Zhenyu Zhao

Zhenyu Zhao, Yexi Jiang

Effective feature selection is essential for optimizing contextual multi-armed bandits (CMABs) in large-scale online systems, where suboptimal features can degrade rewards, interpretability, and efficiency. Traditional feature selection often prioritizes outcome correlation, neglecting the crucial role of heterogeneous treatment effects (HTE) across arms in CMAB decision-making. This paper introduces two novel, model-free filter methods, Heterogeneous Incremental Effect (HIE) and Heterogeneous Distribution Divergence (HDD), specifically designed to identify features driving HTE. HIE quantifies a feature's value based on its ability to induce changes in the optimal arm, while HDD measures its impact on reward distribution divergence across arms. These methods are computationally efficient, robust to model mis-specification, and adaptable to various feature types, making them suitable for rapid screening in dynamic environments where retraining complex models is infeasible. We validate HIE and HDD on synthetic data with known ground truth and in a large-scale commercial recommender system, demonstrating their consistent ability to identify influential HTE features and thereby enhance CMAB performance.

Chen Zheng, Zhenyu Zhao

Online experiments (A/B tests) are widely regarded as the gold standard for evaluating recommender system variants and guiding launch decisions. However, a variety of biases can distort the results of the experiment and mislead decision-making. An underexplored but critical bias is algorithm adaptation effect. This bias arises from the flywheel dynamics among production models, user data, and training pipelines: new models are evaluated on user data whose distributions are shaped by the incumbent system or tested only in a small treatment group. As a result, the measured effect of a new product change in modeling and user experience in this constrained experimental setting can diverge substantially from its true impact in full deployment. In practice, the experiment results often favor the production variant with large traffic while underestimating the performance of the test variant with small traffic, which leads to missing opportunities to launch a true winning arm or underestimating the impact. This paper aims to raise awareness of algorithm adaptation bias, situate it within the broader landscape of RecSys evaluation biases, and motivate discussion of solutions that span experiment design, measurement, and adjustment. We detail the mechanisms of this bias, present empirical evidence from real-world experiments, and discuss potential methods for a more robust online evaluation.