Review for NeurIPS paper: Model Selection for Production System via Automated Online Experiments

Summary and Contributions: The paper proposes a model selection algorithm called Model Selection with Automated Online Experiments (AOE) that is designed for use in production systems. In the problem statement, it is stated that the goal of the model selection problem is to select the model from a set of candidate models that maximises a metric of interest. It is assumed that the metric of interest can be expressed as the average immediate feedback from each of a model's predictions. AOE uses both historical log data and data collected from a small budget of online experiments to inform the choice of model. A distribution for the accumulative metric, or expected immediate feedback, is derived.