SearcharxivSearch

arXiv · 1808.06152

On Design of Problem Token Questions in Quality of Experience Surveys

Abstract

User surveys for Quality of Experience (QoE) are a critical source of information. In addition to the common "star rating" used to estimate Mean Opinion Score (MOS), more detailed survey questions (problem tokens) about specific areas provide valuable insight into the factors impacting QoE. This paper explores two aspects of the problem token questionnaire design. First, we study the bias introduced by fixed question order, and second, we study the challenge of selecting a subset of questions to keep the token set small. Based on 900,000 calls gathered using a randomized controlled experiment from a live system, we find that the order bias can be significantly reduced by randomizing the display order of tokens. The difference in response rate varies based on token position and display design. It is worth noting that the users respond to the randomized-order variant at levels that are comparable to the fixed-order variant. The effective selection of a subset of token questions is achieved by extracting tokens that provide the highest information gain over user ratings. This selection is known to be in the class of NP-hard problems. We apply a well-known greedy submodular maximization method on our dataset to capture 94% of the information using just 30% of the questions.

Explore related subjects

Keep this discovery

BibTeXRIS

Jayant Gupchup, Ebrahim Beyrami, Martin Ellis, Yasaman Hosseinkashi, Sam Johnson, Ross Cutler. 2018-08-19. On Design of Problem Token Questions in Quality of Experience Surveys. https://doi.org/10.1109/qomex.2018.8463424

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Surprise Reduction and Nullification in Bayesian and Inverse Bayesian Inference under Ambiguous Prediction-Error Attribution

In non-stationary environments, prediction errors may signal environmental change or transient outliers, and adaptive systems must track such changes without overreacting to outliers. We distinguish surprise reduction, which updates beliefs to fit observations, from surprise nullification, which weakens constraints imposed by the predictive structure, and formalize both within Bayesian and inverse Bayesian (BIB) inference. Belief and likelihood updates are derived from variational objectives sharing a nullification strength, determined endogenously by minimizing surprise under the candidate post-update predictive distribution. In the Gaussian case, nullification expands belief and likelihood variances by a common factor relative to standard Bayesian updating, leaving the ratio unchanged. BIB thus defers attribution of the prediction error, committing to neither latent-state change nor observation-process uncertainty. The nullification strength is carried over as a candidate and is maintained or released according to the predictive surprise of the next observation. In a mean estimation task with outliers and changepoints, no scanned parameter setting of a Sage-Husa-type adaptive Kalman filter, fixed-strength BIB variant, or belief-forgetting-only variant outperforms BIB in both changepoint tracking and post-outlier stability. An oracle-informed reduced Bayesian model tracks changepoints better but is less stable after outliers. Although BIB maintains no explicit hypotheses about changepoints or outliers, it generates event-dependent dynamics. The learning rate increases after changepoints, whereas after outliers, nullification is released, and this increase is suppressed. Deferring attribution and letting subsequent observations differentiate the responses may constitute a principle of adaptive inference in non-stationary environments.

stat.ME

Generalized Ridge Refitting for the Lasso and Prediction Improvement Bounds

We study a class of Lasso based estimators obtained by applying a quadratic correction on the Lasso equicorrelation set. The penalty matrix determines both the magnitude and geometry of the correction and contains, among other cases, the isotropic Lasso--Ridge correction, least squares refitting, Gram proportional interpolation between the Lasso and least squares, and coordinate specific penalties. We first derive a closed form representation and isolate the positive gain component of the resulting prediction improvement. We then control the remaining stochastic linear term in expectation by localizing the random signed equicorrelation model around a deterministic reference support. This yields a finite sample expectation bound that explicitly accounts for the randomness induced by Lasso model selection. The resulting decomposition provides a unified framework for understanding when Lasso based quadratic corrections can improve prediction.

stat.ME

Discretization in covariate-adaptive randomization: gains and losses

Covariate-adaptive randomization(CAR) is widely implemented in clinical trials to balance prognostic covariates across treatment arms. Continuous covariates are often discretized into strata in practice, yet their consequences are not clearly understood. This paper provides a comprehensive study of the impact of discretization on both the CAR design process and the inferential results thereafter. We establish the asymptotic properties of both imbalance measures and treatment effect estimators under discretized and non-discretized settings. Practical recommendations are given on when and how discretization should be employed. We show that discretization in design is generally recommended, as it enhances robustness against model misspecification. However, if the true model is known, the most efficient strategy is to balance covariates according to that model in the design. The theoretical results are corroborated by extensive simulation studies and an empirical application to a diabetes trial dataset. Together, the results clarify the gains and losses of discretization in CAR and pave the way for learning impact of discretization to other designs and beyond.

stat.ME