advanced34 min studyLesson 696 in Engineering

Observed clicks depend on exposure, position, and the policy that selected an item

State the identification and support assumptions behind propensity weighting instead of treating logged click rates as unbiased utility measurements.

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What you’ll understand

  • Explain a simple position-examination model and its limits.
  • Compute an inverse-propensity policy-value estimate from logged actions.
  • Identify positivity, consistency, and confounding assumptions before causal interpretation.

A user can click only something they encounter, and the serving policy chooses what appears and where. Historical clicks therefore mix preference, exposure, position, context, and selection. Treating unshown items as known negatives or comparing raw click rates across policies can reinforce the old policy's choices. Propensity methods can correct particular selection mechanisms under explicit assumptions, but a weight is not a substitute for those assumptions. The reward being estimated also remains a proxy that may differ from actual user utility.

A position model is an assumption about observation

One simple click model factors the chance of a click into examination at a position and a relevance-related response given examination. This can illustrate why identical items receive different click rates at different positions. Its assumptions are restrictive: examination can depend on context, neighboring items, presentation, or earlier clicks, and relevance need not be independent of how a policy assigns positions. A position-only factor fitted to observational data is not automatically the true examination probability. Randomized swaps or another justified design can provide identification evidence.

Separate the probability of choosing an action from the probability that a chosen item is actually examined. An action may be one item, an item-position pair, or an entire slate; the logging unit determines which propensity is required. Marginal item frequency is generally not the conditional action probability for a particular request context and eligible set. Persist the actual policy, candidate availability, randomization, and action definition so later evaluation does not replace the original mechanism with a convenient frequency estimate.

Pr⁡(C=1∣i,k,x)=e(k,x)r(i,x)\Pr(C=1\mid i,k,x)=e(k,x)r(i,x)
This is a chosen examination-times-response model, not a universal click law. It assumes the relevant factorization given context x, with e and r probabilities. It can fail through presentation, trust, interaction, or unobserved selection effects; fitted factors need an identification argument.↔ Scroll wide equations horizontally.

Importance weighting needs support and the correct reward semantics

For logged contextual-bandit decisions, inverse propensity scoring reweights the observed reward by target-action probability divided by logging-action probability. Its usual unbiased policy-value interpretation needs correct propensities, support wherever the target acts, and an appropriate consistency and no-unmeasured-selection model. A randomized logger with recorded probabilities can establish important parts of that design. An observational policy with hidden decision inputs may not. For slates with interactions, an item-level weight can be insufficient to identify an entire slate policy's value.

Very small nonzero propensities create large weights and potentially high variance. A finite-sample estimate can lie outside the reward's usual range even when the ideal estimator is unbiased. Weight clipping and self-normalization can improve stability but alter the estimator and its guarantees; report the method and diagnostics. Zero propensity is different from a noisy small denominator: outcomes for an unsupported target action are not identified from that log without additional assumptions or new data. No finite weight can reconstruct a never-observed intervention automatically.

V^IPS(π)=1n∑j=1nπ(aj∣xj)μ(aj∣xj)rj,π(a∣x)>0⇒μ(a∣x)>0\widehat V_{\rm IPS}(\pi)=\frac1n\sum_{j=1}^{n}\frac{\pi(a_j\mid x_j)}{\mu(a_j\mid x_j)}r_j,\qquad \pi(a\mid x)>0\Rightarrow\mu(a\mid x)>0
mu is the actual logging action probability, pi the target policy, and r the observed reward for that action. Reward units are preserved. The support implication is necessary; unbiased identification additionally requires correct probabilities and an appropriate contextual-bandit consistency/selection model. This formula alone does not identify long-term user utility or arbitrary slate interference.↔ Scroll wide equations horizontally.

Use policy evidence rather than relabeling correlation

Audit the eligible actions, propensity distribution, maximum weights, effective coverage, reward delay, and cohort support before trusting an offline estimate. Compare alternative estimators and sensitivity analyses under documented assumptions. A randomized online experiment can provide causal evidence for its defined population and outcome, but interference, attrition, delayed reward, and changing traffic still matter. Click lift answers a click question; satisfaction, retention, and other user outcomes need their own measures and horizons. Keep uncertainty and the policy versions with any comparison that could change serving behavior.

The sampling lab illustrates a much simpler identified Bernoulli law. Reset, set both p=0.4 and n=25, predict sample-mean variance 0.0096, then Play or Step. Reset and set both p=0.4 and n=100 for variance 0.0024. It displays exact independent-binomial masses, not logged-policy reweighting or causal inference, and playback only highlights outcomes. Its normal overlay is approximate; the Berry–Esseen value concerns standardized CDFs, not each bar or an IPS estimate. Real propensity-weighted uncertainty needs the actual weighting and dependence design rather than this unweighted toy formula.

