论文标题
因果元介导分析:从许多随机实验的摘要统计数据推断剂量反应函数
Causal Meta-Mediation Analysis: Inferring Dose-Response Function From Summary Statistics of Many Randomized Experiments
论文作者
论文摘要
在互联网行业中,使用离线开发的算法为在线产品供电,这有助于企业成功。离线开发的算法以离线评估指标为指导,这些指标通常与在线业务关键绩效指标(KPI)不同。为了最大程度地提高业务KPI,在所有可用的离线评估指标中选择北极星很重要。通过指出可以通过在线评估指标(离线评估指标的在线评估指标)来衡量在线产品,我们将问题分为两个部分。随着离线A/B测试文献的第一部分:离线评估指标的反事实估计量,其移动方式与在线评估相同,我们重点关注第二部分:在线评估指标对商业KPI的因果效应。离线评估指标的北极星应该是在线同行引起KPI业务最重要的提升的标准。我们将在线评估指标建模为调解人,并以业务KPI为剂量响应功能(DRF)正式将其因果关系形式化。我们的新方法,因果元介导分析,利用许多现有的随机实验的汇总统计数据来识别,估计和测试介体DRF。它易于实施和扩展,并且在调解分析和荟萃分析的文献中具有许多优势。我们通过对真实数据的模拟和实施来证明其有效性。
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 different from online business key performance indicators (KPIs). To maximize business KPIs, it is important to pick a north star among all available offline evaluation metrics. By noting that online products can be measured by online evaluation metrics, the online counterparts of offline evaluation metrics, we decompose the problem into two parts. As the offline A/B test literature works out the first part: counterfactual estimators of offline evaluation metrics that move the same way as their online counterparts, we focus on the second part: causal effects of online evaluation metrics on business KPIs. The north star of offline evaluation metrics should be the one whose online counterpart causes the most significant lift in the business KPI. We model the online evaluation metric as a mediator and formalize its causality with the business KPI as dose-response function (DRF). Our novel approach, causal meta-mediation analysis, leverages summary statistics of many existing randomized experiments to identify, estimate, and test the mediator DRF. It is easy to implement and to scale up, and has many advantages over the literature of mediation analysis and meta-analysis. We demonstrate its effectiveness by simulation and implementation on real data.