arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2302.05005cs.LGcs.PF
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在线平台预算约束下的近优实验设计

Near-Optimal Experimental Design Under the Budget Constraint in Online Platforms

Peking University(北京大学);Purdue University(普渡大学);Zhejiang University(浙江大学);Tencent Technology (Shenzhen) Co., Ltd.(腾讯科技(深圳)有限公司)

Yongkang Guo, Yuan Yuan, Jinshan Zhang, Yuqing Kong, Zhihua Zhu, Zheng Cai

摘要:

A/B测试或受控实验是在在线平台上因果比较算法性能的金标准方法。然而,传统的伯努利随机化在A/B测试面临着许多挑战,如溢出和结转效应。我们的研究重点是另一个挑战,特别是对于双边平台上的A/B测试-预算限制。双边平台上的买家通常预算有限,传统的A/B测试可能无法应用,部分原因是两种分配算法可能会冲突,如果同时实施,可能会导致一些买家超出预算。我们开发了一个模型来描述买家预算有限的双边平台。然后,我们提供了一个最佳的实验设计,保证小偏差和最小方差。当有更多的预算和更高的供求率时,偏差更低。我们在合成数据和真实数据上测试了我们的实验设计,验证了理论结果,并显示了我们与Bernoulli随机化相比的优势。

英文摘要:

A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as spillover and carryover effects. Our study focuses on another challenge, especially for A/B testing on two-sided platforms -- budget constraints. Buyers on two-sided platforms often have limited budgets, where the conventional A/B testing may be infeasible to be applied, partly because two variants of allocation algorithms may conflict and lead some buyers to exceed their budgets if they are implemented simultaneously. We develop a model to describe two-sided platforms where buyers have limited budgets. We then provide an optimal experimental design that guarantees small bias and minimum variance. Bias is lower when there is more budget and a higher supply-demand rate. We test our experimental design on both synthetic data and real-world data, which verifies the theoretical results and shows our advantage compared to Bernoulli randomization.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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