2026/03/25 更新

写真a

コバヤシ ケン
小林 健
kobayashi ken
所属
工学院 准教授
職名
准教授
外部リンク

研究キーワード

  • オペレーションズ・リサーチ

  • 数理最適化

研究分野

  • 社会基盤(土木・建築・防災) / 安全工学

  • 社会基盤(土木・建築・防災) / 社会システム工学

学歴

  • 東京工業大学   工学院   経営工学系

    2019年4月 - 2022年3月

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  • 東京工業大学   大学院社会理工学研究科   経営工学専攻

    2013年4月 - 2015年3月

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経歴

  • 東京科学大学   工学院   准教授

    2024年11月 - 現在

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  • 東京科学大学   工学院   助教

    2024年10月

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  • 東京工業大学   工学院   助教

    2022年4月 - 2024年9月

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  • 富士通株式会社   研究員

    2021年4月 - 2022年3月

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  • (株)富士通研究所   研究員

    2015年4月 - 2021年3月

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所属学協会

  • 日本オペレーションズ・リサーチ学会

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  • 日本応用数理学会

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論文

  • Learning gradient boosted decision trees with algorithmic recourse 査読

    Kentaro Kanamori, Ken Kobayashi, Takuya Takagi

    Proceedings of the 39th Annual Conference on Neural Information Processing Systems   2025年12月

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    掲載種別:研究論文(国際会議プロシーディングス)  

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  • Decision Diagram Optimization for Allocating Patients to Medical Diagnosis 査読

    Aru Suzuki, Ken Kobayashi, Kazuhide Nakata, Yuta Kurume, Naoyuki Sawasaki, Yuki Sasamoto

    Operations Research 2024 Proceedings   406 - 411   2025年8月

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    掲載種別:論文集(書籍)内論文   出版者・発行元:Springer Nature Switzerland  

    DOI: 10.1007/978-3-031-92575-7_58

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  • Inverse-Optimization-Based Uncertainty Set for Robust Linear Optimization 査読

    Ayaka Ueta, Mirai Tanaka, Ken Kobayashi, Kazuhide Nakata

    Operations Research 2023 Proceedings   527 - 533   2025年7月

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    掲載種別:論文集(書籍)内論文   出版者・発行元:Springer Nature Switzerland  

    We consider solving linear optimization (LO) problems with uncertain
    objective coefficients. For such problems, we often employ robust optimization
    (RO) approaches by introducing an uncertainty set for the unknown coefficients.
    Typical RO approaches require observations or prior knowledge of the unknown
    coefficient to define an appropriate uncertainty set. However, such information
    may not always be available in practice. In this study, we propose a novel
    uncertainty set for robust linear optimization (RLO) problems without prior
    knowledge of the unknown coefficients. Instead, we assume to have data of known
    constraint parameters and corresponding optimal solutions. Specifically, we
    derive an explicit form of the uncertainty set as a polytope by applying
    techniques of inverse optimization (IO). We prove that the RLO problem with the
    proposed uncertainty set can be equivalently reformulated as an LO problem.
    Numerical experiments show that the RO approach with the proposed uncertainty
    set outperforms classical IO in terms of performance stability.

    DOI: 10.1007/978-3-031-58405-3_67

    arXiv

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  • Algorithmic recourse for long-term improvement 査読

    Kentaro Kanamori, Ken Kobayashi, Satoshi Hara, Takuya Takagi

    Proceedings of the 42nd International Conference on Machine Learning   2025年7月

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    掲載種別:研究論文(国際会議プロシーディングス)  

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  • Estimating sales transitions between competing products via optimal transport 査読

    Shoki Yamao, Ryota Ueda, Shoichiro Koguchi, Michi Nakase, Aru Suzuki, Kohdai Toyoda, Ken Kobayashi, Kazuhide Nakata

    PLOS One   20 ( 6 )   e0325173 - e0325173   2025年6月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Public Library of Science (PLoS)  

    In mature markets, where products are widely adopted, understanding how customers switch between competing products is crucial for companies to conduct effective marketing actions. However, due to privacy regulations, it is increasingly difficult to obtain point-of-sale (POS) data with individual customer identifiers (IDs). In this paper, we propose a method that estimates how sales shift between products using aggregated POS data without customer IDs. We formulate this as an optimal transport problem aimed at minimizing the total cost of brand-switching and introduce two regularization terms based on assumptions about sales transitions. We then solve the optimization problem with these regularizations using a projected gradient method.

