The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group


with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

Efficient and Parsimonious Agnostic Active Learning

Tzu-Kuo Huang, Post Doc Researcher, Microsoft Research

Date and Time: Oct 28, 2015 ( 1:00 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building


We develop a new active learning algorithm for the streaming setting satisfying three important properties: 1) It provably works for any classifier representation and classification problem including those with severe noise. 2) It is efficiently implementable with an ERM oracle. 3) It is more aggressive than all previous approaches satisfying 1 and 2. To do this we create an algorithm based on a newly defined optimization problem and analyze it. We also conduct the first experimental analysis of all efficient agnostic active learning algorithms, evaluating their strengths and weaknesses in different settings.

This is joint work with Alekh Agarwal, John Langford and Rob Schapire at Microsoft Research, and Daniel Hsu at Columbia University.