Jeffrey Wong

Jeffrey Wong, Eskil Forsell, Randall Lewis et al.

Linear models are used in online decision making, such as in machine learning, policy algorithms, and experimentation platforms. Many engineering systems that use linear models achieve computational efficiency through distributed systems and expert configuration. While there are strengths to this approach, it is still difficult to have an environment that enables researchers to interactively iterate and explore data and models, as well as leverage analytics solutions from the open source community. Consequently, innovation can be blocked. Conditionally sufficient statistics is a unified data compression and estimation strategy that is useful for the model development process, as well as the engineering deployment process. The strategy estimates linear models from compressed data without loss on the estimated parameters and their covariances, even when errors are autocorrelated within clusters of observations. Additionally, the compression preserves almost all interactions with the the original data, unlocking better productivity for both researchers and engineering systems.

Zack Dewis, Apratim Sen, Jeffrey Wong et al.

This paper utilizes statistical data from various open datasets in Calgary to to uncover patterns and insights for community crimes, disorders, and traffic incidents. Community attributes like demographics, housing, and pet registration were collected and analyzed through geospatial visualization and correlation analysis. Strongly correlated features were identified using the chi-square test, and predictive models were built using association rule mining and machine learning algorithms. The findings suggest that crime rates are closely linked to factors such as population density, while pet registration has a smaller impact. This study offers valuable insights for city managers to enhance community safety strategies.

Jeffrey C. Wong

We introduce computational causal inference as an interdisciplinary field across causal inference, algorithms design and numerical computing. The field aims to develop software specializing in causal inference that can analyze massive datasets with a variety of causal effects, in a performant, general, and robust way. The focus on software improves research agility, and enables causal inference to be easily integrated into large engineering systems. In particular, we use computational causal inference to deepen the relationship between causal inference, online experimentation, and algorithmic decision making. This paper describes the new field, the demand, opportunities for scalability, open challenges, and begins the discussion for how the community can unite to solve challenges for scaling causal inference and decision making.

Nikos Diamantopoulos, Jeffrey Wong, David Issa Mattos et al.

Netflix is an internet entertainment service that routinely employs experimentation to guide strategy around product innovations. As Netflix grew, it had the opportunity to explore increasingly specialized improvements to its service, which generated demand for deeper analyses supported by richer metrics and powered by more diverse statistical methodologies. To facilitate this, and more fully harness the skill sets of both engineering and data science, Netflix engineers created a science-centric experimentation platform that leverages the expertise of data scientists from a wide range of backgrounds by allowing them to make direct code contributions in the languages used by scientists (Python and R). Moreover, the same code that runs in production is able to be run locally, making it straightforward to explore and graduate both metrics and causal inference methodologies directly into production services. In this paper, we utilize a case-study research method to provide two main contributions. Firstly, we report on the architecture of this platform, with a special emphasis on its novel aspects: how it supports science-centric end-to-end workflows without compromising engineering requirements. Secondly, we describe its approach to causal inference, which leverages the potential outcomes conceptual framework to provide a unified abstraction layer for arbitrary statistical models and methodologies.