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180 nips-2010-Near-Optimal Bayesian Active Learning with Noisy Observations


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Author: Daniel Golovin, Andreas Krause, Debajyoti Ray

Abstract: We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of noise–free observations, a greedy algorithm called generalized binary search (GBS) is known to perform near–optimally. We show that if the observations are noisy, perhaps surprisingly, GBS can perform very poorly. We develop EC2 , a novel, greedy active learning algorithm and prove that it is competitive with the optimal policy, thus obtaining the first competitiveness guarantees for Bayesian active learning with noisy observations. Our bounds rely on a recently discovered diminishing returns property called adaptive submodularity, generalizing the classical notion of submodular set functions to adaptive policies. Our results hold even if the tests have non–uniform cost and their noise is correlated. We also propose E FF ECXTIVE , a particularly fast approximation of EC 2 , and evaluate it on a Bayesian experimental design problem involving human subjects, intended to tease apart competing economic theories of how people make decisions under uncertainty. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 We develop EC2 , a novel, greedy active learning algorithm and prove that it is competitive with the optimal policy, thus obtaining the first competitiveness guarantees for Bayesian active learning with noisy observations. [sent-4, score-0.379]

2 Our bounds rely on a recently discovered diminishing returns property called adaptive submodularity, generalizing the classical notion of submodular set functions to adaptive policies. [sent-5, score-0.2]

3 Our results hold even if the tests have non–uniform cost and their noise is correlated. [sent-6, score-0.33]

4 We also propose E FF ECXTIVE , a particularly fast approximation of EC 2 , and evaluate it on a Bayesian experimental design problem involving human subjects, intended to tease apart competing economic theories of how people make decisions under uncertainty. [sent-7, score-0.278]

5 In all these applications, we have to sequentially select among a set of noisy, expensive observations (outcomes of experiments, medical tests, expert labels) in order to determine which hypothesis (theory, diagnosis, classifier) is most accurate. [sent-9, score-0.214]

6 One way to formalize such active learning problems is Bayesian experimental design [6], where one assumes a prior on the hypotheses, as well as probabilistic assumptions on the outcomes of tests. [sent-11, score-0.268]

7 The goal then is to determine the correct hypothesis while minimizing the cost of the experimentation. [sent-12, score-0.165]

8 Unfortunately, finding this optimal policy is not just NP-hard, but also hard to approximate [5]. [sent-13, score-0.12]

9 While there are some recent positive results in understanding the label complexity of noisy active learning [19, 1], to our knowledge, so far there are no algorithms that are provably competitive with the optimal sequential policy, except in very restricted settings [16]. [sent-19, score-0.202]

10 GBS greedily selects tests to maximize, in expectation over the test outcomes, the prior probability mass of eliminated hypotheses (i. [sent-21, score-0.529]

11 2 1 introduce a general formulation of Bayesian active learning with noisy observations that we call the Equivalence Class Determination problem. [sent-27, score-0.251]

12 We show that, perhaps surprisingly, generalized binary search performs poorly in this setting, as do greedily (myopically) maximizing the information gain (measured w. [sent-28, score-0.153]

13 the distribution on equivalence classes) or the decision-theoretic value of information. [sent-31, score-0.125]

14 This motivates us to introduce a novel active learning criterion, and use it to develop a greedy active learning algorithm called the Equivalence Class Edge Cutting algorithm (EC2 ), whose expected cost is competitive to that of the optimal policy. [sent-32, score-0.37]

15 Our key insight is that our new objective function satisfies adaptive submodularity [9], a natural diminishing returns property that generalizes the classical notion of submodularity to adaptive policies. [sent-33, score-0.256]

16 Our results also allow us to relax the common assumption that the outcomes of the tests are conditionally independent given the true hypothesis. [sent-34, score-0.403]

17 Our results from human subject experiments further reveal that E FF ECX TIVE can be used as a real-time tool to classify people according to the economic theory that best describes their behaviour in financial decision-making, and reveal some interesting heterogeneity in the population. [sent-37, score-0.19]

18 2 Bayesian Active Learning in the Noiseless Case In the Bayesian active learning problem, we would like to distinguish among a given set of hypotheses H = {h1 , . [sent-38, score-0.275]

19 Running test t incurs a cost of c(t) and produces an outcome from a finite set of outcomes X = {1, 2, . [sent-45, score-0.282]

