A/B testing and the parable of the missing keys

My wife misplaced her keys yesterday. I politely enquired why she couldn’t put her damn keys in the same place every time she came in. She opined that if I wanted to be useful I should do less work with my mouth and more with my eyes. And so we set to work finding them.

As we searched, my mind naturally turned to A/B testing. It was clear from the start that we had two different strategies for finding the keys. She exploited her knowledge of where she had put her keys in the past, and her actions immediately prior to losing the keys. I explored more or less at random, arguing that her approach was proving unsuccessful and we should abandon our prior assumptions. Either approach on its own is inefficient, but together we were able to cover a large portion of the house in a relatively short period of time.

The exploration-exploitation dilemma lies at the heart of Myna. Myna constantly balances exploiting the variants that have worked well in the past against exploring other variants to see if they are in fact better. Myna can make an optimal tradeoff due to the power of the algorithms, and the relatively simple structure of the A/B testing problem.

Designing A/B tests involves a similar balancing act. We can exploit our knowledge of prior tests and best practices¬†(such as these)¬†to guide us when creating our own experiments. However, we must be cautious not to rely on those common tests too heavily. What has worked before, or for others’ customers might not work now or for ours. Similarly, exploring any and every idea that pops into our minds may be very interesting, and potentially bring dramatic results, but this has to be balanced with the risk of confusion or wasting time.

As you can see, once you start looking for it, you’ll find the exploration-exploitation dilemma everywhere.

My keys

No prizes for guessing who found the keys. (PS: it wasn’t me.)

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