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Building Bridges: Viewing Active Learning from the Multi-Armed Bandit Lens
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:392-401, 2013.
Abstract
In this paper we propose a multi-armed ban- dit inspired, pool based active learning algo- rithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas such as lower confidence bounds, and self-concordant regularization from the multi-armed bandit literature to design our proposed algorithm. Our algorithm is a se- quential algorithm, which in each round as- signs a sampling distribution on the pool, samples one point from this distribution, and queries the oracle for the label of this sam- pled point. The design of this sampling dis- tribution is also inspired by the analogy be- tween active learning and multi-armed ban- dits. We show how to derive lower confidence bounds required by our algorithm. Exper- imental comparisons to previously proposed active learning algorithms show superior per- formance on some standard UCI data-sets.