    We validated our approach on proprietary POS data from the Japanese beverage industry and found that the estimated transitions aligned with real market changes. For instance, during a liquor tax reform period, customers switched from products whose tax rates increased to those with lower rates. In the coffee market, many customers moved toward a newly launched brand. Although these results suggest that our method can capture market dynamics, the proprietary data limits reproducibility. In addition, the absence of customer IDs makes it impossible to track individual customer transitions. Incorporating such identifiers in future research could offer more deeper insights into consumer behavior.

    DOI: 10.1371/journal.pone.0325173

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  • Interior-Point Vanishing Problem in Semidefinite Relaxations for Neural Network Verification.

    Ryota Ueda, Takami Sato, Ken Kobayashi, Kazuhide Nakata

    CoRR   abs/2506.10269   2025年6月

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    掲載種別:研究論文(学術雑誌)  

    DOI: 10.48550/arXiv.2506.10269

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  • Bézier Flow: a Surface-wise Gradient Descent Method for Multi-objective Optimization. 査読

    Akiyoshi Sannai, Yasunari Hikima, Ken Kobayashi, Akinori Tanaka, Naoki Hamada

    Transactions of Machine Learning. Research   2025   2025年4月

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    掲載種別:研究論文(学術雑誌)  

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    その他リンク: https://dblp.uni-trier.de/db/journals/tmlr/tmlr2025.html#SannaiHKTH25

  • Online Joint Optimization of Sponsored Search Ad Bid Amounts and Product Prices on e-Commerce. 査読 国際共著

    Shoichiro Koguchi, Kazuhide Nakata, Ken Kobayashi, Kosuke Kawakami, Takenori Nakajima, Kevin Kratzer

    ICORES   67 - 78   2025年3月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.5220/0013118300003893

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    その他リンク: https://dblp.uni-trier.de/db/conf/icores/icores2025.html#KoguchiNKKNK25

  • Prediction of Single-Mutation Effects for Fluorescent Immunosensor Engineering with an End-to-End Trained Protein Language Model 査読 国際共著 国際誌

    Akihito Inoue, Bo Zhu, Keisuke Mizutani, Ken Kobayashi, Takanobu Yasuda, Alon Wellner, Chang C. Liu, Tetsuya Kitaguchi

    JACS AU   5 ( 2 )   955 - 964   2025年2月

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    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    DOI: 10.1021/jacsau.4c01189

    Web of Science

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  • Stochastic Gradient Descent for Bézier Simplex Representation of Pareto Set in Multi-Objective Optimization.

    Yasunari Hikima, Ken Kobayashi, Akinori Tanaka, Akiyoshi Sannai, Naoki Hamada

    AISTATS   3070 - 3078   2025年

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    掲載種別:研究論文(国際会議プロシーディングス)  

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    その他リンク: https://dblp.uni-trier.de/rec/conf/aistats/2025

  • Zero-shot Demand Forecasting for Products with Limited Sales Periods. 査読 国際誌

    Shota Nagai, Ryota Inaba, Rei Oishi, Shuhei Aikawa, Yusuke Mibuchi, Hinata Moriyama, Ken Kobayashi, Kazuhide Nakata

    IEEE Big Data   5154 - 5160   2024年12月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.1109/BigData62323.2024.10825549

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    その他リンク: https://dblp.uni-trier.de/db/conf/bigdataconf/bigdataconf2024.html#NagaiIOAMMKN24

  • Balancing Immediate Revenue and Future Off-Policy Evaluation in Coupon Allocation. 査読 国際誌

    Naoki Nishimura, Ken Kobayashi, Kazuhide Nakata

    PRICAI (4)   422 - 428   2024年11月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.1007/978-981-96-0125-7_35

