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20162026
most citedOptimization Beyond Prediction: Prescriptive Price Optimization

7 citations · 19 across the 31 of their papers we have counts for

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Showing 2024Show all

10 papers · 1 filter

cs.GT2024

Corrupted Learning Dynamics in Games

Taira Tsuchiya, Shinji Ito, Haipeng Luo

Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate o…

cs.LG2024

Learning with Posterior Sampling for Revenue Management under Time-varying Demand

Kazuma Shimizu, Junya Honda, Shinji Ito +1

This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown…

cs.LG2024

A Simple and Adaptive Learning Rate for FTRL in Online Learning with Minimax Regret of and its Application to Best-of-Both-Worlds

Taira Tsuchiya, Shinji Ito

Follow-the-Regularized-Leader (FTRL) is a powerful framework for various online learning problems. By designing its regularizer and learning rate to be adaptive to past observation…

math.OC2024

Contaminated Online Convex Optimization

Tomoya Kamijima, Shinji Ito

In online convex optimization, some efficient algorithms have been designed for each of the individual classes of objective functions, e.g., convex, strongly convex, and exp-concav…

cs.LG2024

Adaptive Learning Rate for Follow-the-Regularized-Leader: Competitive Analysis and Best-of-Both-Worlds

Shinji Ito, Taira Tsuchiya, Junya Honda

Follow-The-Regularized-Leader (FTRL) is known as an effective and versatile approach in online learning, where appropriate choice of the learning rate is crucial for smaller regret…

stat.ML2024

Follow-the-Perturbed-Leader with Fréchet-type Tail Distributions: Optimality in Adversarial Bandits and Best-of-Both-Worlds

Jongyeong Lee, Junya Honda, Shinji Ito +1

This paper studies the optimality of the Follow-the-Perturbed-Leader (FTPL) policy in both adversarial and stochastic -armed bandits. Despite the widespread use of the Follow-th…

cs.LG2024

LC-Tsallis-INF: Generalized Best-of-Both-Worlds Linear Contextual Bandits

Masahiro Kato, Shinji Ito

We investigate the \emph{linear contextual bandit problem} with independent and identically distributed (i.i.d.) contexts. In this problem, we aim to develop a \emph{Best-of-Both-W…

math.OC2024

Prediction-Correction Algorithm for Time-Varying Smooth Non-Convex Optimization

Hidenori Iwakiri, Tomoya Kamijima, Shinji Ito +1

Time-varying optimization problems are prevalent in various engineering fields, and the ability to solve them accurately in real-time is becoming increasingly important. The predic…

cs.LG2024

Fast Rates in Stochastic Online Convex Optimization by Exploiting the Curvature of Feasible Sets

Taira Tsuchiya, Shinji Ito

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In onlin…

cs.LG2024

Exploration by Optimization with Hybrid Regularizers: Logarithmic Regret with Adversarial Robustness in Partial Monitoring

Taira Tsuchiya, Shinji Ito, Junya Honda

Partial monitoring is a generic framework of online decision-making problems with limited feedback. To make decisions from such limited feedback, it is necessary to find an appropr…