Deep Learning-Based Causal Inference for Large-Scale Combinatorial Experiments: Theory and Empirical Evidence

• 成果类型: Article
• 署名作者: Ye, Zikun; Zhang, Zhiqi; Zhang, Dennis J.; Zhang, Heng; Zhang, Renyu
• 署名单位: University of Washington; University of Washington Seattle; Washington University (WUSTL); Arizona State University; Arizona State University-Tempe; Chinese University of Hong Kong
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.2024.04625
• 发表日期: 2026
• 关键词: deep learning; double machine learning; Causal Inference; field experiments; experimentation on online platforms

摘要

Large-scale online platforms launch hundreds of randomized experiments (also known as A/B tests) every day to iterate their operations and marketing strategies. The combinations of these treatments are typically not exhaustively tested, which triggers an important question of both academic and practical interest. Without observing the outcomes of all treatment combinations, how does one estimate the causal effect of any treatment combination and identify the optimal treatment combination? We develop a novel framework combining deep learning and doubly robust estimation to estimate the causal effect of any treatment combination for each user on the platform when observing only a small subset of treatment combinations. Our proposed framework (called debiased deep learning (DeDL)) exploits Neyman orthogonality and combines interpretable and flexible structural layers in deep learning. We show theoretically that this framework yields efficient, consistent, and asymptotically normal estimators under mild assumptions, thus allowing for identifying the best treatment combination when observing only a few combinations. To empirically validate our method, we collaborated with a large-scale videosharing platform and implemented our framework for three experiments involving three treatments, where each combination of treatments is tested. When observing only a subset of treatment combinations, our DeDL approach significantly outperforms other benchmarks to accurately estimate and infer the average treatment effect of any treatment combination and to identify the optimal treatment combination.