activity
20152026
most citedOptimal Regret Analysis of Thompson Sampling in Stochastic Multi-armed Bandit Problem with Multiple Plays

70 citations · 161 across the 37 of their papers we have counts for

collaborators
Showing stat.MLShow all

19 papers · 1 filter

stat.ML2026

Rethinking Successive Rejects Algorithms

Mohamed Khair, Junpei Komiyama

In the best-arm identification problem, an algorithm adaptively selects arms to find the arm of the largest mean reward. Successive Rejects (SR) is a simple fixed-budget best-arm i…

stat.ML2026

Fixed-Confidence Best-Arm Identification for Causal Mediation Analysis

Harsh Shrivastava, Yuta Kawakami, Junpei Komiyama +1

This paper studies the problem of identifying the treatment that maximizes the expected natural direct potential outcome (NDPO), which captures the potential outcome of an interven…

stat.ML2026

Reliable Chain-of-Thought via Prefix Consistency

Naoto Iwase, Yuki Ichihara, Mohammad Atif Quamar +1

Large Language Models often improve accuracy on reasoning tasks by sampling multiple Chain-of-Thought (CoT) traces and aggregating them with majority voting (MV), a test-time techn…

stat.ML2026

CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency

Hirofumi Ota, Naoto Iwase, Yuki Ichihara +2

Large language models often improve reasoning by sampling multiple outputs and aggregating their final answers, but precise and efficient control of error levels remains a challeng…

stat.ML2026

An Efficient Algorithm for Thresholding Monte Carlo Tree Search

Shoma Nameki, Atsuyoshi Nakamura, Junpei Komiyama +1

We introduce the Thresholding Monte Carlo Tree Search problem, in which, given a tree and a threshold , a player must answer whether the root node value of $\mathc…

stat.ML2025

Rate-optimal Design for Anytime Best Arm Identification

Junpei Komiyama, Kyoungseok Jang, Junya Honda

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of arms under a limited sampling budget. This pro…

stat.ML2025

Best-of- -- Asymptotic Performance of Test-Time LLM Ensembling

Junpei Komiyama, Daisuke Oba, Masafumi Oyamada

We study best-of- for large language models (LLMs) where the selection is based on majority voting. In particular, we analyze the limit , which we denote as \boinf…

stat.ML2025

High-dimensional Nonparametric Contextual Bandit Problem

Shogo Iwazaki, Junpei Komiyama, Masaaki Imaizumi

We consider the kernelized contextual bandit problem with a large feature space. This problem involves arms, and the goal of the forecaster is to maximize the cumulative reward…

stat.ML2024

Fixed Confidence Best Arm Identification in the Bayesian Setting

Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki

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 lev…

stat.ML2024

Replicability is Asymptotically Free in Multi-armed Bandits

Junpei Komiyama, Shinji Ito, Yuichi Yoshida +1

We consider a replicable stochastic multi-armed bandit algorithm that ensures, with high probability, that the algorithm's sequence of actions is not affected by the randomness inh…

stat.ML2023

High-dimensional Contextual Bandit Problem without Sparsity

Junpei Komiyama, Masaaki Imaizumi

In this research, we investigate the high-dimensional linear contextual bandit problem where the number of features is greater than the budget , or it may even be infinite.…

stat.ML2022

Minimax Optimal Algorithms for Fixed-Budget Best Arm Identification

Junpei Komiyama, Taira Tsuchiya, Junya Honda

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…

stat.ML2022

Suboptimal Performance of the Bayes Optimal Algorithm in Frequentist Best Arm Identification

Junpei Komiyama

We consider the fixed-budget best arm identification problem with rewards following normal distributions. In this problem, the forecaster is given arms (or treatments) and …

stat.ML2021★ 3 cited

Finite-time Analysis of Globally Nonstationary Multi-Armed Bandits

Junpei Komiyama, Edouard Fouché, Junya Honda

We consider nonstationary multi-armed bandit problems where the model parameters of the arms change over time. We introduce the adaptive resetting bandit (ADR-bandit), a bandit alg…

stat.ML2017★ 14 cited

Two-stage Algorithm for Fairness-aware Machine Learning

Junpei Komiyama, Hajime Shimao

Algorithmic decision making process now affects many aspects of our lives. Standard tools for machine learning, such as classification and regression, are subject to the bias in da…

stat.ML2016★ 8 cited

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

Junpei Komiyama, Junya Honda, Hiroshi Nakagawa

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 hard…

stat.ML2015★ 12 cited

Regret Lower Bound and Optimal Algorithm in Finite Stochastic Partial Monitoring

Junpei Komiyama, Junya Honda, Hiroshi Nakagawa

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…

stat.ML2015★ 20 cited

Regret Lower Bound and Optimal Algorithm in Dueling Bandit Problem

Junpei Komiyama, Junya Honda, Hisashi Kashima +1

We study the -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. We int…

stat.ML2015★ 70 cited

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

Junpei Komiyama, Junya Honda, Hiroshi Nakagawa

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 Bayesi…