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We observe that BatchBALD, a popular acquisition function for batch Bayesian active learning for classification, can conflate epistemic and aleatoric uncertainty, leading to suboptimal performance. Motivated by this observation, we propose…

Machine Learning · Computer Science 2025-01-15 Sebastian W. Ober , Samuel Power , Tom Diethe , Henry B. Moss

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

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…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick

When we can not assume a large amount of annotated data , active learning is a good strategy. It consists in learning a model on a small amount of annotated data (annotation budget) and in choosing the best set of points to annotate in…

Computer Vision and Pattern Recognition · Computer Science 2022-01-19 Umang Aggarwal , Adrian Popescu , Céline Hudelot

Even though active learning forms an important pillar of machine learning, deep learning tools are not prevalent within it. Deep learning poses several difficulties when used in an active learning setting. First, active learning (AL)…

Machine Learning · Computer Science 2017-03-09 Yarin Gal , Riashat Islam , Zoubin Ghahramani

This paper introduces a probabilistic framework to estimate parameters of an acquisition function given observed human behavior that can be modeled as a collection of sample paths from a Bayesian optimization procedure. The methodology…

Human-Computer Interaction · Computer Science 2022-02-04 Nathan Sandholtz , Yohsuke Miyamoto , Luke Bornn , Maurice Smith

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

Level set estimation (LSE) is the problem of identifying regions where an unknown function takes values above or below a specified threshold. Active sampling strategies for efficient LSE have primarily been studied in continuous-valued…

Machine Learning · Statistics 2022-03-21 Benjamin Letham , Phillip Guan , Chase Tymms , Eytan Bakshy , Michael Shvartsman

Active learning frameworks offer efficient data annotation without remarkable accuracy degradation. In other words, active learning starts training the model with a small size of labeled data while exploring the space of unlabeled data in…

Machine Learning · Computer Science 2022-04-22 Salman Mohamadi , Hamidreza Amindavar

Bayesian optimization (BO) conventionally relies on handcrafted acquisition functions (AFs) to sequentially determine the sample points. However, it has been widely observed in practice that the best-performing AF in terms of regret can…

Machine Learning · Computer Science 2021-06-09 Bing-Jing Hsieh , Ping-Chun Hsieh , Xi Liu

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…

Machine Learning · Computer Science 2026-02-03 Sanna Jarl , Maria Bånkestad , Jonathan J. S. Scragg , Jens Sjölund

Active learning, an iterative process of selecting the most informative data points for exploration, is crucial for efficient characterization of materials and chemicals property space. Neural networks excel at predicting these properties…

Disordered Systems and Neural Networks · Physics 2025-06-02 Sarah I. Allec , Maxim Ziatdinov

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

The explosive growth of image data facilitates the fast development of image processing and computer vision methods for emerging visual applications, meanwhile introducing novel distortions to the processed images. This poses a grand…

Computer Vision and Pattern Recognition · Computer Science 2022-05-27 Weixia Zhang , Dingquan Li , Chao Ma , Guangtao Zhai , Xiaokang Yang , Kede Ma

In many applications, ranging from logistics to engineering, a designer is faced with a sequence of optimization tasks for which the objectives are in the form of black-box functions that are costly to evaluate. Furthermore, higher-fidelity…

Machine Learning · Computer Science 2025-01-09 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone

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

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

Optimization and Control · Mathematics 2019-06-20 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee