Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
鸽巢设计:从在线匹配视角平衡序贯实验
Practitioners and academics have long appreciated the benefits of covariate balancing when they conduct randomized experiments. For web-facing firms running online A/B tests, however, it still remains challenging in balancing covariate information when experimental subjects arrive sequentially. In this paper, we study an online experimental design problem, which we refer to as the "Online Blocking Problem." In this problem, experimental subjects with heterogeneous covariate…