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Abstract. In the context of Active Learning for classification, the classification error depends on the joint distribution of samples and their labels which is initially unknown. The minimization of this error requires estimating this distribution. Online estimation of this distribution involves a trade-off between exploration and exploitation. This is a common problem in machine learning for which multi-armed bandit theory, building upon Optimism in the Face of Uncertainty, has been proven very efficient these last years. We introduce two novel algorithms that use Optimism in the Face of Uncertainty along with Gaussian Processes for the Active Learning problem. The evaluation lead on real world datasets shows that these new algorithms compare positively to state-of-the-art methods.

Active learning is the problem of interactively constructing the training set used in classification in order to reduce its size. It would ideally successively add the instance-label pair that decreases the classification error most. However, the effect of the addition of a pair is not known in advance. It can still be estimated with the pairs already in the training set. The online minimization of the classification error involves a tradeoff between exploration and exploitation. This is a common problem in machine learning for which multiarmed bandit, using the approach of Optimism int the Face of Uncertainty, has proven very efficient these last years. This paper introduces three algorithms for the active learning problem in classification using Optimism in the Face of Uncertainty. Experiments lead on built-in problems and real world datasets demonstrate that they compare positively to state-of-the-art methods.