What I Read: Multi-Armed Bandits and Experimentation

https://multithreaded.stitchfix.com/blog/2020/08/05/bandits/

Multi-Armed Bandits and the Stitch Fix Experimentation Platform
Blog post by Brian Amadio
Brian Amadio
August 05, 2020


“Multi-armed bandits have become a popular alternative to traditional A/B testing for online experimentation at Stitch Fix…. Unlike an A/B test, a multi-armed bandit learns to divert traffic away from poorly-performing arms… As a result, the opportunity cost of a multi-armed bandit experiment can be lower than that of an A/B test.”