = "WEAK SENSITIVITY: MSCI detects some perturbations"
else:
verdict = "NO SENSITIVITY: MSCI fails to detect perturbations"
return {
"n_tests": n_total,
"n_significant": n_significant,
"sensitivity_rate": n_significant / n_total if n_total > 0 else 0,
"average_effect_size": avg_effect,
"average_percent_drop": avg_drop,
"verdict": verdict,
}
def generate_report(
self,
gradient_result: Optional[PerturbationGradient] = None,
sensitivity_tests: Optional[Dict[str, Dict]] = None,
output_path: Optional[Path] = None,
) -> Dict[str, Any]:
"""
Generate comprehensive sensitivity report.
Args:
gradient_result: Optional perturbation gradient analysis
sensitivity_tests: Optional dict of sensitivity test results
output_path: Optional path to save report
Returns:
Complete sensitivity report
"""
report = {
"analysis_type": "MSCI Sensitivity Analysis",
"research_question": "RQ1: Is MSCI sensitive to controlled semantic perturbations?",
"hypothesis": {
"H0": "MSCI(baseline) = MSCI(perturbed)",
"H1": "MSCI(baseline) > MSCI(perturbed)",
},
}
if gradient_result:
report["gradient_analysis"] = gradient_result.to_dict()
report["gradient_verdict"] = (
"PASS: MSCI shows monotonic decrease with perturbation"
if gradient_result.is_monotonic and gradient_result.sensitivity_score > 0.5
else "FAIL: MSCI does not reliably track perturbation level"
)
if sensitivity_tests:
report["sensitivity_tests"] = sensitivity_tests
report["summary"] = self._summarize_sensitivity(sensitivity_tests)
# Overall RQ1 verdict
verdicts = []
if gradient_result:
verdicts.append(gradient_result.sensitivity_score > 0.5)
if sensitivity_tests:
summary = report.get("summary", {})
verdicts.append(summary.get("sensitivity_rate", 0) > 0.5)
if verdicts:
report["rq1_verdict"] = (
"SUPPORTED: MSCI is sensitive to semantic perturbations"
if all(verdicts)
else "PARTIALLY SUPPORTED: Mixed sensitivity results"
if any(verdicts)
else "NOT SUPPORTED: MSCI is not reliably sensitive"
)
if output_path:
output_path = Path(output_path)
output_path.parent.mkdir(parents=True, exist_ok=True)
with output_path.open("w", encoding="utf-8") as f:
json.dump(report, f, indent=2, ensure_ascii=False)
return report
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