This paper studies how to integrate historical control data with experimental data to enhance A/B testing, while addressing the distributional shift between historical and experimental datasets. We propose a pessimistic data integration method that combines two causal effect estimators constructed based on experimental and historical datasets. Our main idea is to conceptualize the weight function for this combination as a policy so that existing pessimistic policy learning algorithms are applicable to learn the optimal weight that minimizes the resulting weighted estimator's mean squared error. Additionally, we conduct comprehensive theoretical and empirical analyses to compare our method against various baseline estimators across five scenarios. Both our theoretical and numerical findings demonstrate that the proposed estimator achieves near-optimal performance across all scenarios.

Feature interaction learning (FIL) focuses on capturing the complex relationships among multiple features for building predictive models, which is widely used in real-world tasks. Despite the research progress, existing FIL methods suffer from two major limitations. Firstly, they mainly model the feature interactions within a bounded order (e.g., small integer order) due to the exponential growth of the interaction terms. Secondly, the interaction order of each feature is often independently learned, which lacks the flexibility to capture the feature dependencies in varying contexts.