arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2602.01898cs.LGstat.ML
收藏

基于观测的贝叶斯主动学习:通过输入扭曲高斯过程

Correcting Boundary Bias and Observation Independence in Bayesian Experimental Design

Department of Information Technology, Uppsala University, Uppsala, Sweden(信息科技系,乌普萨拉大学);Department of Solar Cell Technology, Uppsala University, Uppsala, Sweden(太阳能电池技术系,乌普萨拉大学);Department of Computer Science, RISE Research Institute of Sweden, Stockholm, Sweden(计算机科学系,瑞典RISE研究所)

Sanna Jarl, Jens Sjölund, Jonathan J. S. Scragg, Maria Bånkestad

AI总结:

本文提出通过输入扭曲高斯过程,引入观测依赖反馈,提升主动学习的样本效率和适应非平稳性挑战的能力。

摘要:

贝叶斯主动学习依赖于对预测不确定性进行精确量化以探索未知函数景观。尽管高斯过程代理是此类任务的标准方法,但一个被忽视的事实是,其后验方差仅通过超参数依赖于观测输出,使探索在很大程度上对实际测量不敏感。我们提出通过学习的单调重参数化扭曲输入空间来注入观测依赖的反馈。这种机制使设计策略能够根据观测到的变异性扩展或压缩输入空间的区域,从而塑造基于方差的获取函数的行为。我们证明,尽管此类扭曲可以通过边际似然进行训练,但一个新颖的自监督目标能带来显著更好的性能。我们的方法在多种主动学习基准上提高了采样效率,特别是在非平稳性挑战传统方法的领域。

英文摘要:

In many experimental settings, active learning can improve sample efficiency by sequentially selecting where to measure, which is particularly valuable when experiments are expensive. Gaussian processes with variance-based acquisition criteria are widely used for this purpose, but have two limitations. First, they are observation-independent: their posterior variance depends only on where samples are acquired, not on what is measured, impairing their sensitivity to the structure of the acquired data. Second, they inflate the variance near boundaries, leading to excessive sampling at the edges of the space compared to the interior. These limitations undermine the gains in sampling efficiency expected from sequential acquisition. We address both limitations. We derive a reconstruction-driven design density and use the posterior mean to build a training-free warp that places more measurements where the target function varies rapidly. A geometric equalizer separately corrects boundary bias. Across sixteen synthetic and two real-data benchmarks, the geometric equalizer consistently improves function reconstruction by correcting boundary bias, while the reconstruction warp provides further gains by concentrating measurements where the posterior mean varies rapidly.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