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Active Learning with Expert Advice
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:252-261, 2013.
Abstract
Conventional learning with expert advice methods assume a learner is always receiv- ing the outcome (e.g., class labels) of every incoming training instance at the end of each trial. In real applications, acquiring the out- come from oracle can be costly or time con- suming. In this paper, we address a new problem of active learning with expert ad- vice, where the outcome of an instance is dis- closed only when it is requested by the on- line learner. Our goal is to learn an accu- rate prediction model by asking the oracle the number of questions as small as possi- ble. To address this challenge, we propose a framework of active forecasters for online active learning with expert advice, which at- tempts to extend two regular forecasters, i.e., Exponentially Weighted Average Forecaster and Greedy Forecaster, to tackle the task of active learning with expert advice. We prove that the proposed algorithms satisfy the Han- nan consistency under some proper assump- tions, and validate the efficacy of our tech- nique by an extensive set of experiments.