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Simple Python implementation of a Bayesian multi-armed bandit algorithm (peterroelants.github.io)
117 points by Xochipilli on Sept 26, 2018 | hide | past | favorite | 5 comments



I should open source my cobbled together implementation for react.

I will add that a couple great things for a dashboard using MAB are

1. Pairwise variant comparisons: i.e., P(A>B) for each pair. http://www.evanmiller.org/bayesian-ab-testing.html is an amazing resource on that.

2. Time-to-Confidence estimates: how long until we will have a credible interval of 5%? 1%? 0.5%?

These can help you cull variants and experiments. Sure, it's optimized so you don't have to for the sake of the test, but code cleanliness is nice to have.


The evanmiller blogpost is indeed a great resource, I should add that that to further readings.


I'd love to just see a write up and screenshots :)


Please do. Would love to use something like this.


The Python code might be simple, but the math jargon ain't.




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