Evaluating the Surrogate Index as a Decision-Making Tool Using 200 A/B Tests at Netflix

Fuente: arXiv
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Autores principales: Zhang, Vickie, Zhao, Michael, Dimakopoulou, and Maria, Le, Anh, Kallus, Nathan
Formato: Preprint
Publicado: 2023
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author Zhang, Vickie
Zhao, Michael
Dimakopoulou, and Maria
Le, Anh
Kallus, Nathan
author_facet Zhang, Vickie
Zhao, Michael
Dimakopoulou, and Maria
Le, Anh
Kallus, Nathan
contents Surrogate index approaches have recently become a popular method of estimating longer-term impact from shorter-term outcomes. In this paper, we leverage 1098 test arms from 200 A/B tests at Netflix to empirically investigate to what degree would decisions made using a surrogate index utilizing 14 days of data would align with those made using direct measurement of day 63 treatment effects. Focusing specifically on linear "auto-surrogate" models that utilize the shorter-term observations of the long-term outcome of interest, we find that the statistical inferences that we would draw from using the surrogate index are ~95% consistent with those from directly measuring the long-term treatment effect. Moreover, when we restrict ourselves to the set of tests that would be "launched" (i.e. positive and statistically significant) based on the 63-day directly measured treatment effects, we find that relying instead on the surrogate index achieves 79% and 65% recall.
format Preprint
id arxiv_https___arxiv_org_abs_2311_11922
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Evaluating the Surrogate Index as a Decision-Making Tool Using 200 A/B Tests at Netflix
Zhang, Vickie
Zhao, Michael
Dimakopoulou, and Maria
Le, Anh
Kallus, Nathan
Applications
Methodology
Surrogate index approaches have recently become a popular method of estimating longer-term impact from shorter-term outcomes. In this paper, we leverage 1098 test arms from 200 A/B tests at Netflix to empirically investigate to what degree would decisions made using a surrogate index utilizing 14 days of data would align with those made using direct measurement of day 63 treatment effects. Focusing specifically on linear "auto-surrogate" models that utilize the shorter-term observations of the long-term outcome of interest, we find that the statistical inferences that we would draw from using the surrogate index are ~95% consistent with those from directly measuring the long-term treatment effect. Moreover, when we restrict ourselves to the set of tests that would be "launched" (i.e. positive and statistically significant) based on the 63-day directly measured treatment effects, we find that relying instead on the surrogate index achieves 79% and 65% recall.
title Evaluating the Surrogate Index as a Decision-Making Tool Using 200 A/B Tests at Netflix
topic Applications
Methodology
url https://arxiv.org/abs/2311.11922