arXiv:2504.03753cs.LGstat.ME2025-04

提出首个可同时建模多重因果效应的深度单调框架,提升激励策略效果评估精度。

MMCE: A Framework for Deep Monotonic Modeling of Multiple Causal Effects

  • 基于观测数据构建深度单调模型,同步捕捉多类激励的因果效应
  • 在非理想分布下准确率显著提升,实测优化策略效果更优
  • 适用于无随机实验数据的商业场景,为营销资源分配提供可靠依据

当需通过金钱激励改变个体行为(如提升骑手订单量或消费者购买量)时,通常采用两阶段框架:第一阶段获取个体价格响应曲线,第二阶段将业务目标与资源约束建模为优化问题。第一阶段至关重要,其回答激励能带来多少增量效果,是第二阶段的基础。传统因果建模在仅有观测数据时面临挑战,且多数场景需同时分析多重因果效应。本文提出一种新框架MMCE,可在无随机对照试验(RCT)数据情况下,同时建模多个因果效应,并显著提升在异常分布下的建模精度。研究总结三种先验知识,证明认知测试定性评估的必要性与可行性,创新性地界定观测数据作为评估数据集的适用条件。离线分析与线上实验均验证了该方法的有效性,显著提升了真实营销活动中资源配置策略的效果。

原文摘要 · Abstract (English)

When we plan to use money as an incentive to change the behavior of a person (such as making riders to deliver more orders or making consumers to buy more items), the common approach of this problem is to adopt a two-stage framework in order to maximize ROI under cost constraints. In the first stage, the individual price response curve is obtained. In the second stage, business goals and resource constraints are formally expressed and modeled as an optimization problem. The first stage is very critical. It can answer a very important question. This question is how much incremental results can incentives bring, which is the basis of the second stage. Usually, the causal modeling is used to obtain the curve. In the case of only observational data, causal modeling and evaluation are very challenging. In some business scenarios, multiple causal effects need to be obtained at the same time. This paper proposes a new observational data modeling and evaluation framework, which can simultaneously model multiple causal effects and greatly improve the modeling accuracy under some abnormal distributions. In the absence of RCT data, evaluation seems impossible. This paper summarizes three priors to illustrate the necessity and feasibility of qualitative evaluation of cognitive testing. At the same time, this paper innovatively proposes the conditions under which observational data can be considered as an evaluation dataset. Our approach is very groundbreaking. It is the first to propose a modeling framework that simultaneously obtains multiple causal effects. The offline analysis and online experimental results show the effectiveness of the results and significantly improve the effectiveness of the allocation strategies generated in real world marketing activities.

因果建模多效应分析营销优化

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