Active Learning with Statistical Models

An active learning problem is one where the learner has the ability or need to influence or select its own training data. Many problems of great practical interest allow active learning, and many even require it. We consider the problem of actively learning a mapping X - Y based on a set of training examples {(Xi,Yi)} l' where Xi E X and Yi E Y. The learner is allowed to iteratively select new inputs x (possibly from a constrained set), observe the resulting output y, and incorporate the new examples (x, y) into its training set. The primary question of active learning is how to choose which x to try next. There are many heuristics for choosing x based on intuition, including choosing places where we don't have data, where we perform poorly [Linden and Weber, 1993], where we have low confidence [Thrun and Moller, 1992], where we expect it