Enhancing Bayesian Optimization and Active Learning Through Kernel Diversity

Hyperparameter selection remains a key challenge in Bayesian optimization (BO) and Bayesian active learning (AL), as model misspecification can lead to suboptimal performance, while more accurate fully Bayesian treatments typically rely on computationally expensive MCMC sampling. This paper proposes a unified framework, KENDO (Kernel ENsemble Disagreement-aware Operator), that integrates Ensemble Gaussian Processes (EGP) with disagreement-aware acquisition strategies. The central idea is to replace hyperparameter sampling with a kernel ensemble and adaptive Bayesian weighting, combined with disagreement-aware acquisition strategies. Within this unified framework, we instantiate KENDO-BO for BO and KENDO-AL for Bayesian AL, demonstrating that both arise from a common self-correcting mechanism with task-specific acquisition objectives. We further extend the approach to multi-objective optimization via random scalarization that preserves the single-optimizer conditioning structure. Thorough numerical tests on synthetic and real-world benchmarks across single-objective optimization, multi-objective optimization, and active learning demonstrate that (i) KENDO-BO achieves competitive or superior optimization performance compared to state-of-the-art methods while reducing computational overhead by up to $5\times$ and (ii) KENDO-AL achieves superior predictive calibration over MCMC-based active learning baselines with up to $27\times$ speedup.

Diversity-Based Active Learning: An Evaluation of Metric Spaces for Active Learning Selection

With rapid advancement over the last few years, many different methods are now widely used for classification. However, training these models requires substantial labeled data. Active Learning is a potential solution to this problem. Pool-based active learning minimizes costs by querying only the most informative samples from an unlabeled dataset. Diversity-based approaches, on the other hand, attempt to select a representative subset of the data. There are many different objectives for determining the selection process, including exact K-center, exact K-median, and Greedy K-center. In this paper, we will focus on evaluating the performance of Greedy K-center across a variety of metric spaces: the raw feature space, a Linear Discriminant Analysis (LDA) space, and a model-derived probability space (with and without entropy-based weighting). Using Random Forest classifiers as a baseline evaluator, our empirical results on synthetic and real-world datasets demonstrate that mapping unlabeled instances into a predictive probability space and weighting the result by entropy often dominates the other options for active learning selection with Greedy K-center.

Sorting from Counterexamples

Consider the following problem of learning an unknown linear order on $n$ items. In each round, the learner guesses a complete ordering of the items and receives either confirmation that the guess is correct or a counterexample: a pair of items in the wrong order. The goal is to identify the unknown order using as few queries as possible. We study this problem when up to $k$ of the returned counterexamples may be untruthful, where $k$ is not known in advance. We determine the optimal query complexity up to constant factors: \[ Θ(n\log n + nk). \] Thus, while the noiseless complexity matches the classical complexity of sorting, each untruthful counterexample incurs an additional cost of order $n$. The upper bound is based on a geometric representation of permutations and Grünbaum's theorem, while the lower bound combines sorting arguments with a Condorcet-type construction. We also study the case where the target ranking has a low-dimensional geometric representation: each item is represented by a point in $\mathbb{R}^d$, and the ranking is obtained by projecting the points onto an unknown direction. For these classes we give an upper bound of $O(d^2\log n+dk)$ and a lower bound of $Ω(d\log n+dk)$, leaving a factor of $d$ gap in the noiseless term.

Coordination on a Budget: Federated Active Learning with Few Labels

Federated Active Learning (FAL) addresses the dual challenges of data privacy and label scarcity, where the absence of a global data view introduces additional hurdles for coordinated query selection. We study cross-silo FAL in the low-budget regime, where annotation decisions are most critical. We characterize, both theoretically and empirically, a heterogeneity reversal: in low-budget settings, homogeneous (IID) data requires stronger coordination to avoid redundant queries, whereas heterogeneous data naturally promotes diversity; this trend reverses at higher budgets. Thus, in contrast to the standard federated learning (FL) narrative where heterogeneity is a primary challenge, we show that IID settings are more challenging for query selection in FAL. Motivated by these findings, we propose a new FAL framework that utilizes federated representation learning to align client data in a shared embedding space. This enables the server to perform globally coordinated active selection over optionally obfuscated client embeddings, while annotation remains local to each client. Although our framework operates in the more challenging low-budget regime, it achieves performance that surpasses existing FAL methods even when they are given substantially larger annotation budgets, demonstrating the value of centralized coordination under privacy constraints.

