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Hanna Sumita

14 accepted papers

2024

New Classes of the Greedy-Applicable Arm Feature Distributions in the Sparse Linear Bandit Problem

AAAI 2024technical

We consider the sparse contextual bandit problem where arm feature affects reward through the inner product of sparse parameters. Recent studies have developed sparsity-agnostic algorithms based on the greedy arm selection policy. However, the analysis of these algorithms requires strong assumptions…

Cited by 0SourcePDFScholar
2024

Towards Optimal Subsidy Bounds for Envy-Freeable Allocations

AAAI 2024technical

We study the fair division of indivisible items with subsidies among n agents, where the absolute marginal valuation of each item is at most one. Under monotone valuations (where each item is a good), it is known that a maximum subsidy of 2(n-1) and a total subsidy of 2(n-1)² are sufficient to guara…

Cited by 7SourcePDFScholar
2023

Bandit Task Assignment with Unknown Processing Time

NeurIPS 2023poster

This study considers a novel problem setting, referred to as \textit{bandit task assignment}, that incorporates the processing time of each task in the bandit setting. In this problem setting, a player sequentially chooses a set of tasks to start so that the set of processing tasks satisfies a given…

Cited by 0SourcePDFScholar
2022

Online Task Assignment Problems with Reusable Resources

AAAI 2022technical

We study online task assignment problem with reusable resources, motivated by practical applications such as ridesharing, crowdsourcing and job hiring. In the problem, we are given a set of offline vertices (agents), and, at each time, an online vertex (task) arrives randomly according to a known ti…

Cited by 9SourcePDFScholar
2021

A Parameter-Free Algorithm for Misspecified Linear Contextual Bandits

AISTATS 2021poster

We investigate the misspecified linear contextual bandit (MLCB) problem, which is a generalization of the linear contextual bandit (LCB) problem. The MLCB problem is a decision-making problem in which a learner observes $d$-dimensional feature vectors, called arms, chooses an arm from $K$ arms, and…

Cited by 23SourcePDFScholar
2021

Near-Optimal Regret Bounds for Contextual Combinatorial Semi-Bandits with Linear Payoff Functions

AAAI 2021technical

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of rewards of arms. Several existing algorithms have regret bou…

Cited by 7SourcePDFScholar
2020

Delay and Cooperation in Nonstochastic Linear Bandits

NeurIPS 2020spotlight

This paper offers a nearly optimal algorithm for online linear optimization with delayed bandit feedback. Online linear optimization with bandit feedback, or nonstochastic linear bandits, provides a generic framework for sequential decision-making problems with limited information. This framework, h…

Cited by 31SourcePDFScholar
2019

Oracle-Efficient Algorithms for Online Linear Optimization with Bandit Feedback

NeurIPS 2019poster

We propose computationally efficient algorithms for \textit{online linear optimization with bandit feedback}, in which a player chooses an \textit{action vector} from a given (possibly infinite) set $\mathcal{A} \subseteq \mathbb{R}^d$, and then suffers a loss that can be expressed as a linear funct…

Cited by 12SourcePDFScholar
2018

Causal Bandits with Propagating Inference

ICML 2018oral

Bandit is a framework for designing sequential experiments, where a learner selects an arm $A \in \mathcal{A}$ and obtains an observation corresponding to $A$ in each experiment. Theoretically, the tight regret lower-bound for the general bandit is polynomial with respect to the number of arms $|\ma…

Cited by 41SourcePDFScholar
2018

Online Regression with Partial Information: Generalization and Linear Projection

AISTATS 2018poster

We investigate an online regression problem in which the learner makes predictions sequentially while only the limited information on features is observable. In this paper, we propose a general setting for the limitation of the available information, where the observed information is determined by a…

Cited by 0SourcePDFScholar
2018

Regret Bounds for Online Portfolio Selection with a Cardinality Constraint

NeurIPS 2018poster

Online portfolio selection is a sequential decision-making problem in which a learner repetitively selects a portfolio over a set of assets, aiming to maximize long-term return. In this paper, we study the problem with the cardinality constraint that the number of assets in a portfolio is restricted…

Cited by 11SourcePDFScholar
2017

Efficient Sublinear-Regret Algorithms for Online Sparse Linear Regression with Limited Observation

NeurIPS 2017poster

Online sparse linear regression is the task of applying linear regression analysis to examples arriving sequentially subject to a resource constraint that a limited number of features of examples can be observed. Despite its importance in many practical applications, it has been recently shown that…

Cited by 9SourcePDFScholar