In the past decade, the technology industry has adopted online randomized controlled experiments (a.k.a. A/B testing) to guide product development and make business decisions. In practice, A/B tests are often implemented with increasing treatment allocation: the new treatment is gradually released to an increasing number of units through a sequence of randomized experiments. In scenarios such as experimenting in a social network setting or in a bipartite online marketplace, interference among units may exist, which can harm the validity of simple inference procedures. In this work, we introduce a widely applicable procedure to test for interference in A/B testing with increasing allocation. Our procedure can be implemented on top of an existing A/B testing platform with a separate flow and does not require a priori a specific interference mechanism. In particular, we introduce two permutation tests that are valid under different assumptions. Firstly, we introduce a general statistical test for interference requiring no additional assumption. Secondly, we introduce a testing procedure that is valid under a time fixed effect assumption. The testing procedure is of very low computational complexity, it is powerful, and it formalizes a heuristic algorithm implemented already in industry. We demonstrate the performance of the proposed testing procedure through simulations on synthetic data. Finally, we discuss one application at LinkedIn, where a screening step is implemented to detect potential interference in all their marketplace experiments with the proposed methods in the paper.
翻译:在过去十年中,技术产业采用了在线随机控制实验(a.k.a.a.A/B测试)来指导产品开发并做出商业决定。在实践中,A/B测试往往在增加治疗分配的情况下进行:新的治疗通过一系列随机试验逐渐向越来越多的单位释放;在社会网络或双向在线市场试验等情况下,可能存在单位之间的干扰,这可能会损害简单推断程序的有效性。在这项工作中,我们采用广泛适用的程序测试A/B测试中的干扰,并增加分配。我们的程序可以在现有的A/B测试平台之外以单独流动的方式实施,而不需要事先的干预机制。特别是,我们采用两种不同的假设情况下有效的变换试验。首先,我们采用一般的干涉统计试验,不需要额外的假设。第二,我们采用一种在时间固定效果假设下有效的测试程序。测试程序非常低的计算复杂度,它很强大,而且它正式了在工业中已经实施的超常的算法。我们用一个模拟了在综合干预过程中进行的所有模拟,最后我们用一个模拟了它们可能采用的方法来测试。