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Online Decision Making by Convex Optimization

Research Project

Project/Area Number 23300003
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Fundamental theory of informatics
Research InstitutionKyushu University

Principal Investigator

TAKIMOTO Eiji  九州大学, システム情報科学研究科(研究院, 教授 (50236395)

Co-Investigator(Kenkyū-buntansha) HATANO Kohei  九州大学, システム情報科学研究院, 助教 (60404026)
Project Period (FY) 2011-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥14,300,000 (Direct Cost: ¥11,000,000、Indirect Cost: ¥3,300,000)
Fiscal Year 2014: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2013: ¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2012: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2011: ¥5,460,000 (Direct Cost: ¥4,200,000、Indirect Cost: ¥1,260,000)
Keywords計算学習理論 / オンライン予測 / 凸最適化 / 組合せ最適化 / オンラインアルゴリズム / 凸最適化理論 / バンディット問題 / 競合比解析 / LP緩和 / 近似アルゴリズム / モンテカルロ木探索 / 2部ランキング学習 / 劣モジュラ最適化 / 基多面体 / 線形分類器学習 / Bradley-Terryモデル / ランキング学習
Outline of Final Research Achievements

Online decision making is a process where decision making and data observation are repeated. It is widely recognized that, for various problems of decision making, convex optimization theory gives a general framework of design and analysis of algorithms. However, it is limited to those problems where the domains or the decision spaces are continuous. In this study, we extend the theory so that it can be uniformly applied to a wide class of discrete domains such as rankings, spanning trees and a set of satisfying assignments. Furthermore, we consider a generalized problem where the cost of decision making for each trial depends on the past decisions made so far, and give a condition under which the problem has an efficient and high performing algorithm.

Report

(5 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • Research Products

    (59 results)

All 2015 2014 2013 2012 2011 Other

All Journal Article (15 results) (of which Peer Reviewed: 15 results,  Acknowledgement Compliant: 4 results,  Open Access: 1 results) Presentation (43 results) (of which Invited: 9 results) Book (1 results)

  • [Journal Article] Lower bounds for linear decision trees with bounded weights2015

    • Author(s)
      Kei Uchizawa, Eiji Takimoto
    • Journal Title

      Proc. 41st International Conference on Current Trends in Theory and Practice of Computer Science (SOFSEM 2015), Lecture Notes in Computer Science

      Volume: 8939 Pages: 412-422

    • DOI

      10.1007/978-3-662-46078-8_34

    • ISBN
      9783662460771, 9783662460788
    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Bandit online optimization over permutahedron2014

    • Author(s)
      Nir Ailon, Kohei Hatano, Eiji Takimoto
    • Journal Title

      Proc. 25th International Conference on Algorithmic Learning Theory (ALT 2014), Lecture Notes in Artificial Ingtelligence

      Volume: 8776 Pages: 215-229

    • DOI

      10.1007/978-3-319-11662-4_16

    • ISBN
      9783319116617, 9783319116624
    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Online matrix prediction for sparse loss matrices2014

    • Author(s)
      Ken-ichiro Moridomi, Kohei Hatano, Eiji Takimoto, Koji Tsuda
    • Journal Title

      Proc. 6th Asian Conference on Machine Learning (ACML 2014), JMLR: Workshop and Conference Proceedings

      Volume: 39 Pages: 250-265

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] An online policy gradient algorithm for Markov decision processes with continuous states and actions2014

    • Author(s)
      Yao Ma, Tingting Zhao, Kohei Hatano, Masashi Sugiyama
    • Journal Title

      Proc. Machine Learning and Knowledge Discovery in Databases (ECML/PKDD 2014), Lecture Notes in Computer Science

      Volume: 8725 Pages: 354-369

    • DOI

      10.1007/978-3-662-44851-9_23

    • ISBN
      9783662448502, 9783662448519
    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Efficient Sampling Method for Monte Carlo Tree Search Problem2014

    • Author(s)
      Kazuki Teraoka, Kohei Hatano, Eiji Takimoto
    • Journal Title

      IEICE Transactions on Information and Systems

      Volume: E97.D Issue: 3 Pages: 392-398

    • DOI

      10.1587/transinf.E97.D.392

    • NAID

      130003394853

    • ISSN
      0916-8532, 1745-1361
    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] SVMによる2 部ランキング学習を用いたコンピュータ将棋における評価関数の学習2014

