Unsupervised Sequential Sensor Acquisition


Manjesh Hanawal, Csaba Szepesvari, Venkatesh Saligrama ;
Proceedings of the 20th International Conference on Artificial Intelligence and Statistics, PMLR 54:803-811, 2017.


In many security and healthcare systems a sequence of sensors/tests are used for detection and diagnosis. Each test outputs a prediction of the latent state, and carries with it inherent costs. Our objective is to learn strategies for selecting tests to optimize accuracy and costs. Unfortunately it is often impossible to acquire in-situ ground truth annotations and we are left with the problem of unsupervised sensor selection (USS). We pose USS as a version of stochastic partial monitoring problem with an unusual reward structure (even noisy annotations are unavailable). Unsurprisingly no learner can achieve sublinear regret without further assumptions. To this end we propose the notion of weak-dominance. This is a condition on the joint probability distribution of test outputs and latent state and says that whenever a test is accurate on an example, a later test in the sequence is likely to be accurate as well.

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