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    その他リンク: https://dblp.uni-trier.de/db/conf/pricai/pricai2024-4.html#NishimuraKN24

  • Distribution-Aligned Sequential Counterfactual Explanation with Local Outlier Factor. 査読 国際共著

    Shoki Yamao, Ken Kobayashi, Kentaro Kanamori, Takuya Takagi, Yuichi Ike, Kazuhide Nakata

    PRICAI (1)   243 - 256   2024年11月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.1007/978-981-96-0116-5_20

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    その他リンク: https://dblp.uni-trier.de/db/conf/pricai/pricai2024-1.html#YamaoKKTIN24

  • Learning Decision Trees and Forests with Algorithmic Recourse. 査読

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Yuichi Ike

    Forty-first International Conference on Machine Learning(ICML)   2024年7月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)   出版者・発行元:OpenReview.net  

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    その他リンク: https://dblp.uni-trier.de/rec/conf/icml/2024

  • Towards Assessing and Benchmarking Risk-Return Tradeoff of Off-Policy Evaluation. 査読

    Haruka Kiyohara, Ren Kishimoto, Kosuke Kawakami, Ken Kobayashi, Kazuhide Nakata, Yuta Saito

    ICLR   2024年5月

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    掲載種別:研究論文(国際会議プロシーディングス)  

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    その他リンク: https://dblp.uni-trier.de/rec/conf/iclr/2024

  • Zero-Inflated Poisson Tensor Factorization for Sparse Purchase Data in E-Commerce Markets. 査読

    Keisuke Mizutani, Ayaka Ueta, Ryota Ueda, Ray Oishi, Tomofumi Hara, Yuki Hoshino, Ken Kobayashi, Kazuhide Nakata

    ICIEA-EU   158 - 171   2024年2月

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    掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.1007/978-3-031-58113-7_14

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    その他リンク: https://dblp.uni-trier.de/db/conf/iciea/iciea2024.html#MizutaniUUOHHKN24

  • Decision tree clustering for time series data: an approach for enhanced interpretability and efficiency 査読

    Masaki Higashi, Minje Sung, Daiki Yamane, Kenta Inamuro, Shota Nagai, Ken Kobayashi, Kazuhide Nakata

    Proceedings of the 20th Pacific Rim International Conference on Artificial Intelligence   2023年11月

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    記述言語:英語   掲載種別:研究論文(国際会議プロシーディングス)  

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  • Cardinality-constrained Distributionally Robust Portfolio Optimization 査読

    Ken Kobayashi, Yuichi Takano, Kazuhide Nakata

    European Journal of Operational Research   abs/2112.12454   2023年1月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Elsevier BV  

    DOI: 10.1016/j.ejor.2023.01.037

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    その他リンク: https://dblp.uni-trier.de/db/journals/corr/corr2112.html#abs-2112-12454

  • Counterfactual Explanation with Missing Values.

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Yuichi Ike

    CoRR   abs/2304.14606   2023年

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    掲載種別:研究論文(学術雑誌)  

    DOI: 10.48550/arXiv.2304.14606

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  • An IPW-based Unbiased Ranking Metric in Two-sided Markets.

    Keisho Oh, Naoki Nishimura, Minje Sung, Ken Kobayashi, Kazuhide Nakata

    CoRR   abs/2307.10204   2023年

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    掲載種別:研究論文(学術雑誌)  

    DOI: 10.48550/arXiv.2307.10204

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  • A Two-phase Framework with a Bézier Simplex-based Interpolation Method for Computationally Expensive Multi-objective Optimization.

