Odds-Ratio Thompson Sampling: A Specification and Design Guide for Contrast-Based Multi-Armed Bandits
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Abstract (arXiv)
Batched multi-armed bandits update on a service's own schedule, and the usual implementation carries each arm's absolute reward rate from one update to the next. When the shared level moves between batches, that memory goes stale even though the comparisons between arms may not have. Odds-Ratio Thompson Sampling (OR-TS) instead carries the joint posterior over log-odds contrasts and fits the common level afresh in every batch, marginalizing it out. This paper specifies that update, places it inside a Bayesian bandit agent with two controls, decay for how much past evidence survives an update and aggressiveness for how sharply belief becomes allocation, and evaluates it against absolute-rate memory. Across 86 public A/B series the level varies about twenty-five times more than the contrast. In prespecified synthetic environments a moving level costs absolute-rate memory five times the regret and leaves the best arm below a majority of traffic in 7 of 20 runs, against none for OR-TS. In a policy simulation built from 71 real experiments, where the contrasts are too small to resolve, expected-click differences stay within 0.1% for 58 of them, yet contrast memory still ends on the better arm more than twice as often. Where the contrasts themselves move, the bet fails, and that case is reported too.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 16 of its 65 references that are in the map. First posted on arXiv 17 Sep 2026.
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16 of 65 references.
References · 16
- 2015Dueling Network Architectures for Deep Reinforcement Learningcited by 785
- 2017A Tutorial on Thompson Samplingcited by 433
- 2020Improved Optimistic Algorithms for Logistic Banditscited by 118
- 2015Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challengescited by 114
- 2019Confidence Intervals for Policy Evaluation in Adaptive Experimentscited by 95
- 2020Open Bandit Dataset and Pipeline: Towards Realistic and Reproducible Off-Policy Evaluationcited by 77
- 2017Taming Non-stationary Bandits: A Bayesian Approachcited by 32
- 2019On the Performance of Thompson Sampling on Logistic Banditscited by 32
- 2017Action Centered Contextual Banditscited by 23
- 2018Semiparametric Contextual Banditscited by 19
- 2018PG-TS: Improved Thompson Sampling for Logistic Contextual Banditscited by 19
- 2021Batched Thompson Samplingcited by 19
4 more
- 2019Contextual Multi-armed Bandit Algorithm for Semiparametric Reward Modelcited by 10
- 2022Adaptive Experimentation in the Presence of Exogenous Nonstationary Variationcited by 8
- 2018How to capitalize on a priori contrasts in linear (mixed) models: A tutorialcited by 1
- 2020Odds-Ratio Thompson Sampling to Control for Time-Varying Effectcited by 1
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