Prediction-Oriented Bayesian Active Learning
Abstract
Information-theoretic approaches to active learning have traditionally focused on maximising the information gathered about the model parameters, most commonly by optimising the BALD score. We highlight that this can be suboptimal from the perspective of predictive performance. For example, BALD lacks a notion of an input distribution and so is prone to prioritise data of limited relevance. To address this we propose the expected predictive information gain (EPIG), an acquisition function that measures information gain in the space of predictions rather than parameters. We find that using EPIG leads to stronger predictive performance compared with BALD across a range of datasets and models, and thus provides an appealing drop-in replacement.
Cite
Text
Bickford Smith et al. "Prediction-Oriented Bayesian Active Learning." Artificial Intelligence and Statistics, 2023.Markdown
[Bickford Smith et al. "Prediction-Oriented Bayesian Active Learning." Artificial Intelligence and Statistics, 2023.](https://mlanthology.org/aistats/2023/bickfordsmith2023aistats-predictionoriented/)BibTeX
@inproceedings{bickfordsmith2023aistats-predictionoriented,
title = {{Prediction-Oriented Bayesian Active Learning}},
author = {Bickford Smith, Freddie and Kirsch, Andreas and Farquhar, Sebastian and Gal, Yarin and Foster, Adam and Rainforth, Tom},
booktitle = {Artificial Intelligence and Statistics},
year = {2023},
pages = {7331-7348},
volume = {206},
url = {https://mlanthology.org/aistats/2023/bickfordsmith2023aistats-predictionoriented/}
}