    Ryoji Tanabe, Youhei Akimoto, Ken Kobayashi, Hiroshi Umeki, Shinichi Shirakawa, Naoki Hamada

    CoRR   abs/2203.15292   2022年

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    掲載種別:研究論文(学術雑誌)  

    DOI: 10.48550/arXiv.2203.15292

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  • A two-phase framework with a bézier simplex-based interpolation method for computationally expensive multi-objective optimization. 査読

    Ryoji Tanabe, Youhei Akimoto, Ken Kobayashi, Hiroshi Umeki, Shinichi Shirakawa, Naoki Hamada

    GECCO   601 - 610   2022年

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    掲載種別:研究論文(国際会議プロシーディングス)  

    DOI: 10.1145/3512290.3528778

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    その他リンク: https://dblp.uni-trier.de/db/conf/gecco/gecco2022.html#TanabeAKUSH22

  • Counterfactual Explanation Trees: Transparent and Consistent Actionable Recourse with Decision Trees. 査読

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Yuichi Ike

    International Conference on Artificial Intelligence and Statistics(AISTATS)   1846 - 1870   2022年

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    掲載種別:研究論文(国際会議プロシーディングス)   出版者・発行元:PMLR  

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    その他リンク: https://dblp.uni-trier.de/rec/conf/aistats/2022

  • Bézier Flow: a Surface-wise Gradient Descent Method for Multi-objective Optimization.

    Akiyoshi Sannai, Yasunari Hikima, Ken Kobayashi, Akinori Tanaka, Naoki Hamada

    CoRR   abs/2205.11099   2022年

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    掲載種別:研究論文(学術雑誌)  

    DOI: 10.48550/arXiv.2205.11099

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  • Topological data analysis (TDA) enhances bispectral EEG (BSEEG) algorithm for detection of delirium 査読 国際誌

    Takehiko Yamanashi, Mari Kajitani, Masaaki Iwata, Kaitlyn J. Crutchley, Pedro Marra, Johnny R. Malicoat, Jessica C. Williams, Lydia R. Leyden, Hailey Long, Duachee Lo, Cassidy J. Schacher, Kazuaki Hiraoka, Tomoyuki Tsunoda, Ken Kobayashi, Yoshiaki Ikai, Koichi Kaneko, Yuhei Umeda, Yoshimasa Kadooka, Gen Shinozaki

    Scientific Reports   11 ( 1 )   304 - 304   2021年12月

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    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:Springer Science and Business Media LLC  

    <title>Abstract</title>Current methods for screening and detecting delirium are not practical in clinical settings. We previously showed that a simplified EEG with bispectral electroencephalography (BSEEG) algorithm can detect delirium in elderly inpatients. In this study, we performed a post-hoc BSEEG data analysis using larger sample size and performed topological data analysis to improve the BSEEG method. Data from 274 subjects included in the previous study were analyzed as a 1st cohort. Subjects were enrolled at the University of Iowa Hospitals and Clinics (UIHC) between January 30, 2016, and October 30, 2017. A second cohort with 265 subjects was recruited between January 16, 2019, and August 19, 2019. The BSEEG score was calculated as a power ratio between low frequency to high frequency using our newly developed algorithm. Additionally, Topological data analysis (TDA) score was calculated by applying TDA to our EEG data. The BSEEG score and TDA score were compared between those patients with delirium and without delirium. Among the 274 subjects from the first cohort, 102 were categorized as delirious. Among the 206 subjects from the second cohort, 42 were categorized as delirious. The areas under the curve (AUCs) based on BSEEG score were 0.72 (1st cohort, Fp1-A1), 0.76 (1st cohort, Fp2-A2), and 0.67 (2nd cohort). AUCs from TDA were much higher at 0.82 (1st cohort, Fp1-A1), 0.84 (1st cohort, Fp2-A2), and 0.78 (2nd cohort). When sensitivity was set to be 0.80, the TDA drastically improved specificity to 0.66 (1st cohort, Fp1-A1), 0.72 (1st cohort, Fp2-A2), and 0.62 (2nd cohort), compared to 0.48 (1st cohort, Fp1-A1), 0.54 (1st cohort, Fp2-A2), and 0.46 (2nd cohort) with BSEEG. BSEEG has the potential to detect delirium, and TDA is helpful to improve the performance.

