Model
The base Autotune implementation uses a Thompson Sampling (Bayesian) algorithm to estimate each variant’s probability of being the best variant and allocate a proportional amount of traffic. For example, if a given variant has a 60% probability of being the best, Autotune will provide it 60% of the traffic. At a high level, the multi-armed bandit algorithm works by adding more users to a treatment as soon as it recognizes that it is clearly better in maximizing the reward (the target metric). Throughout the process, higher performing treatments are allocated more traffic whereas underperforming treatments are allocated less traffic. When the winning treatment beats the second best treatment by a specified margin, the process terminates. Some helpful references:- Statsig Blog
- Goyal and Agrawal (Microsoft Research) Regret Analysis
- Doordash Engineering Summary Blog