Dynamic Exploration-Exploitation Trade-Off in Active Learning Regression
with Bayesian Hierarchical Modeling
- URL: http://arxiv.org/abs/2304.07665v2
- Date: Sat, 30 Sep 2023 18:19:04 GMT
- Title: Dynamic Exploration-Exploitation Trade-Off in Active Learning Regression
with Bayesian Hierarchical Modeling
- Authors: Upala Junaida Islam and Kamran Paynabar and George Runger and Ashif
Sikandar Iquebal
- Abstract summary: Methods that consider exploration-exploitation simultaneously employ fixed or ad-hoc measures to control the trade-off that may not be optimal.
We develop a Bayesian hierarchical approach, referred as BHEEM, to dynamically balance the exploration-exploitation trade-off.
- Score: 4.132882666134921
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Active learning provides a framework to adaptively query the most informative
experiments towards learning an unknown black-box function. Various approaches
of active learning have been proposed in the literature, however, they either
focus on exploration or exploitation in the design space. Methods that do
consider exploration-exploitation simultaneously employ fixed or ad-hoc
measures to control the trade-off that may not be optimal. In this paper, we
develop a Bayesian hierarchical approach, referred as BHEEM, to dynamically
balance the exploration-exploitation trade-off as more data points are queried.
To sample from the posterior distribution of the trade-off parameter, We
subsequently formulate an approximate Bayesian computation approach based on
the linear dependence of queried data in the feature space. Simulated and
real-world examples show the proposed approach achieves at least 21% and 11%
average improvement when compared to pure exploration and exploitation
strategies respectively. More importantly, we note that by optimally balancing
the trade-off between exploration and exploitation, BHEEM performs better or at
least as well as either pure exploration or pure exploitation.
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