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Whom the gods would destroy, they first give real-time analytics (2013)

mcfunley.com

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Re: Whom the gods would destroy, they first give real-time analytics (2013)

#4
post #3

If the main objection to constructing a real-time product monitoring system for A/B(C/D/E...) decisions is that optional stopping is bad why not throw away the null-hypothesis sig testing and instead treat the problem as a multi-armed bandit?

MAB and its friends like contextual MAB has always been the dream. Closing the loop so analytics data is pushed back to the decision point in code and isn't a one-way pipe to some dashboard is the hardest part though. For non-technical reasons.

Re: Whom the gods would destroy, they first give real-time analytics (2013)

#5
post #3

If the main objection to constructing a real-time product monitoring system for A/B(C/D/E...) decisions is that optional stopping is bad why not throw away the null-hypothesis sig testing and instead treat the problem as a multi-armed bandit?

MAB and its friends like contextual MAB has always been the dream. Closing the loop so analytics data is pushed back to the decision point in code and isn't a one-way pipe to some dashboard is the hardest part though. For non-technical reasons.

Sort of a generalized PEBCAK

Re: Whom the gods would destroy, they first give real-time analytics (2013)

#6
post #3

If the main objection to constructing a real-time product monitoring system for A/B(C/D/E...) decisions is that optional stopping is bad why not throw away the null-hypothesis sig testing and instead treat the problem as a multi-armed bandit?

How well does that dodge the problem? I'd imagine a multi armed bandit should stay such that it is always sampling from many fair coins, as it were. I would be delighted to read a study on that.
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