论文标题
通过多个实验和多个结果进行有效的异质治疗效应估计
Efficient Heterogeneous Treatment Effect Estimation With Multiple Experiments and Multiple Outcomes
论文作者
论文摘要
学习异质治疗效果(HTE)是许多领域的重要问题。大多数现有方法都使用单个治疗组和单个结果指标来考虑设置。但是,在许多现实世界中,实验始终如一 - 例如,在互联网公司中,每天进行A/B测试,以衡量许多感兴趣的指标中潜在变化的影响。我们表明,即使一个分析师仅关心一个实验中的HTE,也可以通过共同分析所有数据来利用交叉实验和交叉结果指标相关性来大大提高精度。我们在张量分解框架中形式化了这个想法,并提出了一个简单且可扩展的模型,我们称之为低级或LR-LR-LERNER。合成和真实数据的实验表明,LR-学习者比独立的HTE估计更为精确。
Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments are run consistently - for example, in internet companies, A/B tests are run every day to measure the impacts of potential changes across many different metrics of interest. We show that even if an analyst cares only about the HTEs in one experiment for one metric, precision can be improved greatly by analyzing all of the data together to take advantage of cross-experiment and cross-outcome metric correlations. We formalize this idea in a tensor factorization framework and propose a simple and scalable model which we refer to as the low rank or LR-learner. Experiments in both synthetic and real data suggest that the LR-learner can be much more precise than independent HTE estimation.