论文标题
自适应实验方法的比较
A Comparison of Methods for Adaptive Experimentation
论文作者
论文摘要
我们使用仿真研究比较了自适应实验的三种方法：汤普森采样，调整汤普森抽样和探索采样。我们根据社会福利和估计准确性以及实验波数的函数来评估每个绩效。我们进一步构建了一组新型的“混合”损失措施，以确定哪些方法对于追求实验目标组合的研究人员是最佳的。我们的主要结果是：1）汤普森采样的相对性能取决于实验波的数量，2）恢复的汤普森采样唯一地分布在多个实验目标上，而3）在大多数情况下，探索采样的性能与随机分配类似。
We use a simulation study to compare three methods for adaptive experimentation: Thompson sampling, Tempered Thompson sampling, and Exploration sampling. We gauge the performance of each in terms of social welfare and estimation accuracy, and as a function of the number of experimental waves. We further construct a set of novel "hybrid" loss measures to identify which methods are optimal for researchers pursuing a combination of experimental aims. Our main results are: 1) the relative performance of Thompson sampling depends on the number of experimental waves, 2) Tempered Thompson sampling uniquely distributes losses across multiple experimental aims, and 3) in most cases, Exploration sampling performs similarly to random assignment.
