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It is common in the internet industry to use offline-developed algorithms to power online products that contribute to the success of a business. Offline-developed algorithms are guided by offline evaluation metrics, which are often…
Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…
E-commerce businesses employ recommender models to assist in identifying a personalized set of products for each visitor. To accurately assess the recommendations' influence on customer clicks and buys, three target areas -- customer…
Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…
Machine learning systems increasingly depend on pipelines of multiple algorithms to provide high quality and well structured predictions. This paper argues interaction effects between clustering and prediction (e.g. classification,…
Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…
Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…
Problem definition: Mining for heterogeneous responses to an intervention is a crucial step for data-driven operations, for instance to personalize treatment or pricing. We investigate how to estimate price sensitivity from…
Offline evaluation plays a central role in benchmarking recommender systems when online testing is impractical or risky. However, it is susceptible to two key sources of bias: exposure bias, where users only interact with items they are…
Inferring treatment effects on a survival time outcome based on data from an observational study is challenging due to the presence of censoring and possible confounding. An additional challenge occurs when a unit's treatment affects the…
Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market data provide average price trajectories which are…
Online experiments are a fundamental component of the development of web-facing products. Given their large user-bases, even small product improvements can have a large impact on user engagement or profits on an absolute scale. As a result,…
Conditioning on variables affected by treatment can induce post-treatment bias when estimating causal effects. Although this suggests that researchers should measure potential moderators before administering the treatment in an experiment,…
This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the…
Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…
Many online marketplaces personalize prices based on consumer attributes. Since these prices are private, consumers may be unaware that they have spent more on a good than the lowest possible price, and cannot easily take action to pay…
Most of the work in the auction design literature assumes that bidders behave rationally based on the information available for every individual auction, and the revelation principle enables designers to restrict their efforts to incentive…
Estimating heterogeneous treatment effects is central to data-driven decision-making, yet industrial applications often face a fundamental tension between limited randomized controlled trial (RCT) budgets and abundant but biased…
Major online platforms today can be thought of as two-sided markets with producers and customers of goods and services. There have been concerns that over-emphasis on customer satisfaction by the platforms may affect the well-being of the…
Online media platforms often need to measure how frequently users are exposed to specific content attributes in order to evaluate trade-offs in A/B experiments. A direct approach is to sample content, label it using a high-quality rubric…