论文标题

限制在线市场实验中测试对照干扰的偏见

Limiting Bias from Test-Control Interference in Online Marketplace Experiments

论文作者

Holtz, David, Aral, Sinan

论文摘要

在A/B测试中,典型的目标是衡量总平均治疗效果(TATE),如果对所有用户进行治疗,则可以衡量平均结果之间的差异,如果所有用户未经治疗,则可以衡量平均结果。但是,当控制单元的结果取决于治疗单位的结果时,简单的均值估计器将给出泰特泰特的偏差估计,这是我们称为测试对照干扰的问题。本文使用基于Airbnb的数据构建的模拟,考虑使用网络干扰文献中的方法用于在线市场实验。我们将市场建模为一个网络,如果他们的商品互相替代,则在两个卖家之间存在优势。然后,我们模拟了卖方的成果,特别考虑了“现状”上下文和“治疗”环境,迫使所有卖方降低价格。我们使用相同的仿真框架来近似通过使用阻止的图形群集随机化,曝光建模和均值差的Hajek估计器产生的泰特分布。我们发现,虽然阻塞图群集随机化将幼稚差异估计器的偏差降低了62%,但它也显着增加了估计量的方差。另一方面,使用更复杂的估计量会产生不同的结果。尽管有些提供(小)偏差和差异较小的额外减少,而另一些则导致偏见和方差增加。总体而言,我们的结果表明,来自网络实验文献的实验设计和分析技术是由于市场实验中的测试对照干扰而导致偏见的有希望的工具。

In an A/B test, the typical objective is to measure the total average treatment effect (TATE), which measures the difference between the average outcome if all users were treated and the average outcome if all users were untreated. However, a simple difference-in-means estimator will give a biased estimate of the TATE when outcomes of control units depend on the outcomes of treatment units, an issue we refer to as test-control interference. Using a simulation built on top of data from Airbnb, this paper considers the use of methods from the network interference literature for online marketplace experimentation. We model the marketplace as a network in which an edge exists between two sellers if their goods substitute for one another. We then simulate seller outcomes, specifically considering a "status quo" context and "treatment" context that forces all sellers to lower their prices. We use the same simulation framework to approximate TATE distributions produced by using blocked graph cluster randomization, exposure modeling, and the Hajek estimator for the difference in means. We find that while blocked graph cluster randomization reduces the bias of the naive difference-in-means estimator by as much as 62%, it also significantly increases the variance of the estimator. On the other hand, the use of more sophisticated estimators produces mixed results. While some provide (small) additional reductions in bias and small reductions in variance, others lead to increased bias and variance. Overall, our results suggest that experiment design and analysis techniques from the network experimentation literature are promising tools for reducing bias due to test-control interference in marketplace experiments.

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