Nonmyopic ϵ-Bayes-Optimal Active Learning of Gaussian Processes

A fundamental issue in active learning of Gaussian processes is that of the exploration-exploitation trade-off. This paper presents a novel nonmyopic ϵ-Bayes-optimal active learning (ϵ-BAL) approach that jointly and naturally optimizes the trade-off. In contrast, existing works have primarily develo...

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Bibliographic Details
Main Authors: Hoang, Trong Nghia, Low, Bryan Kian Hsiang, Jaillet, Patrick, Kankanhalli, Mohan
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Association for Computing Machinery (ACM) 2015
Online Access:http://hdl.handle.net/1721.1/100444
https://orcid.org/0000-0002-8585-6566