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Re:Why Multi-armed Bandit algorithms are superior to A/B tes... by greendestiny on Sunday June 03, 2012 @07:04PM (#4061983)
Well fundamentally website optimization is not a multi-armed bandit problem. You are not simply choosing between machines. Instead each website change is another node on a tree and you want to find the highest performing path in constantly changing world, with additional constraints that you can't keep incompatible machines for very long.

A guess at good strategy in those situations would be something that enables you to choose a good path from a small number of options and keep doing so - on the basis that the cumulative advantage will be far more important than any particular choice in itself. Sounds like A/B testing would win if you could actually map the complexity of the problem correctly.

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