Improvisation - such a formal, earnest word. Use it and watch the blood drain from people's faces as they prepare themselves for the sound of a bomb exploding in a zoo. The Bays' own description of their playing is pretty straight, too: "On stage you are seeing a piece of music at its conception as opposed to the re-creation of a moment long past." Much better is a version overheard in the Jazz Cafe crowd at their gig: "Christ, if I was on E this would be the best bloody band in the world!"

All four players (covering bass, drums, keyboards, electronics and laptops) have other musical lives. Work for the Spice Girls apparently paid for the designer doorknobs in drummer Andy Gangadeen's house. But as the Bays, they have a working practice of "absolutely no pre-planning" in the music, and no record companies or selling of CDs - just improvised gigs and downloadable mp3s.

The performance is like a DJ set that starts at around hip-hop speed, stops off at house and disco (traces of Fila Brazilia, Lemon Jelly and Bob Sinclair) and crashes out with drum'n'bass, Gangadeen's sticks by now going like a kitchen blender. Don't bother hunting for egos on stage - the band are too busy with a thousand and one repetitive musical tasks that you take for granted when a turntable is reproducing them. After a few minutes of jumping up and down with a demented grin on my face, I finally manage to make eye contact with bass player Chris Taylor. He smiles back, a bit shocked - as if he has just snapped out of a trance. The Bays' attitude seems to be: "Never mind us get on and dance." The crowd oblige, chatting away under the "Shut the fuck up during performances" sign and coming together for some great ravey climaxes.

There are no memorable big tunes to hum on the way out (this is practically all beats, bass and loops) nor is there a focal point to the band, such as a singer. But you come to appreciate the tiniest little changes that push the gig to each new level. And knowing that the set could never be repeated exactly - that it was made just for that night - is a treat. Which is what improvisation should be.