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In short, no. In the domain that we're talking about (website optimisation) bandit algorithms and A/B testing address exactly the same problem, and bandit algor
by noelwelsh 15y ago
In short, no. In the domain that we're talking about (website optimisation) bandit algorithms and A/B testing address exactly the same problem, and bandit algorithms do so more efficiently.
Bandit algorithms actually arose out of hypothesis testing when people started to think about stopping experiments early. One of the first papers on this is Chernoff's "Sequential Design of Experiments" (http://www.jstor.org/pss/2237415 http://www.jstor.org/pss/2237415). Reading just the abstract on JStor will give the flavour of the idea, and bandit algorithms are the natural extension of this of this idea to a continuously running problem.
- asharp 15y agoInteresting. So you take the output of the bandit algorithm and use that as an output (ie. X was the "best" design) for the next stage of design? What type of bandit algorithm do you use?
- noelwelsh 15y agoMy opinion is that it's best to just keep running the bandit algorithm. There is no need to stop it -- you can add and remove options as it is running. As for the type of algorithm, I've referenced various bits of the literature elsewhere in the comments. I can't give details on our precise approach unfortunately.