Bayesian Active Learning with Fully Bayesian Gaussian Processes
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Abstract (arXiv)
The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can cause inefficient and non-optimal querying, leading to unnecessary data labeling. In this paper, we focus on active learning with Gaussian Processes (GPs). For the GP, the bias-variance trade-off is made by optimization of the two hyperparameters: the length scale and noise-term. Considering that the optimal mode of the joint posterior of the hyperparameters is equivalent to the optimal bias-variance trade-off, we approximate this joint posterior and utilize it to design two new acquisition functions. The first one is a Bayesian variant of Query-by-Committee (B-QBC), and the second is an extension that explicitly minimizes the predictive variance through a Query by Mixture of Gaussian Processes (QB-MGP) formulation. Across six simulators, we empirically show that B-QBC, on average, achieves the best marginal likelihood, whereas QB-MGP achieves the best predictive performance. We show that incorporating the bias-variance trade-off in the acquisition functions mitigates unnecessary and expensive data labeling.
Key facts. Cited by 26 papers in the map (data through 7 Oct 2026). Builds on 13 of its 56 references that are in the map. First posted on arXiv 20 May 2022.
Builds on
13 of 56 references.
References · 13
- 2018GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Accelerationcited by 603
- 2019BatchBALD: Efficient and Diverse Batch Acquisition for Deep Bayesian Active Learningcited by 428
- 2018Pyro: Deep Universal Probabilistic Programmingcited by 379
- 2014Scalable Variational Gaussian Process Classificationcited by 226
- 2020Active Learning for Deep Gaussian Process Surrogatescited by 38
- 2016A Benchmark and Comparison of Active Learning for Logistic Regressioncited by 36
- 2018Pool-Based Sequential Active Learning for Regressioncited by 33
- 2019Approximate Inference for Fully Bayesian Gaussian Process Regressioncited by 31
- 2020Stacking for Non-mixing Bayesian Computations: The Curse and Blessing of Multimodal Posteriorscited by 29
- 2018Active Learning for Regression Using Greedy Samplingcited by 26
- 2019Active emulation of computer codes with Gaussian processes -- Application to remote sensingcited by 11
- 2021Entropy-based adaptive design for contour finding and estimating reliabilitycited by 10
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Citing papers per year: 2022: 1; 2023: 6; 2024: 6; 2025: 7; 2026: 6.
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- 2023Active learning for data streams: a surveycited by 29
- 2023Self-Correcting Bayesian Optimization through Bayesian Active Learningcited by 22
- 2023SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spacescited by 7
- 2024Robust Gaussian Processes via Relevance Pursuitcited by 7
- 2023Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approachcited by 6
- 2024A Framework for Strategic Discovery of Credible Neural Network Surrogate Models under Uncertaintycited by 5
- 2023Hierarchical-Hyperplane Kernels for Actively Learning Gaussian Process Models of Nonstationary Systemscited by 4
- 2025Scalable Gaussian Processes with Latent Kronecker Structurecited by 4
- 2025X-Factor: Quality Is a Dataset-Intrinsic Propertycited by 3
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Riskcited by 2
- 2024Bayesian Active Learning for Censored Regressioncited by 2
- 2024Practical Bayesian Algorithm Execution via Posterior Samplingcited by 2
14 more
- 2025Zero-Shot Performance Prediction for Probabilistic Scaling Lawscited by 2
- 2025Informed Initialization for Bayesian Optimization and Active Learningcited by 2
- 2022Targeted active learning for probabilistic modelscited by 1
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfercited by 1
- 2024Future Aware Safe Active Learning of Time Varying Systems using Gaussian Processescited by 1
- 2026The Speed-up Factor: A Quantitative Multi-Iteration Active Learning Performance Metriccited by 1
- 2026Enhancing Bayesian Optimization and Active Learning Through Kernel Diversitycited by 1
- 2025Bayesian Active Learning By Distribution Disagreementcited by 0
- 2025BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systemscited by 0
- 2025Designing an Optimal Sensor Network via Minimizing Information Losscited by 0
- 2026CAAL: Confidence-Aware Active Learning for Heteroscedastic Atmospheric Regressioncited by 0
- 2026Quality-Controlled Active Learning via Gaussian Processes for Robust Structure-Property Learning in Autonomous Microscopycited by 0
