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Online Active Model Selection for Pre-trained Classifiers

19 October 2020
Mohammad Reza Karimi
Nezihe Merve Gürel
Bojan Karlavs
Johannes Rausch
Ce Zhang
Andreas Krause
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Abstract

Given kkk pre-trained classifiers and a stream of unlabeled data examples, how can we actively decide when to query a label so that we can distinguish the best model from the rest while making a small number of queries? Answering this question has a profound impact on a range of practical scenarios. In this work, we design an online selective sampling approach that actively selects informative examples to label and outputs the best model with high probability at any round. Our algorithm can be used for online prediction tasks for both adversarial and stochastic streams. We establish several theoretical guarantees for our algorithm and extensively demonstrate its effectiveness in our experimental studies.

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