Pareto optimal proxy metrics

North star metrics and online experimentation play a central role in how technology companies improve their products. In many practical settings, however, evaluating experiments based on the north star metric directly can be difficult. The two most significant issues are 1) low sensitivity of the north star metric and 2) differences between the short-term and long-term impact on the north star metric. A common solution is to rely on proxy metrics rather than the north star in experiment evaluation and launch decisions. Existing literature on proxy metrics concentrates mainly on the estimation of the long-term impact from short-term experimental data. In this paper, instead, we focus on the trade-off between the estimation of the long-term impact and the sensitivity in the short term. In particular, we propose the Pareto optimal proxy metrics method, which simultaneously optimizes prediction accuracy and sensitivity. In addition, we give an efficient multi-objective optimization algorithm that outperforms standard methods. We applied our methodology to experiments from a large industrial recommendation system, and found proxy metrics that are eight times more sensitive than the north star and consistently moved in the same direction, increasing the velocity and the quality of the decisions to launch new features.

Fresh Content Needs More Attention: Multi-funnel Fresh Content Recommendation

Recommendation system serves as a conduit connecting users to an incredibly large, diverse and ever growing collection of contents. In practice, missing information on fresh (and tail) contents needs to be filled in order for them to be exposed and discovered by their audience. We here share our success stories in building a dedicated fresh content recommendation stack on a large commercial platform. To nominate fresh contents, we built a multi-funnel nomination system that combines (i) a two-tower model with strong generalization power for coverage, and (ii) a sequence model with near real-time update on user feedback for relevance. The multi-funnel setup effectively balances between coverage and relevance. An in-depth study uncovers the relationship between user activity level and their proximity toward fresh contents, which further motivates a contextual multi-funnel setup. Nominated fresh candidates are then scored and ranked by systems considering prediction uncertainty to further bootstrap content with less exposure. We evaluate the benefits of the dedicated fresh content recommendation stack, and the multi-funnel nomination system in particular, through user corpus co-diverted live experiments. We conduct multiple rounds of live experiments on a commercial platform serving billion of users demonstrating efficacy of our proposed methods.