No Arabic abstract
A central question for active learning (AL) is: what is the optimal selection? Defining optimality by classifier loss produces a new characterisation of optimal AL behaviour, by treating expected loss reduction as a statistical target for estimation. This target forms the basis of model retraining improvement (MRI), a novel approach providing a statistical estimation framework for AL. This framework is constructed to address the central question of AL optimality, and to motivate the design of estimation algorithms. MRI allows the exploration of optimal AL behaviour, and the examination of AL heuristics, showing precisely how they make sub-optimal selections. The abstract formulation of MRI is used to provide a new guarantee for AL, that an unbiased MRI estimator should outperform random selection. This MRI framework reveals intricate estimation issues that in turn motivate the construction of new statistical AL algorithms. One new algorithm in particular performs strongly in a large-scale experimental study, compared to standard AL methods. This competitive performance suggests that practical efforts to minimise estimation bias may be important for AL applications.
In many classification problems unlabelled data is abundant and a subset can be chosen for labelling. This defines the context of active learning (AL), where methods systematically select that subset, to improve a classifier by retraining. Given a classification problem, and a classifier trained on a small number of labelled examples, consider the selection of a single further example. This example will be labelled by the oracle and then used to retrain the classifier. This example selection raises a central question: given a fully specified stochastic description of the classification problem, which example is the optimal selection? If optimality is defined in terms of loss, this definition directly produces expected loss reduction (ELR), a central quantity whose maximum yields the optimal example selection. This work presents a new theoretical approach to AL, example quality, which defines optimal AL behaviour in terms of ELR. Once optimal AL behaviour is defined mathematically, reasoning about this abstraction provides insights into AL. In a theoretical context the optimal selection is compared to existing AL methods, showing that heuristics can make sub-optimal selections. Algorithms are constructed to estimate example quality directly. A large-scale experimental study shows these algorithms to be competitive with standard AL methods.
The objective of active learning (AL) is to train classification models with less number of labeled instances by selecting only the most informative instances for labeling. The AL algorithms designed for other data types such as images and text do not perform well on graph-structured data. Although a few heuristics-based AL algorithms have been proposed for graphs, a principled approach is lacking. In this paper, we propose MetAL, an AL approach that selects unlabeled instances that directly improve the future performance of a classification model. For a semi-supervised learning problem, we formulate the AL task as a bilevel optimization problem. Based on recent work in meta-learning, we use the meta-gradients to approximate the impact of retraining the model with any unlabeled instance on the model performance. Using multiple graph datasets belonging to different domains, we demonstrate that MetAL efficiently outperforms existing state-of-the-art AL algorithms.
This paper proposes an active learning-based Gaussian process (AL-GP) metamodelling method to estimate the cumulative as well as complementary cumulative distribution function (CDF/CCDF) for forward uncertainty quantification (UQ) problems. Within the field of UQ, previous studies focused on developing AL-GP approaches for reliability (rare event probability) analysis of expensive black-box solvers. A naive iteration of these algorithms with respect to different CDF/CCDF threshold values would yield a discretized CDF/CCDF. However, this approach inevitably leads to a trade-off between accuracy and computational efficiency since both depend (in opposite way) on the selected discretization. In this study, a specialized error measure and a learning function are developed such that the resulting AL-GP method is able to efficiently estimate the CDF/CCDF for a specified range of interest without an explicit dependency on discretization. Particularly, the proposed AL-GP method is able to simultaneously provide accurate CDF and CCDF estimation in their median-low probability regions. Three numerical examples are introduced to test and verify the proposed method.
This paper presents new machine learning approaches to approximate the solution of optimal stopping problems. The key idea of these methods is to use neural networks, where the hidden layers are generated randomly and only the last layer is trained, in order to approximate the continuation value. Our approaches are applicable for high dimensional problems where the existing approaches become increasingly impractical. In addition, since our approaches can be optimized using a simple linear regression, they are very easy to implement and theoretical guarantees can be provided. In Markovian examples our randomized reinforcement learning approach and in non-Markovian examples our randomized recurrent neural network approach outperform the state-of-the-art and other relevant machine learning approaches.
We consider the problem of learning convex aggregation of models, that is as good as the best convex aggregation, for the binary classification problem. Working in the stream based active learning setting, where the active learner has to make a decision on-the-fly, if it wants to query for the label of the point currently seen in the stream, we propose a stochastic-mirror descent algorithm, called SMD-AMA, with entropy regularization. We establish an excess risk bounds for the loss of the convex aggregate returned by SMD-AMA to be of the order of $Oleft(sqrt{frac{log(M)}{{T^{1-mu}}}}right)$, where $muin [0,1)$ is an algorithm dependent parameter, that trades-off the number of labels queried, and excess risk.