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This is an important lesson, but I was hoping for an implementation of stopping rules. If you're looking to actually stop your N-armed bandit trials properly,
by pneumatics 12y ago
This is an important lesson, but I was hoping for an implementation of stopping rules. If you're looking to actually stop your N-armed bandit trials properly, look at the S+ package SeqTrial. It implements the stopping rule framework described in KittelsonEmerson99 (http://www.ncbi.nlm.nih.gov/pubmed/11315020 http://www.ncbi.nlm.nih.gov/pubmed/11315020).
- raviparikh 12y agoThanks! Stopping rules is probably something I'll look at in a later post. Also, building in stopping rules is something Optimizely should consider.