Bayesian Active Learning for Posterior Estimation - IJCAI-15 Distinguished Paper

Kandasamy, Kirthevasan; Schneider, Jeff G.; Póczos, Barnabás

Bayesian Active Learning for Posterior Estimation - IJCAI-15 Distinguished Paper

Kirthevasan Kandasamy, Jeff G. Schneider, Barnabás Póczos

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Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence. Special Track on Machine Learning. Pages 3605-3610.

Abstract

This paper studies active posterior estimation in a Bayesian setting when the likelihood is expensive to evaluate. Existing techniques for posterior estimation are based on generating samples representative of the posterior. Such methods do not consider efficiency in terms of likelihood evaluations. In order to be query efficient we treat posterior estimation in an active regression framework. We propose two myopic query strategies to choose where to evaluate the likelihood and implement them using Gaussian processes. Via experiments on a series of synthetic and real examples we demonstrate that our approach is significantly more query efficient than existing techniques and other heuristics for posterior estimation.

Kirthevasan Kandasamy, Jeff G. Schneider, and Barnabás Póczos. 2015. Bayesian Active Learning for Posterior Estimation - IJCAI-15 Distinguished Paper. In Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI-15. IJCAI, 3605–3610. https://ijcai.org/proceedings/2015/507

@inproceedings{ijcai2015p507,
  title     = {Bayesian Active Learning for Posterior Estimation - IJCAI-15 Distinguished Paper},
  author    = {Kandasamy, Kirthevasan and Schneider, Jeff G. and Póczos, Barnabás},
  booktitle = {Proceedings of the Twenty-Fourth International Joint Conference on
               Artificial Intelligence, {IJCAI-15}},
  publisher = {International Joint Conferences on Artificial Intelligence},
  editor    = {Qiang Yang and Michael Wooldridge},
  pages     = {3605--3610},
  year      = {2015},
  month     = {7},
  note      = {Special Track on Machine Learning},
  url       = {https://ijcai.org/proceedings/2015/507},
}

TY  - CPAPER
TI  - Bayesian Active Learning for Posterior Estimation - IJCAI-15 Distinguished Paper
AU  - Kandasamy, Kirthevasan
AU  - Schneider, Jeff G.
AU  - Póczos, Barnabás
T2  - Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI-15
PB  - International Joint Conferences on Artificial Intelligence
PY  - 2015
SP  - 3605
EP  - 3610
UR  - https://ijcai.org/proceedings/2015/507
ER  -