    DOI: 10.1038/s41598-020-79391-y

    PubMed

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    その他リンク: http://www.nature.com/articles/s41598-020-79391-y

  • Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization 査読

    Ken Kobayashi, Yuichi Takano, Kazuhide Nakata

    Journal of Global Optimization   2021年10月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Springer Science and Business Media LLC  

    DOI: 10.1007/s10898-021-01048-5

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    その他リンク: https://link.springer.com/article/10.1007/s10898-021-01048-5/fulltext.html

  • Evaluation of point-of-care thumb-size bispectral electroencephalography device to quantify delirium severity and predict mortality 査読

    Takehiko Yamanashi, Kaitlyn J. Crutchley, Nadia E. Wahba, Eleanor J. Sullivan, Katie R. Comp, Mari Kajitani, Tammy Tran, Manisha V. Modukuri, Pedro S. Marra, Felipe M. Herrmann, Gloria Chang, Zoe-Ella M. Anderson, Masaaki Iwata, Ken Kobayashi, Koichi Kaneko, Yuhei Umeda, Yoshimasa Kadooka, Sangil Lee, Eri Shinozaki, Matthew D. Karam, Nicolas O. Noiseux, Gen Shinozaki

    The British Journal of Psychiatry   1 - 8   2021年8月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Royal College of Psychiatrists  

    <sec id="S000712502100101X_sec_a1">
    <title>Background</title>
    We have developed the bispectral electroencephalography (BSEEG) method for detection of delirium and prediction of poor outcomes.


    </sec>
    <sec id="S000712502100101X_sec_a2">
    <title>Aims</title>
    To improve the BSEEG method by introducing a new EEG device.


    </sec>
    <sec id="S000712502100101X_sec_a3" sec-type="methods">
    <title>Method</title>
    In a prospective cohort study, EEG data were obtained and BSEEG scores were calculated. BSEEG scores were filtered on the basis of standard deviation (s.d.) values to exclude signals with high noise. Both non-filtered and s.d.-filtered BSEEG scores were analysed. BSEEG scores were compared with the results of three delirium screening scales: the Confusion Assessment Method for the Intensive Care Unit (CAM-ICU), the Delirium Rating Scale-Revised-98 (DRS) and the Delirium Observation Screening Scale (DOSS). Additionally, the 365-day mortalities and the length of stay (LOS) in the hospital were analysed.


    </sec>
    <sec id="S000712502100101X_sec_a4" sec-type="results">
    <title>Results</title>
    We enrolled 279 elderly participants and obtained 620 BSEEG recordings; 142 participants were categorised as BSEEG-positive, reflecting slower EEG activity. BSEEG scores were higher in the CAM-ICU-positive group than in the CAM-ICU-negative group. There were significant correlations between BSEEG scores and scores on the DRS and the DOSS. The mortality rate of the BSEEG-positive group was significantly higher than that of the BSEEG-negative group. The LOS of the BSEEG-positive group was longer compared with that of the BSEEG-negative group. BSEEG scores after s.d. filtering showed stronger correlations with delirium screening scores and more significant prediction of mortality.


    </sec>
    <sec id="S000712502100101X_sec_a5" sec-type="conclusions">
    <title>Conclusions</title>
    We confirmed the usefulness of the BSEEG method for detection of delirium and of delirium severity, and prediction of patient outcomes with a new EEG device.


    </sec>

    DOI: 10.1192/bjp.2021.101

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  • Fairness-Aware Decision Tree Editing Based on Mixed- Integer Linear Optimization 査読

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Hiroki Arimura

    Transactions of the Japanese Society for Artificial Intelligence   36 ( 4 )   B - L13_1   2021年7月

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    記述言語:英語   掲載種別:研究論文(学術雑誌)   出版者・発行元:Japanese Society for Artificial Intelligence  

    DOI: 10.1527/tjsai.36-4_b-l13

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  • Ordered Counterfactual Explanation by Mixed-Integer Linear Optimization. 査読

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Yuichi Ike, Kento Uemura, Hiroki Arimura

    Proceedings of the 35th AAAI Conference on Artificial Intelligence (AAAI2021)   2021年2月

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    掲載種別:研究論文(学術雑誌)  

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    その他リンク: https://dblp.uni-trier.de/db/journals/corr/corr2012.html#abs-2012-11782

  • Ordered Counterfactual Explanation by Mixed-Integer Linear Optimization.

