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.