Learning to Actively Learn: A Robust Approach

TL;DR

This paper introduces a novel approach to designing adaptive algorithms for data collection tasks like active learning by learning from adversarial training, especially effective with small query budgets.

Contribution

It presents a new method for learning adaptive algorithms through adversarial training over problem classes, bypassing the need for explicit problem priors and focusing on small query budgets.

Findings

The learned algorithms are competitive with traditional methods.

Synthetic experiments show stability and effectiveness.

Real data tasks demonstrate practical applicability.

Abstract

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on concentration of measure and careful analysis to justify the correctness and sample complexity of the procedure, our adaptive algorithm is learned via adversarial training over equivalence classes of problems derived from information theoretic lower bounds. In particular, a single adaptive learning algorithm is learned that competes with the best adaptive algorithm learned for each equivalence class. Our procedure takes as input just the available queries, set of hypotheses, loss function, and total query budget. This is in contrast to existing meta-learning work that learns an adaptive algorithm relative to an explicit, user-defined subset or prior distribution over problems which can be challenging to define and be mismatched to the instance encountered at test time. This work is particularly focused on the regime when the total query budget is very small, such as a few dozen, which is much smaller than those budgets typically considered by theoretically derived algorithms. We perform synthetic experiments to justify the stability and effectiveness of the training procedure, and then evaluate the method on tasks derived from real data including a noisy 20 Questions game and a joke recommendation task.