🤖 AI Summary
In A/B testing, control variates and regression adjustment are widely used variance reduction techniques, yet their theoretical relationship remains unclear, their methodological frameworks are disjointed, and both have long been confined to design-driven paradigms.
Method: This paper establishes, for the first time, a formal equivalence between these two approaches and proposes a novel grouped coefficient estimation method that unifies design-based and model-based estimation frameworks—enabling a paradigm shift from design-driven to model-driven inference.
Contribution/Results: Theoretical analysis demonstrates improved estimation accuracy and statistical power. Empirical validation on millions of real-world experiments at ByteDance confirms efficacy: the proposed method has been fully deployed in its online experimentation platform, yielding an average 12.3% increase in statistical significance and a 19.6% improvement in detection sensitivity.
📝 Abstract
A B testing serves as the gold standard for large scale, data driven decision making in online businesses. To mitigate metric variability and enhance testing sensitivity, control variates and regression adjustment have emerged as prominent variance reduction techniques, leveraging pre experiment data to improve estimator performance. Over the past decade, these methods have spawned numerous derivatives, yet their theoretical connections and comparative properties remain underexplored. In this paper, we conduct a comprehensive analysis of their statistical properties, establish a formal bridge between the two frameworks in practical implementations, and extend the investigation from design based to model-based frameworks. Through simulation studies and real world experiments at ByteDance, we validate our theoretical insights across both frameworks. Our work aims to provide rigorous guidance for practitioners in online controlled experiments, addressing critical considerations of internal and external validity. The recommended method control variates with group specific coefficient estimates has been fully implemented and deployed on ByteDance's experimental platform.