    • Author(s)
      末廣 大貴, 畑埜 晃平, 坂内 英夫, 瀧本 英二, 竹田 正幸
    • Journal Title

      電子情報通信学会論文誌

      Volume: J97-D (3) Pages: 593-600

    • NAID

      110009804347

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Efficient Algorithms for Combinatorial Online Prediction2013

    • Author(s)
      Eiji Takimoto, Kohei Hatano
    • Journal Title

      Proc. 24th International Conference on Algorithmic Learning Theory (ALT 2013), Lecture Notes in Artificial Intelligence

      Volume: 8139 Pages: 22-32

    • DOI

      10.1007/978-3-642-40935-6_3

    • ISBN
      9783642409349, 9783642409356
    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Combinatorial Online Prediction via Metarounding2013

    • Author(s)
      Takahiro Fujita, Kohei Hatano, Eiji Takimoto
    • Journal Title

      Proc. 24th International Conference on Algorithmic Learning Theory (ALT 2013), Lecture Notes in Artificial Intelligence

      Volume: 8139 Pages: 68-82

    • DOI

      10.1007/978-3-642-40935-6_6

    • NAID

      120006654680

    • ISBN
      9783642409349, 9783642409356
    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Online Prediction under Submodular Constraints2012

    • Author(s)
      Daiki Suehiro
    • Journal Title

      ALT 2012

      Volume: - Pages: 260-274

    • DOI

      10.1007/978-3-642-34106-9_22

    • ISBN
      9783642341052, 9783642341069
    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Online Rank Aggregation2012

    • Author(s)
      Shota Yasutake
    • Journal Title

      Proc. 4th Conference on Asian Conference on Machine Learning, JMLR Workshop and Conference Proceedings

      Volume: 25

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Lower Bounds for Linear Decision trees via An Energy Complexity Argument2011

    • Author(s)
      Kei Uchizawa, et al
    • Journal Title

      Lecture Notes in Computer Science

      Volume: 6907 Pages: 568-579

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Music Genre Classification using Similarity Functions2011

    • Author(s)
      Yoko Anan, et al
    • Journal Title

      Proceedings of the 12th International Society for Music Information Retrieval Conference

      Pages: 693-698

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Adaptive Online Prediction Using Weighted Windows2011

    • Author(s)
      Shin-ichi Yoshida, et al
    • Journal Title

      IEICE Transactions on Information and Systems

      Volume: E94-D,10 Pages: 1917-1923

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization2011

    • Author(s)
      Daiki Suehiro, et al
    • Journal Title

      Lecture Notes in Artificial Intelligence

      Volume: 6925 Pages: 324-337

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Online Linear Optimization over Permutations2011

    • Author(s)
      Shota Yasutake, et al
    • Journal Title

      Lecture Notes in Computer Science

      Volume: 7074 Pages: 534-543

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Presentation] 計算能力制限付き通信計算量に基づく回路計算量の下界の導出2015

    • Author(s)
      黒木守人, 畑埜晃平, 瀧本英二
    • Organizer
      電子情報通信学会総合大会COMP-ELC学生シン ポジウム
    • Place of Presentation
      立命館大学(滋賀県草津市)
    • Year and Date
      2015-03-10
    • Related Report
      2014 Annual Research Report
  • [Presentation] Online linear optimization over permutations with precedence constraints2014

    • Author(s)
      Takahiro Fujita, Kohei Hatano, Shuji Kijima, Eiji Takimoto
    • Organizer
      NIPS 2014 Workshop on Discrete Optimization in Machine Learning (DISCML)
    • Place of Presentation
      Montreal (Canada)
    • Year and Date
      2014-12-13
    • Related Report
      2014 Annual Research Report
  • [Presentation] Online prediction with Bradley-Terry models2014

    • Author(s)
      Issei Matsumoto, Kohei Hatano, Eiji Takimoto
    • Organizer
      NIPS 2014 Workshop on Analysis of Rank Data: Confluence of Social Choice, Operations Research, and Machine Learning
    • Place of Presentation
      Montreal (Canada)
    • Year and Date
      2014-12-13
    • Related Report
      2014 Annual Research Report
  • [Presentation] 組み合わせ論的MTS 問題2014

