Live Session
Hall 406 D
Paper
21 Sep
 
14:00
SGT
Session 10: Reinforcement Learning
Add Session to Calendar 2023-09-21 02:00 pm 2023-09-21 03:20 pm Asia/Singapore Session 10: Reinforcement Learning Session 10: Reinforcement Learning is taking place on the RecSys Hub. Https://recsyshub.org
Research

Correcting for Interference in Experiments: A Case Study at Douyin

View on ACM Digital Library

Vivek Farias (MIT), Hao Li (Bytedance), Tianyi Peng (MIT), Xinyuyang Ren (Bytedance), Huawei Zhang (Bytedance) and Andrew Zheng (MIT)

View Paper PDFView Poster
Abstract

Interference is a ubiquitous problem in experiments conducted on two-sided content marketplaces, such as Douyin (China’s analog of TikTok). In many cases, creators are the natural unit of experimentation, but creators interfere with each other through competition for viewers’ limited time and attention. “Naive” estimators currently used in practice simply ignore the interference, but in doing so incur bias on the order of the treatment effect. We formalize the problem of inference in such experiments as one of policy evaluation. Off-policy estimators, while unbiased, are impractically high variance. We introduce a novel Monte-Carlo estimator, based on “Differences-in-Qs” (DQ) techniques, which achieves bias which is second-order in the treatment effect, while remaining sample-efficient to estimate. On the theoretical side, our contribution is to develop a generalized theory of Taylor expansions for policy evaluation, which extends DQ theory to all major MDP formulations. On the practical side, we implement our estimator on Douyin’s experimentation platform, and in the process develop DQ into a truly “plug-and-play” estimator for interference in real-world settings: one which provides robust, low-bias, low-variance treatment effect estimates; admits computationally cheap, asymptotically exact uncertainty quantification; and reduces MSE by 99\% compared to the best existing alternatives in our applications.

Join the Conversation

Head to Slido and select the paper's assigned session to join the live discussion.

Conference Agenda

View Full Agenda →
No items found.