Abstract:Online experiments in ads, recommendation, and member-experience systems are often planned before the dominant interference mechanism is known. A treatment may propagate through budgets, inventory, producer exposure, graph spillovers, or temporal carryover, making the randomization design itself a statistical decision. We formulate this problem as robust design selection over uncertain exposure mechanisms. Given a finite catalog of six implementable designs, the selector compares each design by worst-case planning risk over an ambiguity set. The risk combines exposure bias, assignment-unit variance, minimum detectable effect, contamination or carryover, operational cost, and estimand mismatch. For theoretical justification, the paper develops a geometry-aware guarantee, stating that design bias is bounded by Wasserstein distance to the launch exposure distribution, and this penalty is minimax tight under Lipschitz exposure response. We also prove finite-catalog approximation and a robust selector theorem with excess-risk control, exact recovery under separation, and certified shortlists when the risk surface is flat. Empirically, the same selector gives different recommendations across samples from public datasets. It selects user-randomization on Criteo ads with dimensionless robust risk 1.295, switchbacks on Open Bandit-bts/men with risk 2.105, and cluster-randomization on KuaiRand with risk 2.240. The Open Bandit case stresses known but uneven logging support, with propensities from 0.00006 to 0.594 and a 5.17% IPS effective-sample share. Overall, the paper contributes an interference-aware experiment design framework based on mechanism-robust design decisions, where the output is either a justified design choice or an uncertainty shortlist.
| Subjects: | Machine Learning (stat.ML); Machine Learning (cs.LG) |
| Cite as: | arXiv:2605.25290 [stat.ML] |
| (or arXiv:2605.25290v1 [stat.ML] for this version) | |
| https://doi.org/10.48550/arXiv.2605.25290 arXiv-issued DOI via DataCite (pending registration) |
From: Prashant Shekhar [view email]
[v1]
Sun, 24 May 2026 23:11:35 UTC (2,538 KB)
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