Adapting multi-armed bandits policies to contextual bandits scenarios — mentioned by abhgh

Sun, 24 Dec 2023 00:15:55 GMT

Beta-Bernoulli multi-armed bandits (BB-MAB) are definitely a good way to get started on a Bayesian version of A/B testing where you've the additional benefit that your population is dynamically allocated to the most performant option (actually this dynamic allocation makes it similar to interim analysis [1] rather than vanilla A/B testing). There are some caveats though - and I mention these from the experience of running such solutions on a large scale in production. First, BB-MAB can't adapt to context by design. They only look at click/no-click behavior across the population. So, if your…

Paper and discussion history. A mention is not an endorsement.

Adapting multi-armed bandits policies to contextual bandits scenarios · HackerPapers discussions

Adapting multi-armed bandits policies to contextual bandits scenarios — mentioned by abhgh