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20092026
most citedOptimal Regret Analysis of Thompson Sampling in Stochastic Multi-armed Bandit Problem with Multiple Plays

70 citations · 245 across the 36 of their papers we have counts for

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14 papers · 1 filter

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.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.ML2021

Mediated Uncoupled Learning: Learning Functions without Direct Input-output Correspondences

Ikko Yamane, Junya Honda, Florian Yger +1

Ordinary supervised learning is useful when we have paired training data of input and output . However, such paired data can be difficult to collect in practice. In this pap…

stat.ML2020★ 2 cited

Analysis and Design of Thompson Sampling for Stochastic Partial Monitoring

Taira Tsuchiya, Junya Honda, Masashi Sugiyama

We investigate finite stochastic partial monitoring, which is a general model for sequential learning with limited feedback. While Thompson sampling is one of the most promising al…

stat.ML2020★ 2 cited

Time-varying Gaussian Process Bandit Optimization with Non-constant Evaluation Time

Hideaki Imamura, Nontawat Charoenphakdee, Futoshi Futami +3

The Gaussian process bandit is a problem in which we want to find a maximizer of a black-box function with the minimum number of function evaluations. If the black-box function var…

stat.ML2020★ 3 cited

Efficient Adaptive Experimental Design for Average Treatment Effect Estimation

Masahiro Kato, Takuya Ishihara, Junya Honda +1

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimen…

stat.ML2019★ 8 cited

On the Calibration of Multiclass Classification with Rejection

Chenri Ni, Nontawat Charoenphakdee, Junya Honda +1

We investigate the problem of multiclass classification with rejection, where a classifier can choose not to make a prediction to avoid critical misclassification. First, we consid…

stat.ML2018

Dueling Bandits with Qualitative Feedback

Liyuan Xu, Junya Honda, Masashi Sugiyama

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulli…

stat.ML2017★ 18 cited

Fully adaptive algorithm for pure exploration in linear bandits

Liyuan Xu, Junya Honda, Masashi Sugiyama

We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parame…

stat.ML2017

Good Arm Identification via Bandit Feedback

Hideaki Kano, Junya Honda, Kentaro Sakamaki +3

We consider a novel stochastic multi-armed bandit problem called {\em good arm identification} (GAI), where a good arm is defined as an arm with expected reward greater than or equ…

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…