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Multi-Armed Bandit (UCB, Thompson Sampling)×Adaptívny dizajn klinických skúšaní×
OdborPlánovanie experimentovPlánovanie experimentov
RodinaHypothesis testHypothesis test
Rok vzniku19521994
TvorcaRobbins (1952); UCB1 by Auer et al. (2002); Thompson sampling by Thompson (1933)Bauer & Köhne
TypSequential decision / bandit algorithmAdaptive hypothesis test with interim analyses
Pôvodný zdrojAuer, 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 ↗
Ďalšie názvyMAB, bandit algorithm, UCB1, Thompson samplingadaptive design, group sequential design, sample size re-estimation, platform trial
Príbuzné43
ZhrnutieThe 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.
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ScholarGatePorovnať metódy: Multi-Armed Bandit · Adaptive Clinical Trial Design. Získané 2026-06-18 z https://scholargate.app/sk/compare