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다중 팔 밴딧 (UCB, Thompson Sampling)×A/B 테스트 (온라인 통제 실험)×적응형 임상시험 설계×
분야실험설계실험설계실험설계
계열Hypothesis testHypothesis testHypothesis test
기원 연도195219351994
창시자Robbins (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
유형Sequential decision / bandit algorithmParametric comparison (frequentist or Bayesian)Adaptive hypothesis test with interim analyses
원전Auer, 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 ↗
별칭MAB, 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
관련443
요약The 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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ScholarGate방법 비교: Multi-Armed Bandit · A/B Test · Adaptive Clinical Trial Design. 2026-06-18에 다음에서 검색함: https://scholargate.app/ko/compare