论文标题
通过影子价格减少市场干扰偏见
Reducing Marketplace Interference Bias Via Shadow Prices
论文作者
论文摘要
在更改平台的设计或操作时,市场公司在很大程度上依赖实验。实验的主力是随机对照试验(RCT)或A/B测试,其中用户被随机分配到治疗或对照组。但是,市场干扰会导致稳定的单位治疗价值假设(SUTVA)受到侵犯,从而导致标准RCT指标的偏见。在这项工作中,我们建议平台运行标准RCT的技术,尽管存在市场干扰,但仍获得有意义的估计。我们特别考虑了广义匹配设置,在该设置中,平台通过线性编程算法将供应与需求明确匹配。我们的第一个建议是使平台通过优化估算全球治疗和全球控制的价值。我们证明这种方法在流体极限内是公正的。我们的第二个建议是比较治疗和对照组的平均阴影价格,而不是每个组所产生的总价值。我们证明,即使在有限大小的系统中,该技术也对应于感兴趣的价值函数的正确的一阶近似(在泰勒级数中)。然后,我们使用此结果来证明,在合理的假设下,我们的估计器比RCT估计器的偏差较小。我们结果的核心是,在匹配驱动的市场中对干扰建模相对容易,因为在这样的市场中,该平台会介导溢出物。
Marketplace companies rely heavily on experimentation when making changes to the design or operation of their platforms. The workhorse of experimentation is the randomized controlled trial (RCT), or A/B test, in which users are randomly assigned to treatment or control groups. However, marketplace interference causes the Stable Unit Treatment Value Assumption (SUTVA) to be violated, leading to bias in the standard RCT metric. In this work, we propose techniques for platforms to run standard RCTs and still obtain meaningful estimates despite the presence of marketplace interference. We specifically consider a generalized matching setting, in which the platform explicitly matches supply with demand via a linear programming algorithm. Our first proposal is for the platform to estimate the value of global treatment and global control via optimization. We prove that this approach is unbiased in the fluid limit. Our second proposal is to compare the average shadow price of the treatment and control groups rather than the total value accrued by each group. We prove that this technique corresponds to the correct first-order approximation (in a Taylor series sense) of the value function of interest even in a finite-size system. We then use this result to prove that, under reasonable assumptions, our estimator is less biased than the RCT estimator. At the heart of our result is the idea that it is relatively easy to model interference in matching-driven marketplaces since, in such markets, the platform mediates the spillover.