20 We let H denote the random variable which equals the true hypothesis, and model the outcome of each test t by a random variable Xt taking values in X . [sent-49, score-0.139]

21 In the noiseless case, we assume that the outcome of each test is deterministic given the true hypothesis, i. [sent-55, score-0.209]

22 Thus, each hypothesis h is associated with a particular vector of test outcomes. [sent-61, score-0.115]

23 , that no two hypotheses lead to the same outcomes for all tests. [sent-66, score-0.229]

24 Our goal is to find an adaptive policy for running tests that allows us to determine the value of H while minimizing the cost of the tests performed. [sent-69, score-0.862]

25 Formally, a policy π (also called a conditional plan) is a partial mapping π from partial observation vectors xA to tests, specifying which test to run next (or whether we should stop testing) for any observation vector xA . [sent-70, score-0.154]

26 Hereby, xA ∈ X A is a vector of outcomes indexed by a set of tests A ⊆ T that we have performed so far 3 (e. [sent-71, score-0.403]

27 , the set of labeled examples in active learning, or outcomes of a set of medical tests that we ran). [sent-73, score-0.527]

28 We denote the set of hypotheses consistent with event Λ (often called the version space associated with Λ) by V(Λ) := {h ∈ H : P (h | Λ) > 0}. [sent-75, score-0.121]

29 We call a policy feasible if it is guaranteed to uniquely determine the correct hypothesis. [sent-76, score-0.212]

30 We can define the expected cost of a policy π by c(π) := P (h)c(T (π, h)) h where T (π, h) ⊆ T is the set of tests run by policy π in case H = h. [sent-78, score-0.604]

31 Our goal is to find a feasible policy π ∗ of minimum expected cost, i. [sent-79, score-0.154]

32 1) π A policy π can be naturally represented as a decision tree T , and thus problem (2. [sent-82, score-0.184]

33 Unfortunately, obtaining an approximate policy π for which c(π) ≤ c(π ∗ ) · o(log(n)) is NP-hard [5]. [sent-84, score-0.12]

34 Two of the most popular heuristics are to select tests greedily to maximize the information gain (IG) 3 Formally we also require that (xt )t∈B ∈ dom(π) and A ⊆ B, implies (xt )t∈A ∈ dom(π) (c. [sent-86, score-0.505]

35 Both heuristics are greedy, and after having made observations xA will select t∗ = arg max ∆Alg (t | xA ) /c(t), t∈T where Alg ∈ {IG, GBS}. [sent-90, score-0.134]

36 Thus, both heuristics greedily chooses the test that maximizes the benefit-cost ratio, measured with respect to their particular benefit functions. [sent-92, score-0.163]

37 They stop after running a set of tests A such that |V(xA )| = 1, i. [sent-93, score-0.295]

38 The result above is proved by exploiting the fact that fGBS (S, h) := 1 − P (V(xS (h))) + P (h) is adaptive submodular and strongly adaptively monotone [9]. [sent-99, score-0.233]

39 A function f : 2T × H is called adaptive submodular w. [sent-102, score-0.132]

40 Thus, f is adaptive submodular if the expected marginal benefits ∆ (t | xA ) of adding a new test t can only decrease as we gather more observations. [sent-106, score-0.2]

41 / The performance guarantee for GBS follows from the following general result about the greedy algorithm for adaptive submodular functions (applied with Q = 1 and η = pmin ): Theorem 1 (Theorem 10 of [9] with α = 1). [sent-112, score-0.217]

42 Suppose f : 2T × H → R≥0 is adaptive submodular and strongly adaptively monotone with respect to P and there exists Q such that f (T , h) = Q for all h. [sent-113, score-0.233]

43 Let η be any value such that f (S, h) > Q − η implies f (S, h) = Q for all sets S and hypotheses h. [sent-114, score-0.121]

44 Then for self–certifying instances the adaptive greedy policy π satisfies c(π) ≤ c(π ∗ ) ln Q η +1 . [sent-115, score-0.241]

45 The technical requirement that instances be self–certifying means that the policy will have proof that it has obtained the maximum possible objective value, Q, immediately upon doing so. [sent-116, score-0.12]

46 In the following sections, we will use the concept of adaptive submodularity to provide the first approximation guarantees for Bayesian active learning with noisy observations. [sent-119, score-0.33]

