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Integrating Bayesian and Discriminative Sparse Kernel Machines for Multi-class Active Learning

2019-12-01 · NeurIPS 2019 12 · Weishi Shi, Qi Yu

We propose a novel active learning (AL) model that integrates Bayesian and discriminative kernel machines for fast and accurate multi-class data sampling. By joining a sparse Bayesian model and a maximum margin machine under a unified kernel machine committee (KMC), the proposed model is able to identify a small number of data samples that best represent the overall data space while accurately capturing the decision boundaries. The integration is conducted using the maximum entropy discrimination framework, resulting in a joint objective function that contains generalized entropy as a regularizer. Such a property allows the proposed AL model to choose data samples that more effectively handle non-separable classification problems. Parameter learning is achieved through a principled optimization framework that leverages convex duality and sparse structure of KMC to efficiently optimize the joint objective function. Key model parameters are used to design a novel sampling function to choose data samples that can simultaneously improve multiple decision boundaries, making it an effective sampler for problems with a large number of classes. Experiments conducted over both synthetic and real data and comparison with competitive AL methods demonstrate the effectiveness of the proposed model.

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