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在度量分析中应用德尔塔方法:一个具有新颖想法的实用指南

Applying the Delta method in metric analytics: A practical guide with novel ideas
课程网址: http://videolectures.net/kdd2018_lu_metric_analytics/  
主讲教师: Jiannan Lu
开课单位: 微软
开课时间: 2018-11-23
课程语种: 英语
中文简介:
在过去的十年里,信息技术行业采用了数据驱动的文化,依靠在线指标来衡量和监控业务绩效。在大数据的背景下,大多数此类指标大致遵循正态分布,为直接建模提供了潜在的机会,而无需额外的模型假设,并通过使用分布式算法的闭式公式解决大数据问题,成本仅为bootstrap等基于模拟的程序的一小部分。然而,度量的某些属性,如其相应的数据生成过程和聚合级别,对构建可信的估计和推理过程提出了许多挑战。受大规模A/B测试的度量开发和分析的四个真实例子的启发,我们提供了一个实用指南,指导如何应用经典统计文献中最重要的工具之一Delta方法来应对上述挑战。我们强调了德尔塔方法在度量分析中的核心作用,强调了其经典和新颖的应用。
课程简介: During the last decade, the information technology industry has adopted a data-driven culture, relying on online metrics to measure and monitor business performance. Under the setting of big data, the majority of such metrics approximately follow normal distributions, opening up potential opportunities to model them directly without extra model assumptions and solve big data problems via closed-form formulas using distributed algorithms at a fraction of the cost of simulation-based procedures like bootstrap. However, certain attributes of the metrics, such as their corresponding data generating processes and aggregation levels, pose numerous challenges for constructing trustworthy estimation and inference procedures. Motivated by four real-life examples in metric development and analytics for large-scale A/B testing, we provide a practical guide to applying the Delta method, one of the most important tools from the classic statistics literature, to address the aforementioned challenges. We emphasize the central role of the Delta method in metric analytics by highlighting both its classic and novel applications.
关 键 词: 度量分析; 应用德尔塔方法; 新颖想法的实用指南; 大规模A/B测试; 数据驱动的文化; 基于模拟的程序
课程来源: 视频讲座网
数据采集: 2023-03-27:cyh
最后编审: 2023-03-27:cyh
阅读次数: 22