Related papers: Experimentation Platforms Meet Reinforcement Learn…
Online experiments in internet systems, also known as A/B tests, are used for a wide range of system tuning problems, such as optimizing recommender system ranking policies and learning adaptive streaming controllers. Decision-makers…
Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
Bayesian experimental design (BED) has been used as a method for conducting efficient experiments based on Bayesian inference. The existing methods, however, mostly focus on maximizing the expected information gain (EIG); the cost of…
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…
A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace…
Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…
Experimentation in online digital platforms is used to inform decision making. Specifically, the goal of many experiments is to optimize a metric of interest. Null hypothesis statistical testing can be ill-suited to this task, as it is…
AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…
A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…
Online controlled experiments (A/B tests) are fundamental to data-driven decision-making in the digital economy. However, their real-world application is frequently compromised by two critical shortcomings: the use of statistically flawed…
The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…
In this paper, we aim at solving a class of multiple testing problems under the Bayesian sequential decision framework. Our motivating application comes from binary labeling tasks in crowdsourcing, where the requestor needs to…
In practice, the parameters of control policies are often tuned manually. This is time-consuming and frustrating. Reinforcement learning is a promising alternative that aims to automate this process, yet often requires too many experiments…
Manufacturing advanced materials and products with a specific property or combination of properties is often warranted. To achieve that it is crucial to find out the optimum recipe or processing conditions that can generate the ideal…
Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
Controlled experiments (A/B tests or randomized field experiments) are the de facto standard to make data-driven decisions when implementing changes and observing customer responses. The methodology to analyze such experiments should be…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
This work investigates the sequential hypothesis testing problem with online sensor selection and sensor usage constraints. That is, in a sensor network, the fusion center sequentially acquires samples by selecting one "most informative"…