The growing capabilities of large language models (LLMs) present a key challenge of maintaining effective human oversight. Weak-to-strong generalization (W2SG) offers a promising framework for supervising increasingly capable LLMs using weaker ones. Traditional W2SG methods rely on passive learning, where a weak teacher provides noisy demonstrations to train a strong student. This hinders students from employing their knowledge during training and reaching their full potential. In this work, we introduce Alice (pro{A}ctive {l}earning w{i}th tea{c}her's D{e}monstrations), a framework that leverages complementary knowledge between teacher and student to enhance the learning process.We probe the knowledge base of the teacher model by eliciting their uncertainty, and then use these insights together with teachers' responses as demonstrations to guide student models in self-generating improved responses for supervision. In addition, for situations with significant capability gaps between teacher and student models, we introduce cascade Alice, which employs a hierarchical training approach where weak teachers initially supervise intermediate models, who then guide stronger models in sequence. Experimental results demonstrate that our method significantly enhances the W2SG performance, yielding substantial improvements in three key tasks compared to the original W2SG: knowledge-based reasoning (+4.0%), mathematical reasoning (+22.62%), and logical reasoning (+12.11%). This highlights the effectiveness of our new W2SG paradigm that enables more robust knowledge transfer and supervision outcome.