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:过去十年中,技术行业采用在线随机对照试验(即A/B测试)来指导产品开发和做出商业决策。在实践中,A/B测试通常会采用逐步分配的方法实施:新治疗方法通过一系列随机试验逐步释放给越来越多的测试单位。在诸如社交网络环境或二元在线市场等场景中,测试单位之间可能存在干扰,这可能会损害简单推断程序的有效性。在这项工作中,我们介绍了一种广泛适用的程序,用于检测带有逐步分配的A/B测试中的干扰。我们的程序可以在现有的A/B测试平台上实现,它没有预先假定特定的干扰机制。特别地,我们介绍了两种置换检验方法,它们在不同的假设下是有效的。首先,我们介绍了一种不需要任何附加假设的基本统计检测方法。其次,我们介绍了一种在固定时间效应假设下有效的测试程序。这种测试程序具有非常低的计算复杂度,功能强大,并且已在该行业实施了一个启发式算法。我们通过对合成数据进行模拟来展示所提出的测试程序的性能。最后,我们讨论了LinkedIn的一种应用,其中使用本文中提出的方法在其所有市场试验中实施筛选步骤,以检测潜在的干扰问题。