Year: 2020
Type: preprint
Abstract: Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing a hypothesis test. We obtain a novel sample complexity bound for Chernoff's algorithm, with a non-asymptotic term that characterizes its performance at a fixed confidence level. We also develop an extension of Chernoff sampling that can be used to estimate the parameters of a wide variety of models and we obtain a non-asymptotic bound on the estimation error. We apply our extension of Chernoff sampling to actively learn neural network models and to estimate parameters in real-data linear and non-linear regression problems, where our approach performs favorably to state-of-the-art methods.
Source: arXiv (Cornell University)
Institution: University of Wisconsin–Madison
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Awards: G1523888516, G1766360814
OpenAlex ID: W3209238142