CUPED on Steroids: Multivariate Covariate Adjustment for Switchback Experiments
强化 CUPED:切换实验中的多变量协变量调整
Controlled-experiment Using Pre-Experiment Data (CUPED) reduces the variance of the treatment effect estimator in online experiments by adjusting the in-experiment outcome metric using its lagged pre-experiment value. This method can be strengthened by enriching its covariate set while keeping it automatable and guarding against overfitting and covariate leakage. In switchback and related clustered experiment designs, this enrichment may be especially fruitful since…