LGMar 30, 2023Code
Practical Policy Optimization with Personalized ExperimentationMia Garrard, Hanson Wang, Ben Letham et al.
Many organizations measure treatment effects via an experimentation platform to evaluate the casual effect of product variations prior to full-scale deployment. However, standard experimentation platforms do not perform optimally for end user populations that exhibit heterogeneous treatment effects (HTEs). Here we present a personalized experimentation framework, Personalized Experiments (PEX), which optimizes treatment group assignment at the user level via HTE modeling and sequential decision policy optimization to optimize multiple short-term and long-term outcomes simultaneously. We describe an end-to-end workflow that has proven to be successful in practice and can be readily implemented using open-source software.
LGFeb 27, 2023
Scalable End-to-End ML Platforms: from AutoML to Self-serveIgor L. Markov, Pavlos A. Apostolopoulos, Mia R. Garrard et al.
ML platforms help enable intelligent data-driven applications and maintain them with limited engineering effort. Upon sufficiently broad adoption, such platforms reach economies of scale that bring greater component reuse while improving efficiency of system development and maintenance. For an end-to-end ML platform with broad adoption, scaling relies on pervasive ML automation and system integration to reach the quality we term self-serve that we define with ten requirements and six optional capabilities. With this in mind, we identify long-term goals for platform development, discuss related tradeoffs and future work. Our reasoning is illustrated on two commercially-deployed end-to-end ML platforms that host hundreds of real-time use cases -- one general-purpose and one specialized.
LGOct 14, 2021
Looper: An end-to-end ML platform for product decisionsIgor L. Markov, Hanson Wang, Nitya Kasturi et al.
Modern software systems and products increasingly rely on machine learning models to make data-driven decisions based on interactions with users, infrastructure and other systems. For broader adoption, this practice must (i) accommodate product engineers without ML backgrounds, (ii) support finegrain product-metric evaluation and (iii) optimize for product goals. To address shortcomings of prior platforms, we introduce general principles for and the architecture of an ML platform, Looper, with simple APIs for decision-making and feedback collection. Looper covers the end-to-end ML lifecycle from collecting training data and model training to deployment and inference, and extends support to personalization, causal evaluation with heterogenous treatment effects, and Bayesian tuning for product goals. During the 2021 production deployment Looper simultaneously hosted 440-1,000 ML models that made 4-6 million real-time decisions per second. We sum up experiences of platform adopters and describe their learning curve.
LGFeb 10, 2021
Personalization for Web-based Services using Offline Reinforcement LearningPavlos Athanasios Apostolopoulos, Zehui Wang, Hanson Wang et al.
Large-scale Web-based services present opportunities for improving UI policies based on observed user interactions. We address challenges of learning such policies through model-free offline Reinforcement Learning (RL) with off-policy training. Deployed in a production system for user authentication in a major social network, it significantly improves long-term objectives. We articulate practical challenges, compare several ML techniques, provide insights on training and evaluation of RL models, and discuss generalizations.