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Practitioners and academics have long appreciated the benefits that experimentation brings to firms. For online web-facing firms, however, it still remains challenging in balancing covariate information when experimental units arrive sequentially in online field experiments. In this paper, we study a novel online experimental design problem, which we refer to as the "Online Blocking Problem." In this problem, experimental units with heterogeneous covariate information arrive sequentially andarXiv:2201.12936v3 fatcat:dtfi7farcfcytk4jyzwakmxbcu