Bandit Algorithms for Website Optimization - Short Review
It’s been quite a while since I’ve been heavily involved in large scale A/B testing frameworks and after reading Bandit Algorithms for Website Optimization I feel like I’ve been shown a whole new toolkit in under 90 pages.
This slim book quickly explains the basic principles of A/B testing and then introduces both one of the major problems with it, sending traffic to an inefficient option, and presents three algorithms based on studies of the multi-armed bandit problem that will introduce you to new, faster, ways to determine which trials are worth investigation and further exploration.
The code examples are all in python and very easy to read even for people without much experience of the language. The editing is a tiny bit lacking but the book itself is an enjoyable, easy read that introduced me to some great ideas, provides a solid formal terminology for things I only knew the basics of and a good reading list of advanced topics. 7⁄10.