Online choice of active learning algorithms

Abstract

This work is concerned with the question of how to combine online an ensemble of active learners so as to expedite the learning progress in pool-based active learning. We develop an active-learning master algorithm, based on a known competitive algorithm for the multi-armed bandit problem. A major challenge in successfully choosing top performing active learners online is to reliably estimate their progress during the learning session. To this end we propose a simple maximum entropy criterion that provides effective estimates in realistic settings. We study the performance of the proposed master algorithm using an ensemble containing two of the best known active-learning algorithms as well as a new algorithm. The resulting active-learning master algorithm is empirically shown to consistently perform almost as well as and sometimes outperform the best algorithm in the ensemble on a range of classification problems.