Randomized experimentation « Machine Learning (Theory)

One good thing about doing machine learning at present is that people actually use it! The back-ends of many systems we interact with on a daily basis are driven by machine learning. In most such systems, as users interact with the system, it is natural for the system designer to wish to optimize the models under the hood over time, in a way that improves the user experience. To ground the discussion a bit, let us consider the example of an online portal, that is trying to present interesting news stories to its user. A user comes to the portal and based on whatever information the portal has on the user, it recommends one (or more) news stories.