# ACTIVE LEARNING IN REGRESSION, WITH APPLICATION TO STOCHASTIC DYNAMIC PROGRAMMING

### Olivier Teytaud, Sylvain Gelly, Jérémie Mary

#### 2007

#### Abstract

We study active learning as a derandomized form of sampling. We show that full derandomization is not suitable in a robust framework, propose partially derandomized samplings, and develop new active learning methods (i) in which expert knowledge is easy to integrate (ii) with a parameter for the exploration/exploitation dilemma (iii) less randomized than the full-random sampling (yet also not deterministic). Experiments are performed in the case of regression for value-function learning on a continuous domain. Our main results are (i) efficient partially derandomized point sets (ii) moderate-derandomization theorems (iii) experimental evidence of the importance of the frontier (iv) a new regression-specific user-friendly sampling tool less-robust than blind samplers but that sometimes works very efficiently in large dimensions. All experiments can be reproduced by downloading the source code and running the provided command line.

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#### Paper Citation

#### in Harvard Style

Teytaud O., Gelly S. and Mary J. (2007). **ACTIVE LEARNING IN REGRESSION, WITH APPLICATION TO STOCHASTIC DYNAMIC PROGRAMMING** . In *Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,* ISBN 978-972-8865-82-5, pages 198-205. DOI: 10.5220/0001645701980205

#### in Bibtex Style

@conference{icinco07,

author={Olivier Teytaud and Sylvain Gelly and Jérémie Mary},

title={ACTIVE LEARNING IN REGRESSION, WITH APPLICATION TO STOCHASTIC DYNAMIC PROGRAMMING},

booktitle={Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},

year={2007},

pages={198-205},

publisher={SciTePress},

organization={INSTICC},

doi={10.5220/0001645701980205},

isbn={978-972-8865-82-5},

}

#### in EndNote Style

TY - CONF

JO - Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,

TI - ACTIVE LEARNING IN REGRESSION, WITH APPLICATION TO STOCHASTIC DYNAMIC PROGRAMMING

SN - 978-972-8865-82-5

AU - Teytaud O.

AU - Gelly S.

AU - Mary J.

PY - 2007

SP - 198

EP - 205

DO - 10.5220/0001645701980205