Qini Curve Estimation under Clustered Network Interference
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Abstract (arXiv)
Qini curves are a widely used tool for assessing treatment policies under allocation constraints as they visualize the incremental gain of a new treatment policy versus the cost of its implementation. Standard Qini curve estimation assumes no interference between units: that is, that treating one unit does not influence the outcome of any other unit. In many real-life applications such as public policy or marketing, however, the presence of interference is common. Ignoring interference in these scenarios can lead to systematically biased Qini curves that over- or under-estimate a treatment policy's cost-effectiveness. In this paper, we address the problem of Qini curve estimation under clustered network interference, where interfering units form independent clusters. We propose a formal description of the problem setting with an experimental study design under which we can account for clustered network interference. Within this framework, we describe three estimation strategies, each suited to different conditions, and provide guidance for selecting the most appropriate approach by highlighting the inherent bias-variance trade-offs. To complement our theoretical analysis, we introduce a marketplace simulator that replicates clustered network interference in a typical e-commerce environment, allowing us to evaluate and compare the proposed strategies in practice.
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References · 16
- 2017Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learningcited by 475
- 2023Prediction-Powered Inferencecited by 214
- 2013Graph cluster randomization: network exposure to multiple universescited by 42
- 2014Design and analysis of experiments in networks: Reducing bias from interferencecited by 41
- 2021Evaluating Treatment Prioritization Rules via Rank-Weighted Average Treatment Effectscited by 29
- 2020Free Lunch! Retrospective Uplift Modeling for Dynamic Promotions Recommendation within ROI Constraintscited by 20
- 2021Multiple Randomization Designs: Estimation and Inference with Interferencecited by 20
- 2019Experimental Evaluation of Individualized Treatment Rulescited by 16
- 2018Causal inference, social networks, and chain graphscited by 11
- 2022Learning Individual Treatment Effects under Heterogeneous Interference in Networkscited by 11
- 2022Estimating Heterogeneous Causal Effects of High-Dimensional Treatments: Application to Conjoint Analysiscited by 7
- 2023Individualized Policy Evaluation and Learning under Clustered Network Interferencecited by 6
4 more
- 2018Doubly Robust Estimation in Observational Studies with Partial Interferencecited by 5
- 2023Qini Curves for Multi-Armed Treatment Rulescited by 5
- 2015Interference and Sensitivity Analysiscited by 3
- 2024Robust integration of external control data in randomized trialscited by 3
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