Active Learning for Undirected Graphical Model Selection

This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all the measurements to have been collected before processing begins. We propose an active learning algorithm that uses junction tree representations to adapt future measurements based on the information gathered from prior measurements. We prove that, under certain conditions, our active learning algorithm requires fewer scalar measurements than any passive algorithm to reliably estimate a graph. A range of numerical results validate our theory and demonstrates the benefits of active learning.Comment: AISTATS 201

Active SLAM for autonomous underwater exploration

Exploration of a complex underwater environment without an a priori map is beyond the state of the art for autonomous underwater vehicles (AUVs). Despite several efforts regarding simultaneous localization and mapping (SLAM) and view planning, there is no exploration framework, tailored to underwater vehicles, that faces exploration combining mapping, active localization, and view planning in a unified way. We propose an exploration framework, based on an active SLAM strategy, that combines three main elements: a view planner, an iterative closest point algorithm (ICP)-based pose-graph SLAM algorithm, and an action selection mechanism that makes use of the joint map and state entropy reduction. To demonstrate the benefits of the active SLAM strategy, several tests were conducted with the Girona 500 AUV, both in simulation and in the real world. The article shows how the proposed framework makes it possible to plan exploratory trajectories that keep the vehicle’s uncertainty bounded; thus, creating more consistent maps.Peer ReviewedPostprint (published version

Online Active Linear Regression via Thresholding

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model. Our main contribution is a novel threshold-based algorithm for selection of most informative observations; we characterize its performance and fundamental lower bounds. We extend the algorithm and its guarantees to sparse linear regression in high-dimensional settings. Simulations suggest the algorithm is remarkably robust: it provides significant benefits over passive random sampling in real-world datasets that exhibit high nonlinearity and high dimensionality --- significantly reducing both the mean and variance of the squared error.Comment: Published in AAAI 201