Active learning in regression, with an application to stochastic dynamic programming

Olivier Teytaud 1 Sylvain Gelly 1 Jérémie Mary 1
1 TANC - Algorithmic number theory for cryptology
Inria Saclay - Ile de France, LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]
Abstract : We study active learning as a derandomized form of sampling. We show that full derandomization is not suitable in a robust framework, propose partially derandomized samplings, and develop new active learning methods (i) in which expert knowledge is easy to integrate (ii) with a parameter for the exploration/exploitation dilemma (iii) less randomized than the full-random sampling (yet also not deterministic). Experiments are performed in the case of regression for value-function learning on a continuous domain. Our main results are (i) efficient partially derandomized point sets (ii) moderate-derandomization theorems (iii) experimental evidence of the importance of the frontier (iv) a new regression-specific user-friendly sampling tool lessrobust than blind samplers but that sometimes works very efficiently in large dimensions. All experiments can be reproduced by downloading the source code and running the provided command line.
Type de document :
Communication dans un congrès
ICINCO 2007, 2007, Angers, France. 2007
Liste complète des métadonnées

Littérature citée [30 références]  Voir  Masquer  Télécharger
Contributeur : Olivier Teytaud <>
Soumis le : mercredi 19 septembre 2007 - 14:15:17
Dernière modification le : mercredi 28 novembre 2018 - 15:36:02
Document(s) archivé(s) le : vendredi 9 avril 2010 - 02:28:23


Fichiers produits par l'(les) auteur(s)


  • HAL Id : inria-00173204, version 1



Olivier Teytaud, Sylvain Gelly, Jérémie Mary. Active learning in regression, with an application to stochastic dynamic programming. ICINCO 2007, 2007, Angers, France. 2007. 〈inria-00173204〉



Consultations de la notice


Téléchargements de fichiers