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Yuichi Ike, Kento Uemura, Hiroki Arimura

    Thirty-Fifth AAAI Conference on Artificial Intelligence(AAAI)   11564 - 11574   2021年

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    掲載種別:研究論文(国際会議プロシーディングス)   出版者・発行元:AAAI Press  

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    その他リンク: https://dblp.uni-trier.de/rec/conf/aaai/2021

  • Prediction of hierarchical time series using structured regularization and its application to artificial neural networks 査読

    Tomokaze Shiratori, Ken Kobayashi, Yuichi Takano

    PLOS ONE   15 ( 11 )   e0242099 - e0242099   2020年11月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Public Library of Science ({PLoS})  

    This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that the forecast for an upper-level time series equals the sum of forecasts for corresponding lower-level time series. Previous methods for making coherent forecasts consist of two phases: first computing base (incoherent) forecasts and then reconciling those forecasts based on their inherent hierarchical structure. To improve time series predictions, we propose a structured regularization method for completing both phases simultaneously. The proposed method is based on a prediction model for bottom-level time series and uses a structured regularization term to incorporate upper-level forecasts into the prediction model. We also develop a backpropagation algorithm specialized for applying our method to artificial neural networks for time series prediction. Experimental results using synthetic and real-world datasets demonstrate that our method is comparable in terms of prediction accuracy and computational efficiency to other methods for time series prediction.

    DOI: 10.1371/journal.pone.0242099

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  • DACE: Distribution-Aware Counterfactual Explanation by Mixed-Integer Linear Optimization 査読

    Kentaro Kanamori, Takuya Takagi, Ken Kobayashi, Hiroki Arimura

    Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI2020)   2855 - 2862   2020年7月

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    掲載種別:研究論文(国際会議プロシーディングス)   出版者・発行元:International Joint Conferences on Artificial Intelligence Organization  

    Counterfactual Explanation (CE) is one of the post-hoc explanation methods that provides a perturbation vector so as to alter the prediction result obtained from a classifier. Users can directly interpret the perturbation as an "action" for obtaining their desired decision results. However, an action extracted by existing methods often becomes unrealistic for users because they do not adequately care about the characteristics corresponding to the empirical data distribution such as feature-correlations and outlier risk. To suggest an executable action for users, we propose a new framework of CE for extracting an action by evaluating its reality on the empirical data distribution. The key idea of our proposed method is to define a new cost function based on the Mahalanobis' distance and the local outlier factor. Then, we propose a mixed-integer linear optimization approach to extracting an optimal action by minimizing our cost function. By experiments on real datasets, we confirm the effectiveness of our method in comparison with existing methods for CE.

    DOI: 10.24963/ijcai.2020/395

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    その他リンク: https://dblp.uni-trier.de/db/conf/ijcai/ijcai2020.html#KanamoriTKA20

  • Asymptotic Risk of Bézier Simplex Fitting 査読

    Akinori Tanaka, Akiyoshi Sannai, Ken Kobayashi, Naoki Hamada

    Proceedings of the 34th AAAI Conference on Artificial Intelligence (AAAI2020)   34 ( 03 )   2416 - 2424   2020年4月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Association for the Advancement of Artificial Intelligence (AAAI)  

    The B&amp;apos;ezier simplex fitting is a novel data modeling technique which utilizes geometric structures of data to approximate the Pareto set of multi-objective optimization problems. There are two fitting methods based on different sampling strategies. The inductive skeleton fitting employs a stratified subsampling from skeletons of a simplex, whereas the all-at-once fitting uses a non-stratified sampling which treats a simplex as a single object. In this paper, we analyze the asymptotic risks of those B&amp;apos;ezier simplex fitting methods and derive the optimal subsample ratio for the inductive skeleton fitting. It is shown that the inductive skeleton fitting with the optimal ratio has a smaller risk when the degree of a B&amp;apos;ezier simplex is less than three. Those results are verified numerically under small to moderate sample sizes. In addition, we provide two complementary applications of our theory: a generalized location problem and a multi-objective hyper-parameter tuning of the group lasso. The former can be represented by a B&amp;apos;ezier simplex of degree two where the inductive skeleton fitting outperforms. The latter can be represented by a B&amp;apos;ezier simplex of degree three where the all-at-once fitting gets an advantage.

