Amortized Active Learning for Nonparametric Functions

Active learning (AL) is a sequential learning scheme aiming to select the most informative data. AL reduces data consumption and avoids the cost of labeling large amounts of data. However, AL trains the model and solves an acquisition optimization for each selection. It becomes expensive when the model training or acquisition optimization is challenging. In this paper, we focus on active nonparametric function learning, where the gold standard Gaussian process (GP) approaches suffer from cubic time complexity. We propose an amortized AL method, where new data are suggested by a neural network which is trained up-front without any real data (Figure 1). Our method avoids repeated model training and requires no acquisition optimization during the AL deployment. We (i) utilize GPs as function priors to construct an AL simulator, (ii) train an AL policy that can zero-shot generalize from simulation to real learning problems of nonparametric functions and (iii) achieve real-time data selection and comparable learning performances to time-consuming baseline methods.

Global Safe Sequential Learning via Efficient Knowledge Transfer

Sequential learning methods such as active learning and Bayesian optimization select the most informative data to learn about a task. In many medical or engineering applications, the data selection is constrained by a priori unknown safety conditions. A promissing line of safe learning methods utilize Gaussian processes (GPs) to model the safety probability and perform data selection in areas with high safety confidence. However, accurate safety modeling requires prior knowledge or consumes data. In addition, the safety confidence centers around the given observations which leads to local exploration. As transferable source knowledge is often available in safety critical experiments, we propose to consider transfer safe sequential learning to accelerate the learning of safety. We further consider a pre-computation of source components to reduce the additional computational load that is introduced by incorporating source data. In this paper, we theoretically analyze the maximum explorable safe regions of conventional safe learning methods. Furthermore, we empirically demonstrate that our approach 1) learns a task with lower data consumption, 2) globally explores multiple disjoint safe regions under guidance of the source knowledge, and 3) operates with computation comparable to conventional safe learning methods.

Safe Active Learning for Multi-Output Gaussian Processes

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the inherent correlations and provide reliable uncertainty estimates. In many applications, however, acquiring the data is expensive and safety concerns might arise (e.g. robotics, engineering). We propose a safe active learning approach for multi-output Gaussian process regression. This approach queries the most informative data or output taking the relatedness between the regressors and safety constraints into account. We prove the effectiveness of our approach by providing theoretical analysis and by demonstrating empirical results on simulated datasets and on a real-world engineering dataset. On all datasets, our approach shows improved convergence compared to its competitors.