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다중 팔 밴딧 (UCB, Thompson Sampling)×순차/그룹 순차 시험 설계×
분야실험설계실험설계
계열Hypothesis testHypothesis test
기원 연도19521979
창시자Robbins (1952); UCB1 by Auer et al. (2002); Thompson sampling by Thompson (1933)O'Brien & Fleming; Pocock; Lan & DeMets
유형Sequential decision / bandit algorithmAdaptive stopping trial design
원전Auer, P., Cesa-Bianchi, N., & Fischer, P. (2002). Finite-Time Analysis of the Multiarmed Bandit Problem. Machine Learning, 47(2–3), 235–256. DOI ↗O'Brien, P.C. & Fleming, T.R. (1979). A Multiple Testing Procedure for Clinical Trials. Biometrics, 35(3), 549–556. DOI ↗
별칭MAB, bandit algorithm, UCB1, Thompson samplinggroup sequential design, adaptive stopping design, Ardışık Deneme Tasarımı (Sequential / Group Sequential)
관련43
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.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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