论文标题

自适应实验,延迟二进制反馈

Adaptive Experimentation with Delayed Binary Feedback

论文作者

Wang, Zenan, Carrion, Carlos, Lin, Xiliang, Ji, Fuhua, Bao, Yongjun, Yan, Weipeng

论文摘要

进行实验,以实现重大延迟(例如,转换,添加到车事件等)的目标是具有挑战性的。尽管经典的“拆分样品测试”对于延迟反馈仍然有效,但实验将需要更长的时间才能完成,这也意味着由于其固定的分配时间表,将更多的资源用于绩效较差的策略。另外,“多军匪徒”等自适应方法能够有效降低实验成本。但是这些方法通常无法直接处理延迟的目标。本文提出了一种适合延迟二进制反馈目标的自适应实验解决方案,通过估算实际的潜在目标,然后根据估计值对变体进行实现和动态分配。实验表明,与其他各种方法相比,所提出的方法对于延迟反馈更有效,并且在不同的设置中具有鲁棒性。此外,我们描述了由该算法提供动力的实验产品。目前,该产品已部署在JD.com的在线实验平台中,JD.com是一家大型电子商务公司和数字广告的发布者。

Conducting experiments with objectives that take significant delays to materialize (e.g. conversions, add-to-cart events, etc.) is challenging. Although the classical "split sample testing" is still valid for the delayed feedback, the experiment will take longer to complete, which also means spending more resources on worse-performing strategies due to their fixed allocation schedules. Alternatively, adaptive approaches such as "multi-armed bandits" are able to effectively reduce the cost of experimentation. But these methods generally cannot handle delayed objectives directly out of the box. This paper presents an adaptive experimentation solution tailored for delayed binary feedback objectives by estimating the real underlying objectives before they materialize and dynamically allocating variants based on the estimates. Experiments show that the proposed method is more efficient for delayed feedback compared to various other approaches and is robust in different settings. In addition, we describe an experimentation product powered by this algorithm. This product is currently deployed in the online experimentation platform of JD.com, a large e-commerce company and a publisher of digital ads.

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