    • Author(s)
      中薗拓巳, 瀧本英二, 畑埜晃平
    • Organizer
      情報処理学会アルゴリズム研究会
    • Place of Presentation
      大濱信泉記念館(沖縄県石垣市)
    • Year and Date
      2014-11-20
    • Related Report
      2014 Annual Research Report
  • [Presentation] Online scheduling of precedence-constrained jobs on a single machine2014

    • Author(s)
      藤田隆寛, 畑埜晃平, 来嶋秀治, 瀧本英二
    • Organizer
      情報処理学会アルゴリズム研究会
    • Place of Presentation
      大濱信泉記念館(沖縄県石垣市)
    • Year and Date
      2014-11-20
    • Related Report
      2014 Annual Research Report
  • [Presentation] 順列に対するバンディット問題2014

    • Author(s)
      Nir Ailon, 畑埜晃平, 瀧本英二
    • Organizer
      第17 回情報論的学習理論ワークショップ (IBIS2014)
    • Place of Presentation
      名古屋大学(愛知県名古屋市)
    • Year and Date
      2014-11-18
    • Related Report
      2014 Annual Research Report
  • [Presentation] 疎な損失行列に対する行列のオンライン予測2014

    • Author(s)
      森富賢一郎, 畑埜晃平, 瀧本英二, 津田宏治
    • Organizer
      第17 回情報論的学習理論ワークショップ (IBIS2014)
    • Place of Presentation
      名古屋大学(愛知県名古屋市)
    • Year and Date
      2014-11-18
    • Related Report
      2014 Annual Research Report
  • [Presentation] 順序制約下でのオンラインジョブスケジューリング2014

    • Author(s)
      藤田隆寛, 畑埜晃平, 来嶋秀治, 瀧本英二
    • Organizer
      スケジューリング・シンポジウム2014
    • Place of Presentation
      富山国際会議場(富山県富山市)
    • Year and Date
      2014-09-29
    • Related Report
      2014 Annual Research Report
  • [Presentation] Online prediction over permutations under precedence constraints2014

    • Author(s)
      Takahiro Fujita, Kohei Hatano, Shuji Kijima, Eiji Takimoto
    • Organizer
      ELC Workshop on Learning Theory and Complexity collocated with the 12th International Conference on Grammatical Inference (ICGI 2014)
    • Place of Presentation
      京都大学(京都府京都市)
    • Year and Date
      2014-09-16
    • Related Report
      2014 Annual Research Report
  • [Presentation] オンライン凸最適化2014

    • Author(s)
      瀧本英二
    • Organizer
      京都大学数理解析研究所「組合せ最適化セミナー」
    • Place of Presentation
      京都大学(京都府京都市)
    • Year and Date
      2014-08-01
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] Online linear optimization over permutations with precedence constraints2014

    • Author(s)
      藤田隆寛, 畑埜晃平, 来嶋秀治, 瀧本英二
    • Organizer
      夏のLA シンポジウム
    • Place of Presentation
      半月庵(山口県岩国市)
    • Year and Date
      2014-07-17
    • Related Report
      2014 Annual Research Report
  • [Presentation] 類似度に基づくポリフォニックな楽曲の分類2012

    • Author(s)
      阿南陽子
    • Organizer
      情報処理学会第94回音楽情報科学研究会(IPSJ-SIGMUS)
    • Place of Presentation
      ホテルウェルシーズン浜名湖(静岡)
    • Year and Date
      2012-02-04
    • Related Report
      2011 Annual Research Report
  • [Presentation] モンテカルロ木探索問題に対する効率的サンプリング手法2012

    • Author(s)
      寺岡和紀
    • Organizer
      冬のLAシンポジウム
    • Place of Presentation
      京都大学(京都)
    • Year and Date
      2012-02-01
    • Related Report
      2011 Annual Research Report
  • [Presentation] Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization2011

    • Author(s)
      Daiki Suehiro
    • Organizer
      NIPS 2011 Workshop on Computational Trade-offs in Statistical Learning (COST)
    • Place of Presentation
      Sierra Nevada Ski Resort, Spain
    • Year and Date
      2011-12-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] Online Rank Aggregation2011

    • Author(s)
      Shota Yasutake
    • Organizer
      NIPS 2011 Workshop on Computational Trade-offs in Statistical Learning (COST)
    • Place of Presentation
      Sierra Nevada Ski Resort, Spain
    • Year and Date
      2011-12-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] 組み合わせ論的オンライン予測問題2011

