Comment by jwr

I've been using a Bernoulli bandit for many years now. Like the original author, I am not quite sure why more people don't use it — for all practical purposes, if you have stuff to do, it is superior to simple A/B testing in every way. The "set it and forget it" feature is really nice.

Another thing that I noticed while writing the code (and took advantage of) is that it is insanely scalable in a distributed system, using HyperLogLog and Bloom filters. I may or may not have totally over-engineered my code to take advantage of that, even though my site gets ridiculously low click numbers :-)