A Robust Zero-Sum Game Framework For Pool-Based Active Learning

In this paper, we present a novel robust zero-sum game framework for pool-based active learning grounded on advanced statistical learning theory. Pool-based active learning usually consists of two components, namely, learning of a classifier given labeled data and querying of unlabeled data for labeling. Most previous studies on active learning consider these as two separate tasks and propose various heuristics for selecting important unlabeled data for labeling, which may render the selection of unlabeled examples sub-optimal for minimizing the classification error. In contrast, the presented work formulates active learning as a unified optimization framework for learning the classifier, i.e., the querying of labels and the learning of models are unified to minimize a common objective for statistical learning. In addition, the proposed method avoids the issues of many previous algorithms such as inefficiency, sampling bias, and sensitivity to imbalanced data distribution. Besides theoretical analysis, we conduct extensive experiments on benchmark datasets and demonstrate the superior performance of the proposed active learning method over the state-of-the-art methods.