47 3 The Equivalence Class Determination Problem and the EC2 Algorithm We now wish to consider the Bayesian active learning problem where tests can have noisy outcomes. [sent-120, score-0.497]

48 Our general strategy is to reduce the problem of noisy observations to the noiseless setting. [sent-121, score-0.197]

49 To gain intuition, consider a simple model where tests have binary outcomes, and we know that the outcome of exactly one test, chosen uniformly at random unbeknown to us, is flipped. [sent-122, score-0.446]

50 If any pair of hypotheses h = h differs by the outcome of at least three tests, we can still uniquely determine the correct hypothesis after running all tests. [sent-123, score-0.399]

51 In this case we can reduce the noisy active learning problem to the noiseless setting by, for each hypothesis, creating N “noisy” copies, each obtained by flipping the outcome of one of the N tests. [sent-124, score-0.377]

52 Thus, each hypothesis hi in the original problem is now associated with a set Hi of hypotheses in the modified problem instance. [sent-127, score-0.468]

53 However, instead of selecting tests to determine which noisy copy has been realized, we only care which set Hi is realized. [sent-128, score-0.422]

54 More generally, we introduce the Equivalence Class Determination problem4 , where our set of hypotheses H is partitioned into a set m of m equivalence classes {H1 , . [sent-130, score-0.277]

55 , Hm } so that H = i=1 Hi , and the goal is to determine which class Hi the true hypothesis lies in. [sent-133, score-0.13]

56 As with the ODT problem, the goal is to minimize the expected cost of the tests, where the expectation is taken over the true hypothesis sampled from P . [sent-135, score-0.15]

57 , hn , and two equivalence classes H1 := {hi : 1 ≤ i < n} and H2 := {hn }. [sent-142, score-0.189]

58 , n} such that hi (t) = 1[i = t], all of unit cost. [sent-146, score-0.266]

59 In this case, the optimal policy only needs to select test n, however GBS may select tests 1, 2, . [sent-148, score-0.519]

60 Given our uniform prior, it takes n/2 tests in expectation until this happens, so that GBS pays, in expectation, n/2 times the optimal expected cost in this instance. [sent-152, score-0.364]

61 The poor performance of GBS in this instance may be attributed to its lack of consideration for the equivalence classes. [sent-153, score-0.125]

62 Another natural heuristic would be to run the greedy information gain policy, only with the entropy measured with respect to the probability distribution on equivalence classes rather than hypotheses. [sent-154, score-0.255]

63 It is clearly aware of the equivalence classes, as it adaptively and myopically selects tests to reduce the uncertainty of the realized class, measured w. [sent-156, score-0.567]

64 The reason why πIG fails is that there are complementarities among tests; a set of tests can be far better than the sum of its parts. [sent-164, score-0.295]

65 We adopt a very elegant idea from Dasgupta [8], and define weighted edges between hypotheses that we aim to distinguish between. [sent-166, score-0.186]

66 However, instead of introducing edges between arbitrary pairs of hypotheses (as done in [8]), we only introduce edges between hypotheses in different classes. [sent-167, score-0.312]

67 Tests will allow us to cut edges inconsistent with their outcomes, and we aim to eliminate all inconsistent edges while minimizing the expected cost incurred. [sent-168, score-0.209]

68 If all tests have unit cost, by using a modified prior [15] the approximation factor can be improved to O (log |H| + log | supp(Θ)|) as in the case of Theorem 3. [sent-171, score-0.295]

69 In this case reducing Bayesian active learning with noise to Equivalence Class Determination results in instances with exponentially-large equivalence classes. [sent-174, score-0.249]

70 This makes running EC2 on them challenging, since explicitly keeping track of the equivalence classes is impractical. [sent-175, score-0.156]

71 1), and consider the weight of edges between distinct equivalence classes Hi and Hj : w(Hi ×Hj ) = P (xT )P (xT ) = P (xT ) = P (XT ∈ Hi )P (XT ∈ Hj ). [sent-181, score-0.191]

72 Here, we focus on the case where, upon observing all tests, the hypothesis is uniquely determined, i. [sent-184, score-0.124]

