论文标题

贝叶斯积极学习,完全贝叶斯高斯流程

Bayesian Active Learning with Fully Bayesian Gaussian Processes

论文作者

Riis, Christoffer, Antunes, Francisco, Hüttel, Frederik Boe, Azevedo, Carlos Lima, Pereira, Francisco Câmara

论文摘要

偏见变化权衡是机器学习中的一个众所周知的问题,只能获得更明显的数据,而较少的数据。在积极学习的情况下,标记的数据稀缺或难以获得,忽视这种权衡会导致效率低下且不最佳的查询,从而导致不必要的数据标记。在本文中,我们专注于使用高斯流程(GPS)积极学习。对于GP,通过优化两个超参数:长度尺度和噪声学期来实现偏置方差权衡。考虑到超参数联合后部的最佳模式相当于最佳的偏差差异权衡,我们近似于该联合后部,并利用它来设计两个新的采集功能。第一个是查询逐委员会(B-QBC)的贝叶斯变体,第二个是通过混合使用高斯工艺(QB-MGP)公式的查询来显式最小化预测差异的扩展。在六个模拟器中,我们从经验上表明,B-QBC平均达到了最佳的边缘可能性,而QB-MGP可以实现最佳的预测性能。我们表明,将偏见差异权衡纳入收购功能中可以减轻不必要且昂贵的数据标签。

The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can cause inefficient and non-optimal querying, leading to unnecessary data labeling. In this paper, we focus on active learning with Gaussian Processes (GPs). For the GP, the bias-variance trade-off is made by optimization of the two hyperparameters: the length scale and noise-term. Considering that the optimal mode of the joint posterior of the hyperparameters is equivalent to the optimal bias-variance trade-off, we approximate this joint posterior and utilize it to design two new acquisition functions. The first one is a Bayesian variant of Query-by-Committee (B-QBC), and the second is an extension that explicitly minimizes the predictive variance through a Query by Mixture of Gaussian Processes (QB-MGP) formulation. Across six simulators, we empirically show that B-QBC, on average, achieves the best marginal likelihood, whereas QB-MGP achieves the best predictive performance. We show that incorporating the bias-variance trade-off in the acquisition functions mitigates unnecessary and expensive data labeling.

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