Boosting Active Learning to Optimality: A Tractable Monte-Carlo, Billiard-Based Algorithm

  • Authors:
  • Philippe Rolet;Michèle Sebag;Olivier Teytaud

  • Affiliations:
  • TAO, CNRS - INRIA - Univ. Paris-Sud;TAO, CNRS - INRIA - Univ. Paris-Sud;TAO, CNRS - INRIA - Univ. Paris-Sud

  • Venue:
  • ECML PKDD '09 Proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases: Part II
  • Year:
  • 2009

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Abstract

This paper focuses on Active Learning with a limited number of queries; in application domains such as Numerical Engineering, the size of the training set might be limited to a few dozen or hundred examples due to computational constraints. Active Learning under bounded resources is formalized as a finite horizon Reinforcement Learning problem, where the sampling strategy aims at minimizing the expectation of the generalization error. A tractable approximation of the optimal (intractable) policy is presented, the Bandit-based Active Learner (BAAL ) algorithm. Viewing Active Learning as a single-player game, BAAL combines UCT, the tree structured multi-armed bandit algorithm proposed by Kocsis and Szepesvári (2006), and billiard algorithms. A proof of principle of the approach demonstrates its good empirical convergence toward an optimal policy and its ability to incorporate prior AL criteria. Its hybridization with the Query-by-Committee approach is found to improve on both stand-alone BAAL and stand-alone QbC.