Research map / Probabilistic and scientific modeling / Treatment effects
On Online Experimentation without Device Identifiers
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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
- On Erdos-Renyi synthetic graphs HIFIVE yields near-unbiased GATE estimates while Poly, ReFeX, PERC and DM are highly biased under interference.
- On the AirBnB simulator HIFIVE performs comparably to the oracle-graph exposure (EXP) model in bias and MSE without access to the true graph.
- On power plant emissions data HIFIVE gives estimates similar to EXP and ReFeX without exact neighbourhood information.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use HIFIVE instead of standard estimators | GATE estimation on synthetic Erdős–Rényi graphs · Synthetic Erdős–Rényi graphs, linear and nonlinear outcomes | relative bias | Helped |
| Increase interference strength | HIFIVE and baseline estimators · Synthetic Erdős–Rényi graphs | relative bias | Mixed |
| Increase population size | HIFIVE · Synthetic Erdős–Rényi graphs | variance | Helped |
| Increase treatment probability toward 0.5 | HIFIVE · Synthetic Erdős–Rényi graphs | variance | Helped |
| Use HIFIVE instead of the difference-in-means estimator | GATE estimation · AirBnB simulation | absolute relative bias | Helped |
| Use HIFIVE with uncertain neighborhoods rather than the oracle exposure model | GATE estimation · AirBnB simulation | relative RMSE | No clear effect |
| Add extraneous neighbors while retaining a superset of true neighbors | HIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulation | absolute relative bias | No clear effect |
| Increase the number of extraneous neighbors | HIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulation | uncertainty in estimation | Hurt |
| Omit pertinent neighbors from the assumed neighborhood | HIFIVE · Synthetic Erdős–Rényi graphs and AirBnB simulation | absolute relative bias | Hurt |
| Use HIFIVE rather than methods requiring exact neighborhoods | GATE estimation of power-plant pollution controls · Power-plant emissions data | concentration change | No clear effect |
Surprising findings
- Bias decreases but variance increases as the assumed neighbourhood superset grows, so larger neighbourhoods trade bias for uncertainty.
Limitations
- Variance of the estimate grows with the size of the assumed neighbourhoods.
- Identifiability does not hold when the assumed neighbourhood is a strict subset of true neighbours.
- Relies on a superset assumption on device neighbourhoods and on exposure-model assumptions that the AirBnB experiment shows can be violated.
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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