Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approach
This work addresses the dynamic trade-off between cost and speed in parallelized active learning, offering a more efficient approach for researchers and practitioners in machine learning, though it is incremental as it builds on existing active learning methods.
The authors tackled the inefficiency of fixed batch sizes in active learning by proposing a Probabilistic Numerics framework that adaptively adjusts batch sizes based on quadrature precision objectives, demonstrating significant improvements in learning efficiency and flexibility across Bayesian batch active learning and Bayesian optimization applications.
Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic trade-off between cost and speed -- larger batches are more costly, smaller batches lead to slower wall-clock run-times -- and the trade-off may change over the run (larger batches are often preferable earlier). To address this trade-off, we propose a novel Probabilistic Numerics framework that adaptively changes batch sizes. By framing batch selection as a quadrature task, our integration-error-aware algorithm facilitates the automatic tuning of batch sizes to meet predefined quadrature precision objectives, akin to how typical optimizers terminate based on convergence thresholds. This approach obviates the necessity for exhaustive searches across all potential batch sizes. We also extend this to scenarios with constrained active learning and constrained optimization, interpreting constraint violations as reductions in the precision requirement, to subsequently adapt batch construction. Through extensive experiments, we demonstrate that our approach significantly enhances learning efficiency and flexibility in diverse Bayesian batch active learning and Bayesian optimization applications.