自然实验的算法:机械学习、市场设计以及公共政策的统一研究

作者 成田悠辅(客座研究员)、粟饭原俊介(ZOZO Technologies,Inc.、半熟假想株式会社)、齐藤优太(东京工业大学、半熟假想株式会社)、松谷惠(ZOZO Technologies,Inc.)、矢田纮平(耶鲁大学)
发表日期/编号 2020年12月 20-J-045
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概要

From public policy to business, machine learning and other algorithms produce a growing portion of treatment decisions and recommendations. Such algorithmic decisions are natural experiments (conditionally quasi-randomly assigned instruments) since the algorithms make decisions based only on observable input variables. We use this observation to characterize the sources of causal-effect identification for a class of stochastic and deterministic algorithms. This identification result translates into consistent estimators of causal effects and the counterfactual performance of new algorithms. We apply our method to improve a large-scale fashion e-commerce platform (ZOZOTOWN). We conclude by providing public policy applications.