35,518 research outputs found

    A Meta-Learning Approach to One-Step Active Learning

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    We consider the problem of learning when obtaining the training labels is costly, which is usually tackled in the literature using active-learning techniques. These approaches provide strategies to choose the examples to label before or during training. These strategies are usually based on heuristics or even theoretical measures, but are not learned as they are directly used during training. We design a model which aims at \textit{learning active-learning strategies} using a meta-learning setting. More specifically, we consider a pool-based setting, where the system observes all the examples of the dataset of a problem and has to choose the subset of examples to label in a single shot. Experiments show encouraging results

    Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

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    This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and to distinguish this correction from the Bayesian Ockham's-razor effect. Our second goal is to contrast empirical-Bayes and fully Bayesian approaches to variable selection through examples, theoretical results and simulations. Considerable differences between the two approaches are found. In particular, we prove a theorem that characterizes a surprising aymptotic discrepancy between fully Bayes and empirical Bayes. This discrepancy arises from a different source than the failure to account for hyperparameter uncertainty in the empirical-Bayes estimate. Indeed, even at the extreme, when the empirical-Bayes estimate converges asymptotically to the true variable-inclusion probability, the potential for a serious difference remains.Comment: Published in at http://dx.doi.org/10.1214/10-AOS792 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org
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