MBD: A Model-Based Debiasing Framework Across User, Content, and Model Dimensions

Modern recommendation systems rank candidates by aggregating multiple behavioral signals through a value model. However, many commonly used signals are inherently affected by heterogeneous biases. For example, watch time naturally favors long-form content, loop rate favors short - form content, and comment probability favors videos over images. Such biases introduce two critical issues: (1) value model scores may be systematically misaligned with users' relative preferences - for instance, a seemingly low absolute like probability may represent exceptionally strong interest for a user who rarely engages; and (2) changes in value modeling rules can trigger abrupt and undesirable ecosystem shifts. In this work, we ask a fundamental question: can biased behavioral signals be systematically transformed into unbiased signals, under a user - defined notion of ``unbiasedness'', that are both personalized and adaptive? We propose a general, model-based debiasing (MBD) framework that addresses this challenge by augmenting it with distributional modeling. By conditioning on a flexible subset of features (partial feature set), we explicitly estimate the contextual mean and variance of the engagement distribution for arbitrary cohorts (e.g., specific video lengths or user regions) directly alongside the main prediction. This integration allows the framework to convert biased raw signals into unbiased representations, enabling the construction of higher-level, calibrated signals (such as percentiles or z - scores) suitable for the value model. Importantly, the definition of unbiasedness is flexible and controllable, allowing the system to adapt to different personalization objectives and modeling preferences. Crucially, this is implemented as a lightweight, built-in branch of the existing MTML ranking model, requiring no separate serving infrastructure.

Fast Uncertainty Quantification for Kernel-Based Estimators in Large-Scale Causal Inference

Kernel methods are widely used in causal inference for tasks such as treatment effect estimation, policy evaluation, and policy learning. The bootstrap is a standard tool for uncertainty quantification because of its broad applicability. As increasingly large datasets become available, such as the 2023 U.S. Natality data from the National Vital Statistics System (NVSS), which includes 3,596,017 registered births, the computational demands of these methods increase substantially. Kernel methods are known to scale poorly with sample size, and this limitation is further exacerbated by the repeated re-fitting required by the bootstrap. As a result, bootstrap-based inference for kernel-based estimators can become computationally infeasible in large-scale settings. In this paper, we address these challenges by extending the causal Bag of Little Bootstraps (cBLB) algorithm to kernel methods. Our approach achieves computational scalability by combining subsampling and resampling while preserving first-order uncertainty quantification and asymptotically correct coverage. We evaluate the method across three representative implementations: kernelized augmented outcome-weighted learning, kernel-based minimax weighting, and double machine learning with kernel support vector machines. We show in simulations that our method yields confidence intervals with nominal coverage at a fraction of the computational cost. We further demonstrate its utility in a real-world application by estimating the effect of any amount of smoking on birth weight, as well as the optimal treatment regime, using the NVSS dataset, where the standard bootstrap is prohibitively expensive computationally and effectively infeasible at this scale.

A Fast Bootstrap Algorithm for Causal Inference with Large Data

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence intervals of estimators. Its application however can be prohibitively demanding in settings involving large data. In addition, modern causal inference estimators based on machine learning and optimization techniques exacerbate the computational burden of the bootstrap. The bag of little bootstraps has been proposed in non-causal settings for large data but has not yet been applied to evaluate the properties of estimators of causal effects. In this paper, we introduce a new bootstrap algorithm called causal bag of little bootstraps for causal inference with large data. The new algorithm significantly improves the computational efficiency of the traditional bootstrap while providing consistent estimates and desirable confidence interval coverage. We describe its properties, provide practical considerations, and evaluate the performance of the proposed algorithm in terms of bias, coverage of the true 95% confidence intervals, and computational time in a simulation study. We apply it in the evaluation of the effect of hormone therapy on the average time to coronary heart disease using a large observational data set from the Women's Health Initiative.