Adaptive designs for best treatment identification with top‐two Thompson sampling and acceleration

Abstract

AbstractWe consider outcome adaptive phase II or phase II/III trials to identify the best treatment for further development. Different from many other multi‐arm multi‐stage designs, we borrow approaches for the best arm identification in multi‐armed bandit (MAB) approaches developed for machine learning and adapt them for clinical trial purposes. The best arm identification in MAB focuses on the error rate of identification at the end of the trial, but we are also interested in the cumulative benefit of trial patients, for example, the frequency of patients treated with the best treatment. In particular, we consider Top‐Two Thompson Sampling (TTTS) and propose an acceleration approach for better performance in drug development scenarios in which the sample size is much smaller than that considered in machine learning applications. We also propose a variant of TTTS (TTTS2) which is simpler, easier for implementation, and has comparable performance in small sample settings. An extensive simulation study was conducted to evaluate the performance of the proposed approach in multiple typical scenarios in drug development.