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I'm all for multi-armed bandits. So much so that I've founded a startup to bring them to the masses (http://mynaweb.com/ Sign up now!) I'm absolutely certain that an appropriate MAB algorithm will outperform A/B in the overwhelming majority of cases and be simpler and flexible to use in practice.

However some reasonable objections have been raised in the previous discussions. (In case anyone is keeping record, here are the ones I have been involved in:

- http://news.ycombinator.com/item?id=4052997 - http://news.ycombinator.com/item?id=4040022 - http://news.ycombinator.com/item?id=3928929 - http://news.ycombinator.com/item?id=3867380 - http://news.ycombinator.com/item?id=2831455 )

The typical way for a company to handle these objections would be to ignore them or publish a few pretty graphs and drown the objections in FUD. I think the community deserves better, and would like to do a proper comparison. It will not only be informative but also help us design a better algorithm. Everyone wins.




> I've founded a startup to bring them to the masses ... It will not only be informative but also help us design a better algorithm. Everyone wins.

Yes, this is how everyone wins. Those with the ability and drive can end up making a difference, largely through providing a framework or library for doing this right. This is why I think a continuing exploration of this is worthwhile. Until that time, I think the masses should be encouraged to do what works best (or at least better) for them in the present.

For now, I think I'll let this rest. I'm on the verge of ranting against a general trend (checking off boxes by following steps rather than understanding what you're doing), but this is the wrong place for that and it deserves more thought and time than I'd give it here.




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