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In this paper, we propose an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice with minimized…

Machine Learning · Statistics 2018-05-07 Jie Yang , Diego Klabjan

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…

Machine Learning · Computer Science 2022-03-24 Amrit Singh Bedi , Dheeraj Peddireddy , Vaneet Aggarwal , Brian M. Sadler , Alec Koppel

Bayesian optimisation requires fitting a Gaussian process model, which in turn requires specifying prior on the unknown black-box function -- most of the theoretical literature assumes this prior is known. However, it is common to have more…

Machine Learning · Computer Science 2025-02-25 Juliusz Ziomek , Masaki Adachi , Michael A. Osborne

Designing reward functions is a challenging problem in AI and robotics. Humans usually have a difficult time directly specifying all the desirable behaviors that a robot needs to optimize. One common approach is to learn reward functions…

Robotics · Computer Science 2020-06-05 Erdem Bıyık , Nicolas Huynh , Mykel J. Kochenderfer , Dorsa Sadigh

We study pool-based active learning with abstention feedbacks where a labeler can abstain from labeling a queried example with some unknown abstention rate. This is an important problem with many useful applications. We take a Bayesian…

Machine Learning · Computer Science 2021-01-01 Cuong V. Nguyen , Lam Si Tung Ho , Huan Xu , Vu Dinh , Binh Nguyen

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative…

Machine Learning · Statistics 2017-06-30 Jonathan Gordon , José Miguel Hernández-Lobato

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Estimating posteriors and the associated model evidences, with desired accuracy and affordable computational cost, is a core issue of Bayesian model updating, and can be of great challenge given expensive-to-evaluate models and posteriors…

Computation · Statistics 2026-04-09 Jingwen Song , Pengfei Wei

Can one parallelize complex exploration exploitation tradeoffs? As an example, consider the problem of optimal high-throughput experimental design, where we wish to sequentially design batches of experiments in order to simultaneously learn…

Machine Learning · Computer Science 2012-07-03 Thomas Desautels , Andreas Krause , Joel Burdick

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

Machine Learning · Computer Science 2021-04-29 George De Ath , Richard M. Everson , Alma A. M. Rahat , Jonathan E. Fieldsend

Active learning of Gaussian process (GP) surrogates has been useful for optimizing experimental designs for physical/computer simulation experiments, and for steering data acquisition schemes in machine learning. In this paper, we develop a…

Machine Learning · Computer Science 2025-09-10 Chiwoo Park , Robert Waelder , Bonggwon Kang , Benji Maruyama , Soondo Hong , Robert Gramacy

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an…

Machine Learning · Statistics 2018-08-14 Zi Wang , Bolei Zhou , Stefanie Jegelka

Over the past couple of decades, many active learning acquisition functions have been proposed, leaving practitioners with an unclear choice of which to use. Bayesian-based active learning offers principled objectives with explainable…

Machine Learning · Computer Science 2026-05-12 Kangping Hu , Stephen Mussmann

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Variational inference has recently emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) in large-scale Bayesian inference. The core idea is to trade statistical accuracy for computational efficiency. In this…

Machine Learning · Statistics 2023-08-08 Kush Bhatia , Nikki Lijing Kuang , Yi-An Ma , Yixin Wang

Training machine learning models inherently involves a resource-intensive and noisy iterative learning procedure that allows epoch-wise monitoring of the model performance. However, the insights gained from the iterative learning procedure…

Machine Learning · Computer Science 2025-05-22 Wenyu Wang , Zheyi Fan , Szu Hui Ng

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman