Title
Adaptive Active Hypothesis Testing under Limited Information.
Abstract
We consider the problem of active sequential hypothesis testing where a Bayesian decision maker must infer the true hypothesis from a set of hypotheses. The decision maker may choose for a set of actions, where the outcome of an action is corrupted by independent noise. In this paper we consider a special case where the decision maker has limited knowledge about the distribution of observations for each action, in that only a binary value is observed. Our objective is to infer the true hypothesis with low error, while minimizing the number of action sampled. Our main results include the derivation of a lower bound on sample size for our system under limited knowledge and the design of an active learning policy that matches this lower bound and outperforms similar known algorithms.
Year
Venue
Field
2017
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 30 (NIPS 2017)
Mathematical optimization,Active learning,Upper and lower bounds,Computer science,Artificial intelligence,Sequential analysis,Sample size determination,Statistical hypothesis testing,Machine learning,Decision maker,Special case,Bayesian probability
DocType
Volume
ISSN
Conference
30
1049-5258
Citations 
PageRank 
References 
0
0.34
3
Authors
2
Name
Order
Citations
PageRank
Fabio Cecchi1214.09
Nidhi Hegde223420.41