Evaluating Online Ad Campaigns in a Pipeline: Causal Models at Scale

Rong Ge
Diane Lambert
Tim Hesterberg
Ori Gershony
Proceedings of ACM SIGKDD 2010, pp. 7-15
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Abstract

Display ads proliferate on the web, but are they effective? Or are
they irrelevant in light of all the other advertising that people see?
We describe a way to answer these questions, quickly and accurately,
without randomized experiments, surveys, focus groups or expert data analysts. Doubly robust estimation protects against the selection bias
that is inherent in observational data, and a nonparametric test that
is based on irrelevant outcomes provides further defense. Simulations
based on realistic scenarios show that the resulting estimates are
more robust to selection bias than traditional alternatives, such as
regression modeling or propensity scoring. Moreover, computations
are fast enough that all processing, from data retrieval through
estimation, testing, validation and report generation, proceeds in an
automated pipeline, without anyone needing to see the raw data.