论文标题

折返实验的设计和分析

Design and Analysis of Switchback Experiments

论文作者

Bojinov, Iavor, Simchi-Levi, David, Zhao, Jinglong

论文摘要

换回实验,公司依次将实验单元暴露于随机治疗中,是技术领域中最普遍的设计之一,其应用程序从乘车平台到在线市场不等。尽管从业人员广泛采用了这项技术,但最佳设计的推导是难以捉摸的,阻碍了从业者,无法用足够的统计能力得出有效的因果关系。我们通过在关于结转效应顺序的一系列不同假设下得出最佳的折返实验设计来解决这一限制。我们将最佳的实验设计问题作为最小离散优化问题,确定最坏的对抗策略,建立结构性结果,并通过连续放松解决减少问题。对于在最佳设计下进行的换回实验,我们提供了两种进行推断的方法。第一个提供了确切的基于随机化的p值,第二个使用新的有限种群中心限制定理进行保守的假设检验并建立置信区间。当结转效应的顺序被弄清楚并提供数据驱动的程序以确定结转效应的顺序时,我们进一步提供了理论上的结果。我们进行了广泛的模拟,以研究结果的数值性能和经验特性,并以实践建议得出结论。

Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online marketplaces. Although practitioners have widely adopted this technique, the derivation of the optimal design has been elusive, hindering practitioners from drawing valid causal conclusions with enough statistical power. We address this limitation by deriving the optimal design of switchback experiments under a range of different assumptions on the order of the carryover effect -- the length of time a treatment persists in impacting the outcome. We cast the optimal experimental design problem as a minimax discrete optimization problem, identify the worst-case adversarial strategy, establish structural results, and solve the reduced problem via a continuous relaxation. For switchback experiments conducted under the optimal design, we provide two approaches for performing inference. The first provides exact randomization based p-values, and the second uses a new finite population central limit theorem to conduct conservative hypothesis tests and build confidence intervals. We further provide theoretical results when the order of the carryover effect is misspecified and provide a data-driven procedure to identify the order of the carryover effect. We conduct extensive simulations to study the numerical performance and empirical properties of our results, and conclude with practical suggestions.

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