Exploration vs. exploitation in active learning: a Bayesian approach

The labeling of training examples could be a costly task in numerous cases of supervised learning. Active learning strategies address this problem and select unlabeled examples which are considered as the most useful for the training of a predictive model. The choice of examples to be labeled can be considered as a dilemma between the exploration and the exploitation of the input data space. In this article, a new active learning strategy that manages this compromise is proposed. This strategy is based on a Bayesian formalism that minimizes assumptions on data. An experimental validation is conducted on a unidimensional dataset, the objective is to assess the position of a step function from noisy examples. Our approach is favorably compared to an ad hoc strategy : the probabilistic dichotomy.