Search Results for author: Kohei Miyaguchi

Found 8 papers, 0 papers with code

Cumulative Stay-time Representation for Electronic Health Records in Medical Event Time Prediction

no code implementations28 Apr 2022 Takayuki Katsuki, Kohei Miyaguchi, Akira Koseki, Toshiya Iwamori, Ryosuke Yanagiya, Atsushi Suzuki

The MET of non-communicable diseases like diabetes is highly correlated to cumulative health conditions, more specifically, how much time the patient spent with specific health conditions in the past.

Time Series Time Series Analysis

Hyperparameter Selection Methods for Fitted Q-Evaluation with Error Guarantee

no code implementations7 Jan 2022 Kohei Miyaguchi

We are concerned with the problem of hyperparameter selection for the fitted Q-evaluation (FQE).

Asymptotically Exact Error Characterization of Offline Policy Evaluation with Misspecified Linear Models

no code implementations NeurIPS 2021 Kohei Miyaguchi

We consider the problem of offline policy evaluation~(OPE) with Markov decision processes~(MDPs), where the goal is to estimate the utility of given decision-making policies based on static datasets.

Decision Making

Variational Inference for Discriminative Learning with Generative Modeling of Feature Incompletion

no code implementations ICLR 2022 Kohei Miyaguchi, Takayuki Katsuki, Akira Koseki, Toshiya Iwamori

We are concerned with the problem of distributional prediction with incomplete features: The goal is to estimate the distribution of target variables given feature vectors with some of the elements missing.

Imputation regression +1

PAC-Bayesian Transportation Bound

no code implementations31 May 2019 Kohei Miyaguchi

Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms.

Adaptive Minimax Regret against Smooth Logarithmic Losses over High-Dimensional $\ell_1$-Balls via Envelope Complexity

no code implementations9 Oct 2018 Kohei Miyaguchi, Kenji Yamanishi

The resulting regret bound is so simple that it is completely determined with the smoothness of the loss function and the radius of the balls except with logarithmic factors, and it has a generalized form of existing regret/risk bounds.

High-dimensional Penalty Selection via Minimum Description Length Principle

no code implementations26 Apr 2018 Kohei Miyaguchi, Kenji Yamanishi

In this situation, the luckiness-normalized-maximum-likelihood(LNML)-minimization approach is favorable, because LNML quantifies the goodness of regularized models with any forms of penalty functions in view of the minimum description length principle, and guides us to a good penalty function through the high-dimensional space.

Vocal Bursts Intensity Prediction

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