The multi-armed bandit problem (2012)
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Re: The multi-armed bandit problem (2012)
#12At least for us, most A/B/.. tests require a stable assignment of test to user as key metrics like retention would obviously skewed by randomly assigning on each visit/page view.
The user id can be used to seed the random number algorithm to achieve that.
Re: The multi-armed bandit problem (2012)
#13As a cancer researcher I read this as a just criticism of my work.
Re: The multi-armed bandit problem (2012)
#14The purpose of an A/B test isn't to always show the best performing result, it's to perform a _controlled scientific experiment_ with a control group, from which you can learn things. Also, I work in this field and I will just say that people _do_ behave differently based on traffic source: i.e. users coming from Facebook behave alike, but different than traffic from Reddit who act similarly to each other. If you wer…
It isn't impossible - bandits are seeing adoption in medical trials to avoid precisely the problem discussed - but the standard experiment design and analysis techniques you learn in a decent college statistics class or introductory statistics text no longer apply. That's one of the beauties of A/B testing: while it does require substantial thought to do well, the basic statistics of the setup are very well-understood at this point.
Re: The multi-armed bandit problem (2012)
#15Re: The multi-armed bandit problem (2012)
#16Re: The multi-armed bandit problem (2012)
#17Re: The multi-armed bandit problem (2012)
#18The purpose of an A/B test isn't to always show the best performing result, it's to perform a _controlled scientific experiment_ with a control group, from which you can learn things. Also, I work in this field and I will just say that people _do_ behave differently based on traffic source: i.e. users coming from Facebook behave alike, but different than traffic from Reddit who act similarly to each other. If you wer…
The reason is that websites are a dynamic environment. All things equal, better controlled experiments are great. However, visitor behavior, especially when from dynamic sources (google serps change weekly), changes all the time.
And that's why I prefer MAB over A/B tests -- A/B tests don't adapt to a dynamic system, so we often wish away the changes in the system to use it. Does anyone go back and re-test their biggest wins?
Re: The multi-armed bandit problem (2012)
#19The purpose of an A/B test isn't to always show the best performing result, it's to perform a _controlled scientific experiment_ with a control group, from which you can learn things. Also, I work in this field and I will just say that people _do_ behave differently based on traffic source: i.e. users coming from Facebook behave alike, but different than traffic from Reddit who act similarly to each other. If you wer…
Yes. Bandits will often converge more quickly to the optimal strategy, but it is much more difficult to understand why that strategy is optimal and generalize from the bandit outcomes to predict future performance and performance of other strategies. It isn't impossible - bandits are seeing adoption in medical trials to avoid precisely the problem discussed - but the standard experiment design and analysis techniques…