Related papers: Bayesian Active Learning of (small) Quantile Sets …
We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimate the set of deterministic inputs leading to outputs whose…
We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…
Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…
We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…
Bayesian active learning relies on the precise quantification of predictive uncertainty to explore unknown function landscapes. While Gaussian process surrogates are the standard for such tasks, an underappreciated fact is that their…
We consider the active learning problem where the goal is to learn an unknown function with low prediction error under an unknown Boltzmann distribution induced by the function itself. This self-induced weighting arises naturally in…
Bayesian quadrature (BQ) is a sample-efficient probabilistic numerical method to solve integrals of expensive-to-evaluate black-box functions, yet so far,active BQ learning schemes focus merely on the integrand itself as information source,…
Risk-based active learning is an approach to developing statistical classifiers for online decision-support. In this approach, data-label querying is guided according to the expected value of perfect information for incipient data points.…
In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…
In this paper, we propose a novel sequential data-driven method for dealing with equilibrium based chemical simulations, which can be seen as a specific machine learning approach called active learning. The underlying idea of our approach…
Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accuracy is not the end goal when the results are used for…
Active learning has been studied extensively as a method for efficient data collection. Among the many approaches in literature, Expected Error Reduction (EER) (Roy and McCallum) has been shown to be an effective method for active learning:…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…
Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…
Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…
A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…
Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…
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…