Online activity prediction via generalized Indian buffet process models
Abstract
Online A/B experiments generate millions of user-activity records each day, yet experimenters need timely forecasts to guide roll-outs and safeguard user experience. Motivated by the problem of activity prediction for A/B tests at Amazon, we introduce a Bayesian nonparametric model for predicting both first-time and repeat triggers in web experiments. The model is based on the stable beta-scaled process prior, which allows for capturing heavy-tailed behaviour without strict parametric assumptions. All posterior and predictive quantities are available in closed form, allowing for fast inference even on large-scale datasets. Simulation studies and a retrospective analysis of 1,774 production experiments show improved accuracy in forecasting new users and total triggers compared with state-of-the-art competitors, especially when only a few pilot days are observed. The framework enables shorter tests while preserving calibrated uncertainty estimates. Although motivated by Amazon's experimentation platform, the method extends to other applications that require rapid, distribution-free prediction of sparse count processes.
Cite
@article{arxiv.2505.19643,
title = {Online activity prediction via generalized Indian buffet process models},
author = {Mario Beraha and Lorenzo Masoero and Stefano Favaro and Thomas S. Richardson},
journal= {arXiv preprint arXiv:2505.19643},
year = {2025}
}
Comments
This paper supersedes the two technical reports by the same authors arXiv:2401.14722 and arXiv:2402.03231