数据共享让算法比较失真,该文揭示何时能准确选优。
Choosing the Better Bandit Algorithm under Data Sharing: When Do A/B Experiments Work?
- 用多臂赌博机建模数据共享下的算法对比
- 发现探索与利用权衡决定判断是否错误
- 提出通过升温实验检测误判风险
我们研究用于比较两个推荐算法性能的A/B实验。已有研究表明,在大规模推荐系统中,稳定单元处理值假设(SUTVA)通常不成立,导致全局处理效应(GTE)估计存在偏差。具体而言,处理组和对照组的用户行为数据共享并共同训练两个算法,引发两组间的干扰。本文在多臂赌博机框架下形式化该现象,理论刻画了在数据共享条件下,差异均值估计器的符号与真实GTE符号一致或矛盾的情形。分析表明,探索与利用的平衡是影响决策的关键因素,并提出基于升温实验的检测方法,可在实际中警示算法比较的错误结果。
原文摘要 · Abstract (English)
We study A/B experiments that are designed to compare the performance of two recommendation algorithms. Prior work has observed that the stable unit treatment value assumption (SUTVA) often does not hold in large-scale recommendation systems, and hence the estimate for the global treatment effect (GTE) is biased. Specifically, units under the treatment and control algorithms contribute to a shared pool of data that subsequently train both algorithms, resulting in interference between the two groups. In this paper, we investigate when such interference may affect our decision making on which algorithm is better. We formalize this insight under a multi-armed bandit framework and theoretically characterize when the sign of the difference-in-means estimator of the GTE under data sharing aligns with or contradicts the sign of the true GTE. Our analysis identifies the level of exploration versus exploitation as a key determinant of how data sharing impacts decision making, and we propose a detection procedure based on ramp-up experiments to signal incorrect algorithm comparison in practice.
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