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Greedy active learning algorithm for logistic regression models
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Greedy active learning algorithm for logistic regression models

Hsiang-Ling Hsu, Yuan-chin Ivan ChangRay-Bing Chen
Computational Statistics and Data Analysis, 卷.129, 頁碼.119-134
01/2019

摘要

Active learning algorithm D-efficiency criterion Forward selection Graft optimization Statistics and Probability Computational Mathematics Computational Theory and Mathematics Applied Mathematics
We study a logistic model-based active learning procedure for binary classification problems, in which we adopt a batch subject selection strategy with a modified sequential experimental design method. Moreover, accompanying the proposed subject selection scheme, we simultaneously conduct a greedy variable selection procedure such that we can update the classification model with all labeled training subjects. The proposed algorithm repeatedly performs both subject and variable selection steps until a prefixed stopping criterion is reached. Our numerical results show that the proposed procedure has competitive performance, with smaller training size and a more compact model compared with that of the classifier trained with all variables and a full data set. We also apply the proposed procedure to a well-known wave data set (Breiman et al., 1984) and a MAGIC gamma telescope data set to confirm the performance of our method.

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