Active Testing: Sample-Efficient Model Evaluation
This addresses the cost of test labeling in real applications, such as hyperparameter optimization, by providing a sample-efficient evaluation method.
The paper tackles the problem of expensive labeling for model evaluation by introducing active testing, a framework that selects test points to label for sample-efficient evaluation, and demonstrates its effectiveness on models like WideResNets and datasets such as CIFAR-100.
We introduce a new framework for sample-efficient model evaluation that we call active testing. While approaches like active learning reduce the number of labels needed for model training, existing literature largely ignores the cost of labeling test data, typically unrealistically assuming large test sets for model evaluation. This creates a disconnect to real applications, where test labels are important and just as expensive, e.g. for optimizing hyperparameters. Active testing addresses this by carefully selecting the test points to label, ensuring model evaluation is sample-efficient. To this end, we derive theoretically-grounded and intuitive acquisition strategies that are specifically tailored to the goals of active testing, noting these are distinct to those of active learning. As actively selecting labels introduces a bias; we further show how to remove this bias while reducing the variance of the estimator at the same time. Active testing is easy to implement and can be applied to any supervised machine learning method. We demonstrate its effectiveness on models including WideResNets and Gaussian processes on datasets including Fashion-MNIST and CIFAR-100.