Probability bounds for active learning in the regression problem

Ana Karina Fermin, Carenne Ludeña

Published 2012-12-18, updated 2018-01-29Version 2

In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently developed for the classification problem. Our main tools are concentration-type inequalities which allow us to bound the supremum of the deviations of the sampling scheme corrected by an appropriate weight function.