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다중 팔 밴딧 (UCB, Thompson Sampling)×적응형 임상시험 설계×Randomized Controlled Trial (RCT)×
분야실험설계실험설계실험설계
계열Hypothesis testHypothesis testHypothesis test
기원 연도195219941948
창시자Robbins (1952); UCB1 by Auer et al. (2002); Thompson sampling by Thompson (1933)Bauer & KöhneJames Lind (early precursor, 1747); modern formulation: Austin Bradford Hill & Medical Research Council (1948)
유형Sequential decision / bandit algorithmAdaptive hypothesis test with interim analysesInterventional comparative study
원전Auer, P., Cesa-Bianchi, N., & Fischer, P. (2002). Finite-Time Analysis of the Multiarmed Bandit Problem. Machine Learning, 47(2–3), 235–256. DOI ↗Bauer, P. & Köhne, K. (1994). Evaluation of Experiments with Adaptive Interim Analyses. Biometrics, 50(4), 1029–1041. DOI ↗Schulz, K.F., Altman, D.G., Moher, D., for the CONSORT Group (2010). CONSORT 2010 Statement: Updated Guidelines for Reporting Parallel Group Randomised Trials. BMJ, 340, c332. DOI ↗
별칭MAB, bandit algorithm, UCB1, Thompson samplingadaptive design, group sequential design, sample size re-estimation, platform trialRCT, randomised controlled trial, clinical trial, Randomize Kontrollü Çalışma (RCT) Tasarımı
관련437
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.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.A randomized controlled trial (RCT) is the gold standard experimental design in clinical and health research, in which participants are randomly allocated to a treatment group or a control group so that the effect of an intervention can be measured with the highest possible degree of internal validity. The modern parallel-group RCT was formalized by Austin Bradford Hill and the Medical Research Council in their landmark streptomycin trial of 1948, and its reporting is governed today by the CONSORT 2010 guidelines (Schulz et al., 2010).
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