    DOI: 10.1609/aaai.v34i03.5622

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  • A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems 査読

    Ken Kobayashi, Yuichi Takano

    Computational Optimization and Applications   75 ( 2 )   493 - 513   2020年3月

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    記述言語:英語   掲載種別:研究論文(学術雑誌)  

    DOI: 10.1007/s10589-019-00153-2

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  • Automatic Neural Network Search Method for Open Set Recognition 査読

    Li Sun, Xiaoyi Yu, Liuan Wang, Jun Sun, Hiroya Inakoshi, Ken Kobayashi, Hiromichi Kobashi

    2019 IEEE International Conference on Image Processing (ICIP2019)   2019年9月

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    掲載種別:研究論文(国際会議プロシーディングス)   出版者・発行元:IEEE  

    DOI: 10.1109/icip.2019.8803605

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  • Bézier Simplex Fitting: Describing Pareto Fronts of´ Simplicial Problems with Small Samples in Multi-Objective Optimization 査読

    Ken Kobayashi, Naoki Hamada, Akiyoshi Sannai, Akinori Tanaka, Kenichi Bannai, Masashi Sugiyama

    Proceedings of the 33rd AAAI Conference on Artificial Intelligence (AAAI2019)   33   2304 - 2313   2019年7月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Association for the Advancement of Artificial Intelligence (AAAI)  

    Multi-objective optimization problems require simultaneously optimizing two or more objective functions. Many studies have reported that the solution set of an M-objective optimization problem often forms an (M − 1)-dimensional topological simplex (a curved line for M = 2, a curved triangle for M = 3, a curved tetrahedron for M = 4, etc.). Since the dimensionality of the solution set increases as the number of objectives grows, an exponentially large sample size is needed to cover the solution set. To reduce the required sample size, this paper proposes a Bézier simplex model and its fitting algorithm. These techniques can exploit the simplex structure of the solution set and decompose a high-dimensional surface fitting task into a sequence of low-dimensional ones. An approximation theorem of Bézier simplices is proven. Numerical experiments with synthetic and real-world optimization problems demonstrate that the proposed method achieves an accurate approximation of high-dimensional solution sets with small samples. In practice, such an approximation will be conducted in the postoptimization process and enable a better trade-off analysis.

    DOI: 10.1609/aaai.v33i01.33012304

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  • Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor 査読

    Tamura, R., Kobayashi, K., Takano, Y., Miyashiro, R., Nakata, K., Matsui, T.

    Journal of Global Optimization   73 ( 2 )   431 - 446   2019年2月

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:Springer Science and Business Media LLC  

    DOI: 10.1007/s10898-018-0713-3

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    その他リンク: http://link.springer.com/content/pdf/10.1007/s10898-018-0713-3.pdf

  • Best subset selection for eliminating multicollinearity 査読

    Tamura, R., Kobayashi, K., Takano, Y., Miyashiro, R., Nakata, K., Matsui, T.

    Journal of the Operations Research Society of Japan   60 ( 3 )   321 - 336   2017年

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    掲載種別:研究論文(学術雑誌)   出版者・発行元:The Operations Research Society of Japan  

    DOI: 10.15807/jorsj.60.321

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▼全件表示

受賞

  • 第13回研究賞奨励賞

    2023年9月   日本オペレーションズ・リサーチ学会  

    小林健

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  • 令和 4 年度データ解析コンペティション成果報告会 最優秀賞

    2023年3月   経営科学系研究部会連合協議会  

    水谷圭佑, 植田彩香, 植田遼太, 大石嶺, 原朋史, 星野雄毅, 小林健, 中田和秀

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  • 令和 4 年度データ解析コンペティション成果報告会 優秀賞

