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On Online Experimentation without Device Identifiers

ICML 2024 · Probabilistic and scientific modeling › Treatment effects · approach: Latent-variable causal inference

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Proposes HIFIVE, a variational latent-variable method that estimates global average treatment effects in online A/B tests when device identifiers are missing, using only a superset of each user's devices.

Problem

Estimating global average treatment effects in randomized experiments when users' devices cannot be linked, so device-level outcomes suffer interference from other devices of the same user and the device graph is uncertain.

Approach

Treats the true exposure (based on the unknown device-user graph) as a latent variable observed only through a noisy exposure computed from a superset of neighbours, and fits a variational importance-weighted model with neural-network outcome functions; proves identifiability of the conditional mean via noisy-regression results.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use HIFIVE instead of standard estimatorsGATE estimation on synthetic Erdős–Rényi graphs · Synthetic Erdős–Rényi graphs, linear and nonlinear outcomesrelative biasHelped
Increase interference strengthHIFIVE and baseline estimators · Synthetic Erdős–Rényi graphsrelative biasMixed
Increase population sizeHIFIVE · Synthetic Erdős–Rényi graphsvarianceHelped
Increase treatment probability toward 0.5HIFIVE · Synthetic Erdős–Rényi graphsvarianceHelped
Use HIFIVE instead of the difference-in-means estimatorGATE estimation · AirBnB simulationabsolute relative biasHelped
Use HIFIVE with uncertain neighborhoods rather than the oracle exposure modelGATE estimation · AirBnB simulationrelative RMSENo clear effect
Add extraneous neighbors while retaining a superset of true neighborsHIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulationabsolute relative biasNo clear effect
Increase the number of extraneous neighborsHIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulationuncertainty in estimationHurt
Omit pertinent neighbors from the assumed neighborhoodHIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulationabsolute relative biasHurt
Use HIFIVE rather than methods requiring exact neighborhoodsGATE estimation of power-plant pollution controls · Power-plant emissions dataconcentration changeNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Erdos-Renyi graphs AirBnB simulator US power plant emissions observational dataset (Papadogeorgou et al.)

Benchmarks: synthetic Erdos-Renyi networks AirBnB simulator power plant emissions data

Metrics: relative bias relative RMSE variance

Baselines: difference-in-means (SUTVA) estimator Horvitz-Thompson estimator polynomial regression ReFeX PERC/DWR EXP exposure model

Builds on: exposure mapping importance weighted autoencoder DReG estimator Horvitz-Thompson estimator

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