Learning Active Learning in the Batch-Mode Setup with Ensembles of Active Learning Agents

Supervised learning models perform best when trained on a lot of data, but annotating training data is very costly in some domains. Active learning aims to chose only the most informative subset of unlabelled samples for annotation, thus saving annotation cost. Several heuristics for choosing this subset have been developed, which use fix policies for this choice. They are easily understandable and applied. However, there is no heuristic performing optimal in all settings. This lead to the development of agents learning the best selection policy from data. They formulate active learning as a Markov decision process and applying reinforcement learning (RL) methods to it. Their advantage is that they are able to use many features and to adapt to the specific task. Our paper proposes a new approach combining these advantages of learning active learning and heuristics: We propose to learn active learning using a parametrised ensemble of agents, where the parameters are learned using Monte Carlo policy search. As this approach can incorporate any active learning agent into its ensemble, it allows to increase the performance of every active learning agent by learning how to combine it with others.