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A Survey of Online Experiment Design with the Stochastic Multi-Armed Bandit
[article]
2015
arXiv
pre-print
Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a resource for a certain class of online experiments. We first explore the traditional stochastic model of a multi-armed bandit, then explore a taxonomic scheme of complications to that model, for each complication relating it to a specific requirement or
arXiv:1510.00757v4
fatcat:eyxqdq3yl5fpdbv53wtnkfa25a