Thompson Sampling is not a replacement for A&#x2F;B tests. Unfortunately, the real world violates the assumptions of Thompson sampling virtually all the time.<p><a href="https:&#x2F;&#x2F;www.chrisstucchio.com&#x2F;blog&#x2F;2015&#x2F;dont_use_bandits.html" rel="nofollow">https:&#x2F;&#x2F;www.chrisstucchio.com&#x2F;blog&#x2F;2015&#x2F;dont_use_bandits.htm...</a><p>Bandit algorithms do have some important use cases (optimizing yield from a short lived advertisement, e.g. &quot;Valentines Day Sale&quot;), but they are not suitable for use as an A&#x2F;B test replacement.<p>Also, I&#x27;d steer away from dynamic yield - I&#x27;ve found their descriptions of their statistics to take dangerous (i.e. totally wrong) shortcuts. For example, counting sessions instead of visitors as a way to avoid the delayed reaction problem and increase sample size (as well as completely breaking the IID assumption).