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This post considers a common design for an OCE where a user may be randomly assigned an arm on their first visit during the experiment, with assignment weights referring to the proportion that are randomly assigned to each arm. There are two common reasons assignment weights may change during an OCE.
Ever since Hippocrates founded his school of medicine in ancient Greece some 2,500 years ago, writes Hannah Fry in her book Hello World: Being Human in the Age of Algorithms , what has been fundamental to healthcare (as she calls it “the fight to keep us healthy”) was observation, experimentation and the analysis of data. Certainly not!
accounting for effects "orthogonal" to the randomization used in experimentation. For example in ads, experiments using cookies (users) as experimental units are not suited to capture the impact of a treatment on advertisers or publishers nor their reaction to it. To see this, imagine you want to study long-term effects in an A/B test.
Data analysis is a type of knowledgediscovery that gains insights from data and drives business decisions. Professional data analysts must have a wealth of business knowledge in order to know from the data what has happened and what is about to happen. For super rookies, the first task is to understand what data analysis is.
Unlike experimentation in some other areas, LSOS experiments present a surprising challenge to statisticians — even though we operate in the realm of “big data”, the statistical uncertainty in our experiments can be substantial. We must therefore maintain statistical rigor in quantifying experimental uncertainty.
Domino Lab supports both interactive and batch experimentation with all popular IDEs and notebooks (Jupyter, RStudio, SAS, Zeppelin, etc.). The openness of the Domino Data Science platform allows us to use any language, tool, and framework while providing reproducibility, compute elasticity, knowledgediscovery, and governance.
Despite a very large number of experimental units, the experiments conducted by LSOS cannot presume statistical significance of all effects they deem practically significant. The result is that experimenters can’t afford to be sloppy about quantifying uncertainty. At Google, we tend to refer to them as slices.
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