Zhenyu Zhao

Zhenyu Zhao, Yan He, Miao Chen

Online controlled experimentation is widely adopted for evaluating new features in the rapid development cycle for web products and mobile applications. Measurement of the overall experiment sample is a common practice to quantify the overall treatment effect. In order to understand why the treatment effect occurs in a certain way, segmentation becomes a valuable approach to a finer analysis of experiment results. This paper introduces a framework for creating and utilizing user behavioral segments in online experimentation. By using the data of user engagement with individual product components as input, this method defines segments that are closely related to the features being evaluated in the product development cycle. With a real-world example, we demonstrate that the analysis with such behavioral segments offered deep, actionable insights that successfully informed product decision-making.

Huigang Chen, Totte Harinen, Jeong-Yoon Lee et al.

CausalML is a Python implementation of algorithms related to causal inference and machine learning. Algorithms combining causal inference and machine learning have been a trending topic in recent years. This package tries to bridge the gap between theoretical work on methodology and practical applications by making a collection of methods in this field available in Python. This paper introduces the key concepts, scope, and use cases of this package.

Zhenyu Zhao, Radhika Anand, Mallory Wang

In machine learning applications for online product offerings and marketing strategies, there are often hundreds or thousands of features available to build such models. Feature selection is one essential method in such applications for multiple objectives: improving the prediction accuracy by eliminating irrelevant features, accelerating the model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnosis capability. However, selecting an optimal feature subset from a large feature space is considered as an NP-complete problem. The mRMR (Minimum Redundancy and Maximum Relevance) feature selection framework solves this problem by selecting the relevant features while controlling for the redundancy within the selected features. This paper describes the approach to extend, evaluate, and implement the mRMR feature selection methods for classification problem in a marketing machine learning platform at Uber that automates creation and deployment of targeting and personalization models at scale. This study first extends the existing mRMR methods by introducing a non-linear feature redundancy measure and a model-based feature relevance measure. Then an extensive empirical evaluation is performed for eight different feature selection methods, using one synthetic dataset and three real-world marketing datasets at Uber to cover different use cases. Based on the empirical results, the selected mRMR method is implemented in production for the marketing machine learning platform. A description of the production implementation is provided and an online experiment deployed through the platform is discussed.