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Paper Abstract and Keywords
Presentation 2025-06-22 15:00
Design and Analysis of Bandit Algorithms Using Intermediate Signals
Ko Takimoto (Kyoto Univ.), Kazuki Shibata (Hakuhodo DY Holdings), Junya Honda (Kyoto Univ.) NC2025-11 IBISML2025-11
Abstract (in Japanese) (See Japanese page) 
(in English) A multi-armed bandit problem is a decision-making problem that aims to maximize the cumulative reward by sequentially selecting from multiple alternatives with unknown reward distributions while maintaining a balance between exploration and exploitation. One of the major applications of this problem is Internet advertising. In Internet advertising, user behavior often exhibits a two-stage response: a click followed by a purchase. In this study, we propose a new two-stage bandit problem in which an intermediate signal corresponding to a click and a final reward corresponding to a purchase are observed, and we derive a regret lower bound for this problem. Next, we propose an extension of the traditional Thompson Sampling algorithm that leverages the intermediate signal to improve exploration efficiency. Through simulations, we demonstrate that the proposed method achieves asymptotically optimal performance and outperforms existing methods in low-probability environments.
Keyword (in Japanese) (See Japanese page) 
(in English) Multi-armed Bandit Problem / Thompson Sampling / Intermediate Signal / Internet Advertising / / / /  
Reference Info. IEICE Tech. Rep., vol. 125, no. 82, IBISML2025-11, pp. 52-59, June 2025.
Paper # IBISML2025-11 
Date of Issue 2025-06-14 (NC, IBISML) 
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 NC2025-11 IBISML2025-11

Conference Information
Committee NC IBISML IPSJ-BIO IPSJ-MPS  
Conference Date 2025-06-21 - 2025-06-23 
Place (in Japanese) (See Japanese page) 
Place (in English) Univ. Ryukyus 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To IBISML 
Conference Code 2025-06-NC-IBISML-BIO-MPS 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Design and Analysis of Bandit Algorithms Using Intermediate Signals 
Sub Title (in English)  
Keyword(1) Multi-armed Bandit Problem  
Keyword(2) Thompson Sampling  
Keyword(3) Intermediate Signal  
Keyword(4) Internet Advertising  
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1st Author's Name Ko Takimoto  
1st Author's Affiliation Kyoto University (Kyoto Univ.)
2nd Author's Name Kazuki Shibata  
2nd Author's Affiliation Hakuhodo DY Holdings Inc. (Hakuhodo DY Holdings)
3rd Author's Name Junya Honda  
3rd Author's Affiliation Kyoto University (Kyoto Univ.)
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Speaker Author-1 
Date Time 2025-06-22 15:00:00 
Presentation Time 25 minutes 
Registration for IBISML 
Paper # NC2025-11, IBISML2025-11 
Volume (vol) vol.125 
Number (no) no.81(NC), no.82(IBISML) 
Page pp.52-59 
#Pages 8 
Date of Issue 2025-06-14 (NC, IBISML) 

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