This question is about how to deploy contextual bandits(CMAB) in the context of web site optimization and online experimentation. I implemented contextual free MAB(MAB). When I run a MAB experiment, I just run it standalone in the online experimentation platform without setting up an A/B test to compare it to the current production version. Should I do the same process for running CMAB? Or I should break the process into the following 3 steps:
- Expose CMAB to production data to train it until converged.
- Run A/B test to measure impact of converged CMAB model vs. production.
- If CMAB model wins, deploy in production.