Part of Advances in Neural Information Processing Systems 18 (NIPS 2005)
Brent Bryan, Robert C. Nichol, Christopher R Genovese, Jeff Schneider, Christopher J. Miller, Larry Wasserman
We present an efficient algorithm to actively select queries for learning the boundaries separating a function domain into regions where the func- tion is above and below a given threshold. We develop experiment selec- tion methods based on entropy, misclassification rate, variance, and their combinations, and show how they perform on a number of data sets. We then show how these algorithms are used to determine simultaneously valid 1 − α confidence intervals for seven cosmological parameters. Ex- perimentation shows that the algorithm reduces the computation neces- sary for the parameter estimation problem by an order of magnitude.