Multi-armed bandits backfill Bayesian optimal interval design

In cancer phase I dose-finding clinical trials, following the Project Optimus of the U.S. Food and Drug Administration, there is an increasing need to add backfill cohorts not only to determine the maximum tolerated dose but also to identify the optimal effective dose for subsequent Phase II trials. In this study, multi-armed bandit algorithms, known for their superiority in exploratory selection, are applied to the problem of selecting which dose levels to add backfill cohorts. Additionally, we propose a method that incorporates efficacy modeling into the multi-armed bandit algorithm. The multi-armed bandit approach is straightforward, requiring only simple calculations, making it highly accessible. To enhance understanding of backfill cohort addition using multi-armed bandit algorithms, we provide demonstrations and evaluate the performance through simulations.