- 2026The Geometry of Saturation: Effective Rank Predicts When Labels Stop Helping in Few-Shot Classificationcited by 0
- 2026Online Adaptive Kernel Mixing for Gaussian Process Decision Makingcited by 0
- 2026Online Adaptive Kernel Mixing for Gaussian Process Decision Making17 Sep 2026
- 2026Enhancing Bayesian Optimization and Active Learning Through Kernel Diversity25 Aug 2026
- 2026The Geometry of Saturation: Effective Rank Predicts When Labels Stop Helping in Few-Shot Classification12 Jun 2026
- 2026Quality-Controlled Active Learning via Gaussian Processes for Robust Structure-Property Learning in Autonomous Microscopy31 Mar 2026
- 2026The Speed-up Factor: A Quantitative Multi-Iteration Active Learning Performance Metric13 Feb 2026
- 2026CAAL: Confidence-Aware Active Learning for Heteroscedastic Atmospheric Regression12 Feb 2026
- 2025Designing an Optimal Sensor Network via Minimizing Information Loss5 Dec 2025
- 2025Informed Initialization for Bayesian Optimization and Active Learning27 Oct 2025
- 2025Zero-Shot Performance Prediction for Probabilistic Scaling Laws19 Oct 2025
- 2025Scalable Gaussian Processes with Latent Kronecker Structure7 Jun 2025
- 2025X-Factor: Quality Is a Dataset-Intrinsic Property28 May 2025
- 2025BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systems4 Mar 2025
14 more
- 2025Bayesian Active Learning By Distribution Disagreement2 Jan 2025
- 2024Robust Gaussian Processes via Relevance Pursuit31 Oct 2024
- 2024Practical Bayesian Algorithm Execution via Posterior Sampling27 Oct 2024
- 2024Future Aware Safe Active Learning of Time Varying Systems using Gaussian Processes17 May 2024
- 2024A Framework for Strategic Discovery of Credible Neural Network Surrogate Models under Uncertainty13 Mar 2024
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfer22 Feb 2024
- 2024Bayesian Active Learning for Censored Regression19 Feb 2024
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Risk15 Aug 2023
- 2023Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approach9 Jun 2023
- 2023Self-Correcting Bayesian Optimization through Bayesian Active Learning21 Apr 2023
- 2023Hierarchical-Hyperplane Kernels for Actively Learning Gaussian Process Models of Nonstationary Systems17 Mar 2023
- 2023Active learning for data streams: a survey17 Feb 2023
- 2023SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spaces27 Jan 2023
- 2022Targeted active learning for probabilistic models21 Oct 2022
- 2023Active learning for data streams: a surveycited by 29
- 2023Self-Correcting Bayesian Optimization through Bayesian Active Learningcited by 22
- 2023SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spacescited by 7
- 2024Robust Gaussian Processes via Relevance Pursuitcited by 7
- 2023Adaptive Batch Sizes for Active Learning A Probabilistic Numerics Approachcited by 6
- 2024A Framework for Strategic Discovery of Credible Neural Network Surrogate Models under Uncertaintycited by 5
- 2023Hierarchical-Hyperplane Kernels for Actively Learning Gaussian Process Models of Nonstationary Systemscited by 4
- 2025Scalable Gaussian Processes with Latent Kronecker Structurecited by 4
- 2025X-Factor: Quality Is a Dataset-Intrinsic Propertycited by 3
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Riskcited by 2
- 2024Bayesian Active Learning for Censored Regressioncited by 2
- 2024Practical Bayesian Algorithm Execution via Posterior Samplingcited by 2
12 most cited of 26 All 26 (JSON)
- 2026Online Adaptive Kernel Mixing for Gaussian Process Decision Making17 Sep 2026
- 2026Enhancing Bayesian Optimization and Active Learning Through Kernel Diversity25 Aug 2026
- 2026The Geometry of Saturation: Effective Rank Predicts When Labels Stop Helping in Few-Shot Classification12 Jun 2026
- 2026Quality-Controlled Active Learning via Gaussian Processes for Robust Structure-Property Learning in Autonomous Microscopy31 Mar 2026
- 2026The Speed-up Factor: A Quantitative Multi-Iteration Active Learning Performance Metric13 Feb 2026
- 2026CAAL: Confidence-Aware Active Learning for Heteroscedastic Atmospheric Regression12 Feb 2026
- 2025Designing an Optimal Sensor Network via Minimizing Information Loss5 Dec 2025
- 2025Informed Initialization for Bayesian Optimization and Active Learning27 Oct 2025
- 2025Zero-Shot Performance Prediction for Probabilistic Scaling Laws19 Oct 2025
- 2025Scalable Gaussian Processes with Latent Kronecker Structure7 Jun 2025
- 2025X-Factor: Quality Is a Dataset-Intrinsic Property28 May 2025
- 2025BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systems4 Mar 2025
12 newest of 26 All 26 (JSON)