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Junpei Komiyama

14 accepted papers

2024

Fixed Confidence Best Arm Identification in the Bayesian Setting

NeurIPS 2024poster

We consider the fixed-confidence best arm identification (FC-BAI) problem in the Bayesian setting. This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known prior. Most studies on the FC-BAI problem have been conducted…

Cited by 0SourcePDFScholar
2023

Posterior Tracking Algorithm for Classification Bandits

AISTATS 2023poster

The classification bandit problem aims to determine whether a set of given $K$ arms contains at least $L$ good arms or not. Here, an arm is said to be good if its expected reward is no less than a specified threshold. To solve this problem, we introduce an asymptotically optimal algorithm, named P-t…

Cited by 7SourcePDFScholar
2023

Thresholded linear bandits

AISTATS 2023poster

We introduce the thresholded linear bandit problem, a novel sequential decision making problem at the interface of structured stochastic multi-armed bandits and learning halfspaces. The set of arms is $[0, 1]^d$, the expected Bernoulli reward is piecewise constant with a jump at a separating hyperpl…

Cited by 1SourcePDFScholar
2022

Anytime Capacity Expansion in Medical Residency Match by Monte Carlo Tree Search

IJCAI 2022poster

This paper considers the capacity expansion problem in two-sided matchings, where the policymaker is allowed to allocate some extra seats as well as the standard seats. In medical residency match, each hospital accepts a limited number of doctors. Such capacity constraints are typically given in adv…

2022

Minimax Optimal Algorithms for Fixed-Budget Best Arm Identification

NeurIPS 2022accept

We consider the fixed-budget best arm identification problem where the goal is to find the arm of the largest mean with a fixed number of samples. It is known that the probability of misidentifying the best arm is exponentially small to the number of rounds. However, limited characterizations have b…

2018

Nonconvex Optimization for Regression with Fairness Constraints

ICML 2018oral

The unfairness of a regressor is evaluated by measuring the correlation between the estimator and the sensitive attribute (e.g., race, gender, age), and the coefficient of determination (CoD) is a natural extension of the correlation coefficient when more than one sensitive attribute exists. As is w…

2017

Position-based Multiple-play Bandit Problem with Unknown Position Bias

NeurIPS 2017poster

Motivated by online advertising, we study a multiple-play multi-armed bandit problem with position bias that involves several slots and the latter slots yield fewer rewards. We characterize the hardness of the problem by deriving an asymptotic regret bound. We propose the Permutation Minimum Empiric…

Cited by 32SourcePDFScholar
2016

Copeland Dueling Bandit Problem: Regret Lower Bound, Optimal Algorithm, and Computationally Efficient Algorithm

ICML 2016poster

We study the K-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. The hardness of recommending Copeland winners, the arms that beat the greatest number of other arms, is characterized by derivin…

Cited by 51SourcePDFScholar
2015

Optimal Regret Analysis of Thompson Sampling in Stochastic Multi-armed Bandit Problem with Multiple Plays

ICML 2015poster

We discuss a multiple-play multi-armed bandit (MAB) problem in which several arms are selected at each round. Recently, Thompson sampling (TS), a randomized algorithm with a Bayesian spirit, has attracted much attention for its empirically excellent performance, and it is revealed to have an optimal…

2015

Regret Lower Bound and Optimal Algorithm in Finite Stochastic Partial Monitoring

NeurIPS 2015poster

Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner suffers a loss and receives a feedback signal. The goal of…

Cited by 33SourcePDFScholar