diff --git a/dialer/bandit.go b/dialer/bandit.go
index c58359ef3..a7b453a3f 100644
--- a/dialer/bandit.go
+++ b/dialer/bandit.go
@@ -12,9 +12,10 @@ import (
 
 // BanditDialer is responsible for continually choosing the optimized dialer.
 type BanditDialer struct {
-	dialers []ProxyDialer
-	bandit  *bandit.EpsilonGreedy
-	opts    *Options
+	dialers       []ProxyDialer
+	bandit        bandit.Bandit
+	opts          *Options
+	dialerWeights map[string]BanditMetrics
 }
 
 // NewBandit creates a new bandit given the available dialers and options with
@@ -30,12 +31,17 @@ func NewBandit(opts *Options) (Dialer, error) {
 	dialers := opts.Dialers
 	log.Debugf("Creating bandit with %d dialers", len(dialers))
 
-	var b *bandit.EpsilonGreedy
+	var b bandit.Bandit
 	var err error
+	dialer := &BanditDialer{
+		dialers: dialers,
+		opts:    opts,
+	}
 	if opts.LoadLastBanditRewards != nil {
 		log.Debugf("Loading bandit weights from %s", opts.LoadLastBanditRewards)
 		// TODO: Load the weights from the file.
 		dialerWeights := opts.LoadLastBanditRewards()
+		dialer.dialerWeights = dialerWeights
 		counts := make([]int, len(dialers))
 		rewards := make([]float64, len(dialers))
 		for arm, dialer := range dialers {
@@ -60,12 +66,7 @@ func NewBandit(opts *Options) (Dialer, error) {
 			return nil, err
 		}
 	}
-
-	dialer := &BanditDialer{
-		dialers: dialers,
-		bandit:  b,
-		opts:    opts,
-	}
+	dialer.bandit = b
 
 	return dialer, nil
 }
@@ -124,6 +125,23 @@ func (bd *BanditDialer) DialContext(ctx context.Context, network, addr string) (
 		}
 	})
 
+	time.AfterFunc(30*time.Second, func() {
+		// Save the bandit weights
+		if bd.opts.SaveBanditRewards != nil {
+			metrics := make(map[string]BanditMetrics)
+			rewards := bd.bandit.GetRewards()
+			counts := bd.bandit.GetCounts()
+			for i, d := range bd.dialers {
+				metrics[d.Name()] = BanditMetrics{
+					Reward: rewards[i],
+					Count:  counts[i],
+				}
+			}
+
+			bd.opts.SaveBanditRewards(metrics)
+		}
+	})
+
 	bd.opts.OnSuccess(d)
 	return dt, err
 }
diff --git a/dialer/dialer.go b/dialer/dialer.go
index 6f0d31494..03bace207 100644
--- a/dialer/dialer.go
+++ b/dialer/dialer.go
@@ -77,6 +77,8 @@ type Options struct {
 	// for each dialer. If this is set, the bandit will be initialized with the
 	// last metrics.
 	LoadLastBanditRewards func() map[string]BanditMetrics
+
+	SaveBanditRewards func(map[string]BanditMetrics)
 }
 
 type BanditMetrics struct {