Bandit Optimization and Emetrics

This past week, I had the pleasure of getting to speak at Emetrics Stockholm. For those not aware, Emetrics is one of the largest digital analytics conferences, with local events in several locations throughout the year.

It was my first time in Stockholm. It is an absolutely gorgeous city. Plus, if you like Scotch, you are in luck, because Stockholm is a town that has a deep Scotch shelf. I was even able to get a dram of Dallas Dhu, well not a dram exactly, really more like 20 cl.

The conference was good clean fun, with a lot of interesting folks in attendance. Given the high level of interest in experimentation and AB style testing, I thought it might be fun to give a presentation on the Multi-armed Bandit problem.  I tried to keep it simple, and covered just Epsilon-Greedy and Upper Confidence Bounds (UCB), to try to give folks a flavor of the various approaches. I have put the slides here, so feel free to poke around.

Shout outs go to Lars Johansson, the team from Outfox, and the Rising Media posse for putting it all together. Thanks for a great conference.



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