Efficient Active Learning for Gaussian Process Classification by Error Reduction

Active learning sequentially selects the best instance for labeling by optimizing an acquisition function to enhance data/label efficiency. The selection can be either from a discrete instance set (pool-based scenario) or a continuous instance space (query synthesis scenario). In this work, we study both active learning scenarios for Gaussian Process Classification (GPC). The existing active learning strategies that maximize the Estimated Error Reduction (EER) aim at reducing the classification error after training with the new acquired instance in a one-step-look-ahead manner. The computation of EER-based acquisition functions is typically prohibitive as it requires retraining the GPC with every new query.