| Paper Abstract and Keywords |
| Presentation |
2024-06-07 10:55
Mathematical model of decision-making by correlated time series via stochastic process Tomoki Yamagami (UTokyo), Norihiro Okada (TUS), Takatomo Mihana, Ryoichi Horisaki, Makoto Naruse (UTokyo), Mikio Hasegawa (TUS) NLP2024-32 CCS2024-19 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
It is known that chaotically oscillating time series from a semiconductor laser provides the ability to solve multi-armed bandit problems at GHz order. It is experimentally shown that this decision-making is accelerated by negativity of the autocorrelation coefficient observed for the chaotic time series, but its theoretical background is unknown. This paper gives a new stochastic model concerning decision-making by correlated time series, whose reasonability is ensured by the comparison the results between the numerical calculation by the stochastic model and simulations, and accounts for the negative autocorrelation enhances the performance of decision-making. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
multi-armed bandit problem / chaotic laser / autocorrelation / stochastic process / random walk / tug-of-war principle / / |
| Reference Info. |
IEICE Tech. Rep., vol. 124, no. 63, CCS2024-19, pp. 78-83, June 2024. |
| Paper # |
CCS2024-19 |
| Date of Issue |
2024-05-30 (NLP, CCS) |
| ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
| Download PDF |
NLP2024-32 CCS2024-19 |
| Conference Information |
| Committee |
NLP CCS |
| Conference Date |
2024-06-06 - 2024-06-07 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
West Japan General Exhibition Center AIM |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
Nonlinear Problems, Complex Communication Sciences, etc. |
| Paper Information |
| Registration To |
CCS |
| Conference Code |
2024-06-NLP-CCS |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Mathematical model of decision-making by correlated time series via stochastic process |
| Sub Title (in English) |
|
| Keyword(1) |
multi-armed bandit problem |
| Keyword(2) |
chaotic laser |
| Keyword(3) |
autocorrelation |
| Keyword(4) |
stochastic process |
| Keyword(5) |
random walk |
| Keyword(6) |
tug-of-war principle |
| Keyword(7) |
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| Keyword(8) |
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| 1st Author's Name |
Tomoki Yamagami |
| 1st Author's Affiliation |
The University of Tokyo (UTokyo) |
| 2nd Author's Name |
Norihiro Okada |
| 2nd Author's Affiliation |
Tokyo University of Science (TUS) |
| 3rd Author's Name |
Takatomo Mihana |
| 3rd Author's Affiliation |
The University of Tokyo (UTokyo) |
| 4th Author's Name |
Ryoichi Horisaki |
| 4th Author's Affiliation |
The University of Tokyo (UTokyo) |
| 5th Author's Name |
Makoto Naruse |
| 5th Author's Affiliation |
The University of Tokyo (UTokyo) |
| 6th Author's Name |
Mikio Hasegawa |
| 6th Author's Affiliation |
Tokyo University of Science (TUS) |
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| Speaker |
Author-1 |
| Date Time |
2024-06-07 10:55:00 |
| Presentation Time |
25 minutes |
| Registration for |
CCS |
| Paper # |
NLP2024-32, CCS2024-19 |
| Volume (vol) |
vol.124 |
| Number (no) |
no.62(NLP), no.63(CCS) |
| Page |
pp.78-83 |
| #Pages |
6 |
| Date of Issue |
2024-05-30 (NLP, CCS) |