In this work we consider active local learning: given a query point $x$, and active access to an unlabeled training set $S$, output the prediction $h(x)$ of a near-optimal $h in H$ using significantly fewer labels than would be needed to actually learn $h$ fully. In particular, the number of label queries should be independent of the complexity of $H$, and the function $h$ should be well-defined, independent of $x$. This immediately also implies an algorithm for distance estimation: estimating the value $opt(H)$ from many fewer labels than needed to actually learn a near-optimal $h in H$, by running local learning on a few random query points and computing the average error. For the hypothesis class consisting of functions supported on the interval $[0,1]$ with Lipschitz constant bounded by $L$, we present an algorithm that makes $O(({1 / epsilon^6}) log(1/epsilon))$ label queries from an unlabeled pool of $O(({L / epsilon^4})log(1/epsilon))$ samples. It estimates the distance to the best hypothesis in the class to an additive error of $epsilon$ for an arbitrary underlying distribution. We further generalize our algorithm to more than one dimensions. We emphasize that the number of labels used is independent of the complexity of the hypothesis class which depends on $L$. Furthermore, we give an algorithm to locally estimate the values of a near-optimal function at a few query points of interest with number of labels independent of $L$. We also consider the related problem of approximating the minimum error that can be achieved by the Nadaraya-Watson estimator under a linear diagonal transformation with eigenvalues coming from a small range. For a $d$-dimensional pointset of size $N$, our algorithm achieves an additive approximation of $epsilon$, makes $tilde{O}({d}/{epsilon^2})$ queries and runs in $tilde{O}({d^2}/{epsilon^{d+4}}+{dN}/{epsilon^2})$ time.