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by HENNING HOHNHOLD, DEIRDRE O'BRIEN, and DIANE TANG In this post we discuss the challenges in measuring and modeling the long-term effect of ads on user behavior. Nevertheless, A/B testing has challenges and blind spots, such as: the difficulty of identifying suitable metrics that give "works well" a measurable meaning.
Working with highly imbalanced data can be problematic in several aspects: Distorted performance metrics — In a highly imbalanced dataset, say a binary dataset with a class ratio of 98:2, an algorithm that always predicts the majority class and completely ignores the minority class will still be 98% correct. Machine Learning, 57–78.
For this reason we don’t report uncertainty measures or statistical significance in the results of the simulation. Ramp-up solution: measure epoch and condition on its effect If one wants to do full traffic ramp-up and use data from all epochs, they must use an adjusted estimator to get an unbiased estimate of the average reward in each arm.
Posteriors are useful to understand the system, measure accuracy, and make better decisions. Methods like the Poisson bootstrap can help us measure the variability of $t$, but don’t give us posteriors either, particularly since good high-dimensional estimators aren’t unbiased.
but it generally relies on measuring the entropy in the change of predictions given a perturbation of a feature. Conference on KnowledgeDiscovery and DataMining, pp. The implementation of the attribute importance computation is based on Variable importance analysis (VIA). See Wei et al. Guestrin, C., Bahdanau, D.,
And an LSOS is awash in data, right? Well, it turns out that depending on what it cares to measure, an LSOS might not have enough data. The practical consequence of this is that we can’t afford to be sloppy about measuring statistical significance and confidence intervals.
And since the metric average is different in each hour of day, this is a source of variation in measuring the experimental effect. Let’s go back to our example of measuring the fraction of user sessions with purchase. Let $Y_i$ be the response measured on the $i$th user session.
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