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Stopping criterion

As explained in Experimentation for Engineers

A stopping rule is a criterion that determines when an experiment or sequential decision process should terminate.

A stopping criterion determines when an experiment or sequential decision process terminates. In metric-driven experimentation, it balances further exploration against the cost of continuing to test candidate system changes. section 3.1.3 section 3.3.3

For decaying-epsilon greedy selection, epsilon falls as measurements accumulate. The algorithm stops when epsilon is below a chosen threshold, such as 0.01, and can then accept the version with the higher mean CTR. Lower thresholds extend the run; moderate threshold changes have little reported effect on CTR. section 3.1.3

Decaying-epsilon configuration

With bm_max = 0.01, practical significance = 0.001, and c = 5, the implementation computes epsilon_0 = 2c(bm_max/prac_sig)^2 and stops when epsilon < 0.01. The parameter c controls pure-exploration time: values that are too low risk premature exploitation, while values that are too high increase runtime without benefit. section 3.1.3

Thompson sampling uses a probability-based stopping rule built around pbest(arm), while also enforcing enough observations to resolve practical differences. With practical significance 0.001 and a smallest sum difference of one, the minimum is 1/0.001 = 1,000 samples per arm. section 3.3.3

How Experimentation for Engineers covers it

How deep it goes
Defines threshold and probability-based rules, explains exploration trade-offs, and accounts for sampling precision and practical significance.
Examples
Uses decaying epsilon with a 0.01 threshold and Thompson sampling with p_stop = 0.95 and minimum per-arm sampling.
What it assumes
Assumes CTR, practical significance, arm selection, and pbest; teaches how stopping interacts with exploration and measurement precision.
What you can do after
Operate/configure bandit experiments by selecting exploration thresholds, tuning exploration duration, and checking minimum-sample requirements.
How it connects
Connects epsilon-greedy, Thompson sampling, CTR, practical significance, randomized probability matching, and online bootstrap estimation.

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This explainer was generated by Manning's knowledge graph from the text of Experimentation for Engineers. The section links point to the parts of the book it draws on.