73 In this case, it holds that P (XT ∈ Hi ) = P (H = hi ). [sent-187, score-0.266]

74 Input: Set of hypotheses H; Set of tests T ; prior distribution P ; function f . [sent-195, score-0.416]

75 5 Experiments Several economic theories make claims to explain how people make decisions when the payoffs are uncertain. [sent-197, score-0.263]

76 Here we use human subject experiments to compare four key theories proposed in literature. [sent-198, score-0.152]

77 The uncertainty of the payoff in a given situation is represented by a lottery L, which is simply a random variable with a range of payoffs L := { 1 , . [sent-199, score-0.198]

78 The four theories posit distinct utility functions, with agents preferring larger utility lotteries. [sent-205, score-0.182]

79 The parameters ΘP T = {ρ, λ, α} represent risk aversion, i < 0, and w(pi ) = e loss aversion and probability weighing factor respectively. [sent-209, score-0.149]

80 In Constant Relative Risk Aversion theory [20], there is a parameter ΘCRRA = a representing the level of risk aversion, and the utility posited is UCRRA (L) = i pi 1−a /(1 − a) if a = 1, and UCRRA (L) = i pi log( i ), if a = 1. [sent-211, score-0.143]

81 i The goal is to adaptively select a sequence of tests to present to a human subject in order to distinguish which of the four theories best explains the subject’s responses. [sent-212, score-0.583]

82 Based on the theory that represents behaviour, one of the lotteries would be 1 2 preferred to the other, denoted by a binary response xt ∈ {1, 2}. [sent-214, score-0.253]

83 The possible payoffs were fixed to L = {−10, 0, 10} (in dollars), and the distribution (p1 , p2 , p3 ) over the payoffs was varied, where pi ∈ {0. [sent-215, score-0.145]

84 We compare six algorithms: E FF ECX TIVE, greedily maximizing Information Gain (IG), Value of Information (VOI), Uncertainty Sampling5 (US), Generalized Binary Search (GBS), and tests selected at Random. [sent-225, score-0.374]

85 We chose parameter values for the theories such that they made distinct predictions and were consistent with the values proposed in literature [14]. [sent-227, score-0.124]

86 Responses were generated using a softmax function, with the t t probability of response xt = 1 given by P (xt = 1) = 1/(1 + eU (L2 )−U (L1 ) ). [sent-235, score-0.198]

87 5 Uncertainty sampling greedily selects the test whose outcome distribution has maximum Shannon entropy. [sent-240, score-0.218]

88 2 0 5 10 15 20 Number of tests 25 (a) Fixed parameters 30 0. [sent-256, score-0.295]

89 After obtaining informed consent according to a protocol approved by the Institutional Review Board of Caltech, we tested 11 human subjects to determine which model fit their behaviour best. [sent-287, score-0.148]

90 Subjects were presented 30 tests using E FF ECX TIVE. [sent-289, score-0.295]

91 To incentivise the subjects, one of these tests was picked at random, and subjects received payment based the outcome of their chosen lottery. [sent-290, score-0.468]

92 2 subjects were best described by prospect theory since they exhibited a high degree of loss aversion and risk aversion. [sent-294, score-0.282]

93 Although we need a larger sample to make significant claims of the validity of different economic theories, our preliminary results indicate that subject types can be identified and there is heterogeneity in the population. [sent-297, score-0.131]

94 6 Conclusions In this paper, we considered the problem of adaptively selecting which noisy tests to perform in order to identify an unknown hypothesis sampled from a known prior distribution. [sent-299, score-0.525]

95 We studied the Equivalence Class Determination problem as a means to reduce the case of noisy observations to the classic, noiseless case. [sent-300, score-0.197]

96 We introduced EC2 , an adaptive greedy algorithm that is guaranteed to choose the same hypothesis as if it had observed the outcome of all tests, and incurs near-minimal expected cost among all policies with this guarantee. [sent-301, score-0.376]

97 EC2 works by greedily optimizing an objective tailored to differentiate between sets of observations that lead to different decisions. [sent-306, score-0.128]

98 We believe that our results provide an interesting direction towards providing a theoretical foundation for practical active learning and experimental design problems. [sent-310, score-0.16]

99 Adaptive submodularity: Theory and applications in active learning and stochastic optimization. [sent-358, score-0.124]

100 Efficient test selection in active diagnosis via entropy approximation. [sent-424, score-0.193]


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