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Problém víceocasého bandity (UCB, Thompson Sampling)×A/B test (online řízený experiment)×Adaptivní návrh klinického hodnocení×
OborPlánování experimentůPlánování experimentůPlánování experimentů
RodinaHypothesis testHypothesis testHypothesis test
Rok vzniku195219351994
TvůrceRobbins (1952); UCB1 by Auer et al. (2002); Thompson sampling by Thompson (1933)Ron Kohavi et al. (Microsoft); conceptual roots in R. A. Fisher's randomized experiments (1935)Bauer & Köhne
TypSequential decision / bandit algorithmParametric comparison (frequentist or Bayesian)Adaptive hypothesis test with interim analyses
Původní zdrojAuer, P., Cesa-Bianchi, N., & Fischer, P. (2002). Finite-Time Analysis of the Multiarmed Bandit Problem. Machine Learning, 47(2–3), 235–256. DOI ↗Kohavi, R., Tang, D., & Xu, Y. (2020). Trustworthy Online Controlled Experiments: A Practical Guide to A/B Testing. Cambridge University Press. ISBN: 9781108724265Bauer, P. & Köhne, K. (1994). Evaluation of Experiments with Adaptive Interim Analyses. Biometrics, 50(4), 1029–1041. DOI ↗
Další názvyMAB, bandit algorithm, UCB1, Thompson samplingsplit test, controlled experiment, two-variant test, A/B Testi (Online Kontrollü Deney)adaptive design, group sequential design, sample size re-estimation, platform trial
Příbuzné443
ShrnutíThe multi-armed bandit (MAB) is an adaptive experimental framework that allocates trials sequentially across competing arms to minimise cumulative regret while simultaneously learning which arm performs best. Formalised by Robbins in 1952 and given finite-time guarantees by Auer et al. (2002), it balances exploration of uncertain options against exploitation of currently known best options — outperforming classical A/B testing whenever early stopping or cost-sensitive allocation matters.An A/B test is a randomized controlled experiment that simultaneously exposes two groups of users to a control variant (A) and a treatment variant (B) in order to determine whether a measured outcome differs significantly between them. The modern online controlled experiment framework was systematized by Ron Kohavi and colleagues at Microsoft in the early 2000s, building on R. A. Fisher's classical randomization principles from 1935. It is the dominant causal inference tool in web product development, digital marketing, and experimentation platforms.Adaptive clinical trial design is a flexible experimental framework, formalised by Bauer and Köhne in 1994, in which pre-specified rules allow the trial to be modified mid-course — adjusting sample size, treatment arms, or randomisation ratios — based on accumulating interim data while rigorously controlling the Type I error rate.
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ScholarGatePorovnat metody: Multi-Armed Bandit · A/B Test · Adaptive Clinical Trial Design. Získáno 2026-06-18 z https://scholargate.app/cs/compare