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多腕バンディット(UCB、トンプソンサンプリング)×A/Bテスト(オンライン制御実験)×適応的臨床試験デザイン×逐次 / 群逐次試験デザイン×
分野実験計画法実験計画法実験計画法実験計画法
系統Hypothesis testHypothesis testHypothesis testHypothesis test
提唱年1952193519941979
提唱者Robbins (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 & KöhneO'Brien & Fleming; Pocock; Lan & DeMets
種類Sequential decision / bandit algorithmParametric comparison (frequentist or Bayesian)Adaptive hypothesis test with interim analysesAdaptive stopping trial design
原典Auer, 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 ↗O'Brien, P.C. & Fleming, T.R. (1979). A Multiple Testing Procedure for Clinical Trials. Biometrics, 35(3), 549–556. DOI ↗
別名MAB, 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 trialgroup sequential design, adaptive stopping design, Ardışık Deneme Tasarımı (Sequential / Group Sequential)
関連4433
概要The 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.Sequential and group sequential trial designs allow a study to be stopped early — or continued — based on interim analyses conducted as data accumulate. The core framework was formalised by O'Brien and Fleming in 1979 and extended by Lan and DeMets's alpha-spending approach, and it controls the overall Type I error rate across all planned looks by pre-specifying both efficacy and futility boundaries before enrolment begins.
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ScholarGate手法を比較: Multi-Armed Bandit · A/B Test · Adaptive Clinical Trial Design · Sequential Design. 2026-06-18に以下より取得 https://scholargate.app/ja/compare