An Experimental Design for Anytime-Valid Causal Inference on Multi-Armed Bandits
支持随时有效因果推断的多臂老虎机实验设计
Experimentation is crucial for managers to rigorously quantify the value of a change and determine if it leads to a statistically significant improvement over the status quo. As companies increasingly mandate that all changes undergo experimentation before widespread release, two challenges arise: (1) minimizing the proportion of customers assigned to the inferior treatment and (2) increasing experimentation velocity by enabling data-dependent stopping. This paper addresses…