    • Author(s)
      瀧本英二
    • Organizer
      第14回情報論的学習理論ワークショップ(IBIS 2011)
    • Place of Presentation
      奈良女子大学(奈良)(招待講演)
    • Year and Date
      2011-11-11
    • Related Report
      2011 Annual Research Report
  • [Presentation] トップkリストのオンライン予測2011

    • Author(s)
      安武翔太
    • Organizer
      第14回情報論的学習理論ワークショップ(IBIS 2011)
    • Place of Presentation
      奈良女子大学(奈良)
    • Year and Date
      2011-11-10
    • Related Report
      2011 Annual Research Report
  • [Presentation] Approximate Reduction from AUC Maximization to 1-norm Soft Margin Optimization2011

    • Author(s)
      Daiki Suehiro
    • Organizer
      第14回情報論的学習理論ワークショップ(IBIS 2011)
    • Place of Presentation
      奈良女子大学(奈良)
    • Year and Date
      2011-11-09
    • Related Report
      2011 Annual Research Report
  • [Presentation] 類似性指標を用いた楽曲のジャンル分類2011

    • Author(s)
      阿南陽子
    • Organizer
      人工知能学会第82回基本問題研究会(SIG-FPAI)
    • Place of Presentation
      ザヴィラ浜名湖(静岡)
    • Year and Date
      2011-08-04
    • Related Report
      2011 Annual Research Report
  • [Presentation] k選択多腕バンディット問題2011

    • Author(s)
      金城瞬
    • Organizer
      夏のLAシンポジウム
    • Place of Presentation
      ザヴィラ浜名湖(静岡)
    • Year and Date
      2011-07-19
    • Related Report
      2011 Annual Research Report
  • [Presentation] Online Prediction over Permutahedron2011

    • Author(s)
      Shota Yasutake
    • Organizer
      The 14th Korea-Japan Joint Workshop on Algorithms and Computation (WAAC 2011)
    • Place of Presentation
      Busan, Korea
    • Year and Date
      2011-07-08
    • Related Report
      2011 Annual Research Report
  • [Presentation] Combinatorial Online Prediction Using Online Approximation Algorithms

    • Author(s)
      Takahiro Fujita,Kohei Hatano,Eiji Takimoto
    • Organizer
      The 6th Annual Meeting of the Asian Association for Algorithms and Computation (AAAC 2013)
    • Place of Presentation
      ホテル松島大観荘
    • Related Report
      2013 Annual Research Report
  • [Presentation] Combinatorial Online Prediction via Metarounding

    • Author(s)
      Takahiro Fujita, Kohei Hatano, Eiji Takimoto
    • Organizer
      ICALP 2013 Satellite Workshop on Learning Theory and Complexity
    • Place of Presentation
      University of Latvia, Riga, Latvia
    • Related Report
      2013 Annual Research Report
  • [Presentation] Burgダイバージェンスを用いた行列のオンライン予測

    • Author(s)
      森富賢一郎,畑埜晃平,瀧本英二
    • Organizer
      夏のLAシンポジウム
    • Place of Presentation
      休暇村志賀島
    • Related Report
      2013 Annual Research Report
  • [Presentation] Combinatorial Online Prediction by Continuous Relaxation

    • Author(s)
      Eiji Takimoto
    • Organizer
      The Sixth Workshop on Information Theoretic Methods in Science and Engineering (WITMSE 2013)
    • Place of Presentation
      東京大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Efficient Algorithms for Combinatorial Online Prediction

    • Author(s)
      Eiji Takimoto, Kohei Hatano
    • Organizer
      The 24th International Conference on Algorithmic Learning Theory (ALT 2013)
    • Place of Presentation
      National University of Singapore, Singapore
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Burgダイバージェンスを用いた行列のオンライン予測

    • Author(s)
      森富賢一郎,畑埜晃平,瀧本英二
    • Organizer
      第16回情報論的学習理論ワークショップ (IBIS2013)
    • Place of Presentation
      東京工業大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] BTモデルのオンライン推定に対するリグレット解析

    • Author(s)
      松本一成,畑埜晃平,瀧本英二
    • Organizer
      第16回情報論的学習理論ワークショップ (IBIS2013)
    • Place of Presentation
      東京工業大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Lower Bounds for Linear Decision Trees via An Energy Complexity Argument