    2023年3月   経営科学系研究部会連合協議会  

    東将己, 山根大輝, 成民濟, 稲室健太, 永井将太, 小林健, 中田和秀

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  • 令和 4 年度 手島精一記念研究賞 (博士論文賞)

    2023年3月   Study on Cutting-plane Algorithms for Mixed-integer Semidefinite Optimization

    小林健

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  • 2021 年度論文賞

    2022年6月   人工知能学会   Distribution-Aware Counterfactual Explanation by Mixed-Integer Linear Optimization

    金森憲太朗, 髙木拓也, 小林健, 有村博紀

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共同研究・競争的資金等の研究課題

  • 機械学習の不確実性を考慮した反実仮想説明法の開発

    研究課題/領域番号:24K17465  2024年4月 - 2028年3月

    日本学術振興会  科学研究費助成事業  若手研究

    小林 健

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    配分額:4680000円 ( 直接経費:3600000円 、 間接経費:1080000円 )

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  • 大規模混合整数半正定値最適化問題に対する効率的汎用解法の開発

    研究課題/領域番号:21461717  2021年 - 2023年

    戦略的な研究開発の推進 戦略的創造研究推進事業 ACT-X 

    小林 健

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    本研究では、大きくモデリングとアルゴリズムの両面から混合整数半正定値最適化問題を効率的に解く枠組みを開発します。まず、解きたい問題を整数格子上で凸関数を最小化する問題に書き換えるモデリング技術を開発します。続いて、再定式化した問題を解く切除平面法を設計し、問題の疎性を活用した計算により切除平面法全体の計算量を削減し、大規模問題に対しても高速で動作する解法を設計します。

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    J-GLOBAL

  • 機械学習を用いた最適化問題の自動モデリングと構造を利用したアルゴリズムの開発

    研究課題/領域番号:23K20266  2020年4月 - 2025年3月

    日本学術振興会  科学研究費助成事業  基盤研究(B)

    中田 和秀, 田中 未来, 小林 健, 水野 眞治

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    配分額:14560000円 ( 直接経費:11200000円 、 間接経費:3360000円 )

    機械学習によってモデリングを行った場合、一般に関数が複雑になり扱いが難しい。そのような関数の勾配を近似計算することにより複雑な目的関数を持つ凸最適化問題を解くアルゴリズムを提案し、その理論的解析や計算性能の検証を行った。モデリング誤差の問題を解決するためロバスト最適化や分布ロバスト最適化を利用する時、不確実性集合をどのように定義するか決める必要がある。この問題を解決するため、ロバスト線形計画問題における不確実性集合を定義する際に逆最適化理論を援用する手法を提案した。また、分布ロバスト最適化において、Wasserstein距離やモーメントを用いた場合にそのハイパーパラメータの設定方法を提案した。不確実性が高い状況においては、ベイズ理論を用いてモデル化することが有効である。その状況において、階層ベイズでモデル化を行い、その後確率変動を考慮した最適化を行う枠組みを提案した。非常に多くの最適化問題を含んだ枠組みとして、対称錐上で定義された一般化共正定値錐がある。この問題に対して複数の階層近似法を提案し、理論的並びに数値実験的に比較を行った。
    幾つかの事例研究も行った。まず、Eコマースなどに対し、時系列データに対する解釈可能性と効率性を両立した決定木クラスタリング手法、明示的ドメイン情報と潜在的階層構造を考慮した解釈可能性とトレンド分析を両立した時間依存非負値行列因子分解法、少ないデータに対応したゼロ過剰ポアソンテンソル因子分解法を提案した。次に、日中のオプション価格変動実績データから機械学習法によりボラティリティサーフェイスを推定する手法を開発した。最後に、教師なしクラスタリングを用いたタンパク質機能予測法を提案した。
    これらの研究成果は2本の査読付きジャーナル論文と6本の査読付き国際会議プロシーディングに掲載された。また、国内外で合計21件の研究発表を行い、研究成果の周知をはかった。

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