Logged action probabilities change the estimate

Four comparable logged bandit rows have action/reward pairs (A,1),(B,1),(B,0),(A,0). In every row the randomized logger uses μ(A)=0.8 and μ(B)=0.2, while the target uses π(A)=π(B)=0.5. Assume correct logged probabilities, common eligible actions, and the required identification model.

  1. The target-to-logger ratios are 0.5/0.8=0.625 for A and 0.5/0.2=2.5 for B. Multiply observed rewards to obtain contributions 0.625,2.5,0,0.

  2. The IPS estimate is(0.625+2.5)/4=0.78125 reward units. The unweighted logged mean is2/4=0.5, which estimates a different logging-policy quantity under its own sampling assumptions.

  3. This small sample's0.78125 is an estimate, not a guaranteed target value or a claim about satisfaction. If the target instead selected an action with logging probability zero, this log would fail support and the stated IPS identification would be unavailable.

The result

Correct weights address a defined policy-selection mechanism under its assumptions. They do not make individual outcomes causal by assertion or transform clicks into a validated user-utility measure.

Explore the model

Interactive lab

Interactive lab · sampling

An unweighted binomial model does not implement IPS

Reset, set both p=0.4 and n=25, predict variance p(1−p)/n=0.0096, then Play or Step. Reset and re-enter both p=0.4 and n=100 for 0.0024. Exact binomial masses assume independent equal-probability trials; playback highlights outcomes, not random draws. n caps at100. There are no policy weights or positions; the normal comparison is approximate and its Berry–Esseen value bounds standardized CDF error only.

An unweighted binomial model does not implement IPSExact binomial masses for the mean of n independent Bernoulli trials, compared with normal mass between adjacent half-count boundaries; normal tails outside the finite support remain outside the bars. Playback highlights outcomes, not random samples. The Berry–Esseen bound applies to standardized CDFs, not individual bars or continuity-corrected errors. At p = 0 or 1, normal comparison and that bound are disabled. Normal-CDF evaluation uses a numerical approximation with absolute error below 7.5×10⁻⁸ (at most 1.5×10⁻⁷ per interval, before rounding). Current readings: Mean sample proportion: 0.5; Sample-mean variance: 0.0125; Uniform CDF error bound: ≤ 0.1062. All parameters are adjustable with the labeled controls below.Exact distribution of the mean of 20 independent Bernoulli variables with success probability 0.5; playback highlights outcome 0.00.250.50.75100.0580.1150.1730.23Sample mean · k / nProbability massNormal bin masses are an approximationk = 0 · exact probability = 9.54e-7
Exact binomial massNormal interval massHighlighted outcome / mean
Mean sample proportion
0.5
Sample-mean variance
0.0125
Uniform CDF error bound
≤ 0.1062
t = 0 s

Exact binomial masses for the mean of n independent Bernoulli trials, compared with normal mass between adjacent half-count boundaries; normal tails outside the finite support remain outside the bars. Playback highlights outcomes, not random samples. The Berry–Esseen bound applies to standardized CDFs, not individual bars or continuity-corrected errors. At p = 0 or 1, normal comparison and that bound are disabled. Normal-CDF evaluation uses a numerical approximation with absolute error below 7.5×10⁻⁸ (at most 1.5×10⁻⁷ per interval, before rounding). Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.

Look forIdentification, support, and weighted uncertainty must come from the actual logging and evaluation design.

Check your understanding

A target policy chooses an eligible action that the logger never selected in that context. What does inverse propensity scoring provide from that log alone?

Try it yourself

Under the chosen position model, the same item has response probability 0.5 when examined. Examination probabilities are 0.8 at one position and 0.4 at another. Compute click probabilities, then explain why observing those rates alone does not identify the factors without the model and design.

Take a moment to make a prediction or work it out on paper. Open a hint when you need one.

Give me a hint

Multiply examination by response, while keeping the assumed factorization separate from an observed causal fact.

Compare with the solution

The modeled click probabilities are 0.8×0.5=0.4 and 0.4×0.5=0.2. Different examination and response mechanisms can also produce observational rates, especially when placement and hidden context differ. The numbers follow the assumed model; identifying its factors requires randomization or another valid argument, not the two rates alone.

Take it with you

  • Observed clicks combine selection, examination, response, and context.
  • IPS requires correct conditional probabilities, support, and a valid identification model.
  • Stability corrections and click proxies need explicit guarantees, uncertainty, and outcome interpretation.

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