2015/10/08 by Yingfei Wang, Chu Wang, Wang, Yingfei +4 · 1 citation
Computer Science · Mathematics · #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (stat.ML) #Machine Learning and Algorithms #Machine Learning and Data Classification #stat.ML
paper · pdf · doi:10.48550/arxiv.1510.02354
arxiv created 2015/10/08 · openalex publication_date 2015/10/08 · arxiv updated 2015/10/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider sequential decision making problems for binary classification scenario in which the learner takes an active role in repeatedly selecting samples from the action pool and receives the binary label of the selected alternatives. Our problem is motivated by applications where observations are time consuming and/or expensive, resulting in small samples. The goal is to identify the best alternative with the highest response. We use Bayesian logistic regression to predict the response of each alternative. By formulating the problem as a Markov decision process, we develop a knowledge-gradient type policy to guide the experiment by maximizing the expected value of information of labeling each alternative and provide a finite-time analysis on the estimated error. Experiments on benchmark UCI datasets demonstrate the effectiveness of the proposed method.