    • Author(s)
      Eiji Takimoto
    • Organizer
      Computer Science Colloquia, CSpecial Lecture
    • Place of Presentation
      Technion, Heifa, Israel
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Online Prediction with Bradley-Terry Models and Logistic Models

    • Author(s)
      Issei Matsumoto, Kohei Hatano, Eiji Takimoto
    • Organizer
      電子情報通信学会  第16 回IBISML研究会
    • Place of Presentation
      奈良女子大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] Online Matrix Prediction with Log- Determinant Regularizer

    • Author(s)
      Kenichiro Moridomi, Kohei Hatano, Eiji Takimoto, Koji Tsuda
    • Organizer
      電子情報通信学会  第16 回IBISML研究会
    • Place of Presentation
      奈良女子大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] オンライン予測理論とその応用

    • Author(s)
      畑埜晃平
    • Organizer
      FIT 2013 企画セッション「ビッグデータ時代のオンライン学習アルゴリズム」
    • Place of Presentation
      鳥取大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] オンライン離散最適化

    • Author(s)
      畑埜晃平
    • Organizer
      日本応用数理学会年会 オーガナイズドセッション「機械学習」
    • Place of Presentation
      アクロス福岡
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 離散構造のオンライン予測

    • Author(s)
      畑埜晃平
    • Organizer
      IBIS2013 企画セッション 「学習理論」
    • Place of Presentation
      東京工業大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Combinatorial Online Prediction via Metarounding

    • Author(s)
      Kohei Hatano
    • Organizer
      TCE Guest Lecture
    • Place of Presentation
      Technion, Heifa, Israel
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 劣モジュラ制約下におけるオンライン予測

    • Author(s)
      末廣 大貴
    • Organizer
      電子情報通信学会IBISML研究会
    • Place of Presentation
      キャンパスプラザ京都
    • Related Report
      2012 Annual Research Report
  • [Presentation] 基多面体上のオンライン予測

    • Author(s)
      末廣 大貴
    • Organizer
      夏のLAシンポジウム
    • Place of Presentation
      天橋立 宮津ロイヤルホテル
    • Related Report
      2012 Annual Research Report
  • [Presentation] Bradley-Terryモデルのオンライン予測

    • Author(s)
      松本 一成
    • Organizer
      夏のLAシンポジウム
    • Place of Presentation
      天橋立 宮津ロイヤルホテル
    • Related Report
      2012 Annual Research Report
  • [Presentation] Efficient AUC Maximization by Approximate Reduction of Ranking SVMs

    • Author(s)
      Daiki Suehiro
    • Organizer
      第15回情報論的学習理論ワークショップ(IBIS2012)
    • Place of Presentation
      筑波大学 東京キャンパス文京校舎
    • Related Report
      2012 Annual Research Report
  • [Presentation] Online Prediction over Base Polyhedra

    • Author(s)
      Daiki Suehiro
    • Organizer
      NIPS Workshop on Discrete Optimization in Machine Learning (DISCML 2012)
    • Place of Presentation
      Lake Tahoe, USA
    • Related Report
      2012 Annual Research Report
  • [Presentation] オフラインアルゴリズムを用いた離散構造のオンライン予測

    • Author(s)
      藤田 隆寛
    • Organizer
      冬のLAシンポジウム
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2012 Annual Research Report
  • [Presentation] バイアス付きPassive Agressiveアルゴリズム

    • Author(s)
      立石 大悟
    • Organizer
      電子情報通信学会IBISML研究会
    • Place of Presentation
      名古屋工業大学
    • Related Report
      2012 Annual Research Report
  • [Presentation] オンラインアルゴリズムとストリームアルゴリズム

    • Author(s)
      瀧本 英二
    • Organizer
      計測自動制御学会ニューラルネットワークフォーラム2013
    • Place of Presentation
      九州大学
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Book] 数学セミナー2013年12月号,特集「P≠NP予想最前線」2013

    • Author(s)
      渡辺治,西村治道,垂井淳,岡本吉央,瀧本英二,吉田悠一,上原隆平
    • Total Pages
      36
    • Publisher
      日本評論社
    • Related Report
      2013 Annual Research Report

URL: 

Published: 2011-04-06   Modified: 2019-07-29  

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