Active Learning For Identifying Function Threshold Boundaries

Bryan, Brent, Nichol, Robert C., Genovese, Christopher R., Schneider, Jeff, Miller, Christopher J., Wasserman, Larry

Neural Information Processing Systems 

We present an efficient algorithm to actively select queries for learning the boundaries separating a function domain into regions where the function isabove and below a given threshold. We develop experiment selection methodsbased on entropy, misclassification rate, variance, and their combinations, and show how they perform on a number of data sets. We then show how these algorithms are used to determine simultaneously valid 1 α confidence intervals for seven cosmological parameters. Experimentation showsthat the algorithm reduces the computation necessary for the parameter estimation problem by an order of magnitude.

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