Haystack 2019 - Addressing variance in AB tests: Interleaved evaluation of rankers - Erik Bernhardson

OpenSource Connections
OpenSource ConnectionsPrincipal, OpenSource Connections and Solr Consultant at OpenSource Connections
Addressing variance
in AB tests
Interleaved evaluation of rankers
Wikimedia
Search
Platform
● 300 languages
● 900 wikis
● 80% of search: 20 wikis
● 700M wiki pages indexed
● 1000+ autocomplete qps
● 700+ full text qps
● 6 clusters in 2 DCs
● Team of 5 engineers
Chapelle, Joachims, Radlinski, Yue 2012
http://olivier.chapelle.cc/pub/interleaving.pdf
Large Scale Validation
and Analysis of
Interleaved Search
Evaluation
Evaluation
of
Search
Quality
Public Domain, US Government
Offline
Evaluation
● Metrics on scale of result
set changes
● Golden Set / Expert
Judgements
● Simulated AB tests
Online Evaluation
Goals
● Blind to the user
● Robust to biases
unrelated to ranker
quality.
● Not substantially alter
the search experience
● Lead to clicks that reflect
user preference
Joachims 2003
Absolute
Metrics
● Clicks@N
● Max Clicked Position
● Clicks per query
● Time to First Click
● Session Abandonment
● Reformulations
● Zero Result Rate
● Interactions on clicked
pages
So, Variance?
How far a set of numbers are spread out from
their average value.
https://en.wikipedia.org/wiki/Variance
CC by SA 4.0, Zachary McCunePublic Domain, JRBrown
Maximum
Clicked
Position
60k per bucket
Maximum
Clicked
Position
850k per bucket
Null Test
3M per bucket
Why so much
Variance?
Haystack 2019 - Addressing variance in AB tests: Interleaved evaluation of rankers - Erik Bernhardson
Interleaving,
How Does it Work?
Balanced
Interleaving
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z v (B) v (B)
4 w u x (A) x (A)
w (A) u (B)
u (B) w (A)
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v
3 x z
4 w u
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z
4 w u
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z v (B) v (B)
4 w u
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z v (B) v (B)
4 w u x (A) x (A)
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z v (B) v (B)
4 w u x (A) x (A)
w (A) u (B)
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y v y (B) z (A)
3 x z v (B) v (B)
4 w u x (A) x (A)
w (A) u (B)
u (B) w (A)
k_a, k_b, I = 0, 0, []
A = ['a', 'b', 'c', 'd']
B = ['b', 'e', 'a', 'f']
A_first = random.choice((True, False))
while k_a < len(A) and k_b < len(B):
if k_a < k_b or (k_a == k_b and A_first):
if A[k_a] not in I:
I.append(A[k_a])
k_a += 1
else:
if B[k_b] not in I:
I.append(B[k_b])
k_b += 1
INPUT RANKING BALANCED
Rank A B A FIRST B FIRST
1 z y z (A) y (B)
2 y x y (B) z (A)
3 x w x (B) x (B)
4 w z w (B) w (B)
Not Always So Balanced
Team Draft
Interleaving
INPUT RANKING TEAM DRAFT
Rank A B BBA ABA AAA
1 z y y (B) z (A) z (A)
2 y v z (A) y (B) y (B)
3 x z v (B) v (B) x (A)
4 w u x (A) x (A) v (B)
w (A) w (A) w (A)
u (B) u (B) u (B)
INPUT RANKING TEAM DRAFT
Rank A B BBA ABA AAA
1 z y y (B) z (A) z (A)
2 y v z (A) y (B) y (B)
3 x z
4 w u
INPUT RANKING TEAM DRAFT
Rank A B BBA ABA AAA
1 z y y (B) z (A) z (A)
2 y v z (A) y (B) y (B)
3 x z v (B) v (B) x (A)
4 w u x (A) x (A) v (B)
INPUT RANKING TEAM DRAFT
Rank A B BBA ABA AAA
1 z y y (B) z (A) z (A)
2 y v z (A) y (B) y (B)
3 x z v (B) v (B) x (A)
4 w u x (A) x (A) v (B)
w (A) w (A) w (A)
u (B) u (B) u (B)
Use Team Draft?
Finding the Preference
Confidence Intervals
Bootstrapping 101
How much
less data?
● Yahoo: 20x - 400x
● Netflix: > 100x
● Wikipedia: 10x - 100x
Is it Accurate?
Fair Use, Netflixhttps://medium.com/netflix-techblog/interleaving-in-online-experiments-at-netflix-a04ee392ec55
Running Shorter
Tests
But not too short.
Implementation
Backend
● _msearch
● interleave
● Include “owner” in
response
Frontend
● Log clicks with owner of
clicked link
Analysis
● Choose win/tie on
per-search basis
● Choose win/tie on
per-session basis
● Bootstrap confidence
intervals
● Pretty graphs
Thank
You!
(Camel of knowledge)
1 of 42

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Haystack 2019 - Addressing variance in AB tests: Interleaved evaluation of rankers - Erik Bernhardson