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在线控制实验中的错误发现率控制的异质处理效果检测

False Discovery Rate Controlled Heterogeneous Treatment Effect Detection for Online Controlled Experiments
课程网址: http://videolectures.net/kdd2018_xie_false_heterogeneous/  
主讲教师: Yuxiang Xie
开课单位: 华盛顿大学
开课时间: 2018-11-23
课程语种: 英语
中文简介:
在线控制实验(又称a/B测试)已被许多互联网公司用作数据驱动决策的口头禅,这些决策涉及功能更改和产品发货。然而,系统地衡量每一个代码或功能更改如何影响数百万具有巨大异质性(例如国家、年龄、设备)的用户,仍然是一个巨大的挑战。许多公司最常用的A/B测试框架是基于平均治疗效果(ATE),它无法检测具有不同特征的用户的治疗效果的异质性。在本文中,我们提出了统计方法,该方法可以系统和准确地识别任何感兴趣的用户群体(例如移动设备类型、国家)的异质治疗效果(HTE),并确定哪些因素(例如年龄、性别)对A/B测试中治疗效果的异质性有贡献。通过将这些方法应用于模拟数据和真实世界实验数据,我们展示了它们如何在受控的低错误发现率(FDR)下稳健地工作,同时为我们提供了有关已识别用户组异质性的有用见解。我们已经基于这些方法部署了一个工具包,并使用它来衡量Snap的许多a/B测试的异构处理效果。
课程简介: Online controlled experiments (a.k.a. A/B testing) have been used as the mantra for data-driven decision making on feature changing and product shipping in many Internet companies. However, it is still a great challenge to systematically measure how every code or feature change impacts millions of users with great heterogeneity (e.g. countries, ages, devices). The most commonly used A/B testing framework in many companies is based on Average Treatment Effect (ATE), which cannot detect the heterogeneity of treatment effect on users with different characteristics. In this paper, we propose statistical methods that can systematically and accurately identify Heterogeneous Treatment Effect (HTE) of any user cohort of interest (e.g. mobile device type, country), and determine which factors (e.g. age, gender) of users contribute to the heterogeneity of the treatment effect in an A/B test. By applying these methods on both simulation data and real-world experimentation data, we show how they work robustly with controlled low False Discover Rate (FDR), and at the same time, provides us with useful insights about the heterogeneity of identified user groups. We have deployed a toolkit based on these methods, and have used it to measure the Heterogeneous Treatment Effect of many A/B tests at Snap.
关 键 词: 在线控制实验; 数据驱动决策; 治疗效果的异质性; 治疗效果的异质性
课程来源: 视频讲座网
数据采集: 2023-01-24:cyh
最后编审: 2023-01-24:cyh
阅读次数: 22