论文标题

检测分配增加的A/B测试中的干扰

Detecting Interference in A/B Testing with Increasing Allocation

论文作者

Han, Kevin, Li, Shuangning, Mao, Jialiang, Wu, Han

论文摘要

在过去的十年中,技术行业采用了在线随机对照实验(又称A/B测试)来指导产品开发并做出业务决策。实际上,经常通过增加的治疗分配来实施A/B测试:通过一系列随机实验,新处理逐渐释放到越来越多的单位。在诸如在社交网络环境或双方在线市场中进行试验之类的情况,可能会存在干扰,这可能会损害简单推理程序的有效性。在这项工作中,我们引入了一个广泛适用的程序,以测试随着分配的增加而在A/B测试中进行干扰。我们的过程可以在具有单独流动的现有A/B测试平台的顶部实现,并且不需要先验的特定干扰机制。特别是,我们介绍了两个在不同假设下有效的排列测试。首先,我们引入了一般统计检验,以进行干扰,不需要其他假设。其次,我们引入了一个测试程序,该过程在时间固定效应假设下有效。测试程序的计算复杂性非常低,功能强大,并且正式化了已经在行业中实施的启发式算法。我们通过模拟合成数据来证明提出的测试程序的性能。最后,我们在LinkedIn讨论了一个应用程序,其中实施了筛选步骤,以检测其所有市场实验中的潜在干扰,并通过论文中的拟议方法进行。

In the past decade, the technology industry has adopted online randomized controlled experiments (a.k.a. A/B testing) to guide product development and make business decisions. In practice, A/B tests are often implemented with increasing treatment allocation: the new treatment is gradually released to an increasing number of units through a sequence of randomized experiments. In scenarios such as experimenting in a social network setting or in a bipartite online marketplace, interference among units may exist, which can harm the validity of simple inference procedures. In this work, we introduce a widely applicable procedure to test for interference in A/B testing with increasing allocation. Our procedure can be implemented on top of an existing A/B testing platform with a separate flow and does not require a priori a specific interference mechanism. In particular, we introduce two permutation tests that are valid under different assumptions. Firstly, we introduce a general statistical test for interference requiring no additional assumption. Secondly, we introduce a testing procedure that is valid under a time fixed effect assumption. The testing procedure is of very low computational complexity, it is powerful, and it formalizes a heuristic algorithm implemented already in industry. We demonstrate the performance of the proposed testing procedure through simulations on synthetic data. Finally, we discuss one application at LinkedIn, where a screening step is implemented to detect potential interference in all their marketplace experiments with the proposed methods in the paper.

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