Hard Cases, Bad Labels: Testing Error Exposure and Error Location in Uncertainty Sampling Under Bounded Label Noise

Active learning can reduce labeling cost by selecting informative examples, but the most uncertain examples may also be the hardest to label correctly. This study tests whether uncertainty sampling fails because it acquires more corrupted labels or because errors concentrated in difficult regions are especially harmful. Margin-based uncertainty sampling is compared with random sampling under clean labels, random classification noise (RCN), and bounded difficulty-dependent noise on three public binary tabular datasets. The design uses 100 paired seeds, nine expected noise rates from 0 to 0.30, annotation budgets from 20 to 120, and logistic regression with regularization re-selected by cross-validation at every budget. An exposure-matched RCN control aligns mean final acquired corruption, while a clean-label extension reaches budget 400. Under clean labels, uncertainty sampling improved normalized balanced-accuracy area under the learning curve by 1.09 to 1.77 percentage points on all datasets. Difficulty-dependent noise reduced this advantage more than RCN at six of eight rates on Breast Cancer Wisconsin, but at no tested rate on Banknote Authentication or MAGIC Gamma Telescope. Exposure-matched analyses found no corrected evidence for a universal additional penalty from structured error location. On clean MAGIC data, uncertainty sampling improved balanced accuracy while reducing average precision and true-positive rate at fixed false-positive rates. Thus, uncertainty sampling was label-efficient, but its apparent robustness depended on dataset, budget, noise structure, and evaluation metric.

One Knob to Rule Them All: A Unified Optimal Transport View of Cold-Start Active Learning

Cold-Start Active Learning (CSAL) aims to select a valuable subset from an unlabeled pool without any prior knowledge or human assistance. Existing methods take diverse routes based on typicality, coverage, or diversity. Each rests on its own inductive bias and therefore performs well on some tasks yet poorly on others. We argue that the real challenge is not to design yet another selection heuristic, but to make CSAL adapt automatically to the data and task at hand. To this end, we revisit CSAL through the lens of optimal transport. First, we propose a generalized transport selection framework that reveals the shared allocation structure of existing methods and exactly subsumes representative formulations. Second, we introduce a theoretical analysis that characterizes the trade-off controlled by entropic regularization and establishes a task-agnostic minimax bound for cold-start selection. These results provide a principled foundation for adapting the regularization strength to the unlabeled data. Third, we derive a data-adaptive regularization rule and present a novel Sinkhorn-based CSAL algorithm, termed $ε$-Adaptive Selection ($ε$-AS). Extensive experiments on six public datasets and multiple annotation budgets show that $ε$-AS consistently achieves state-of-the-art performance. On ImageNet-1k, it improves the average accuracy over ActiveFT by 1.29% while reducing selection time by 56.2%. Code will be released at https://github.com/Z-yiwei/OT-CSAL

BRiG-AFA: Bellman Risk-to-Go Learning for Non-Myopic Active Feature Acquisition

Active feature acquisition (AFA) asks which unobserved feature to measure next for each test instance under a budget. Greedy rules are easy to train but can overlook context features whose value is realized only through later acquisitions, while reinforcement-learning and generative approaches introduce difficult optimization or conditional-density estimation. We introduce \method, a deployable, supervised alternative that learns a separate candidate-conditioned risk-to-go function for every remaining budget. Starting from the one-step terminal classification risk, the functions are fitted backward with Bellman targets; inference greedily minimizes the learned terminal risk using only observed values, the mask, candidate identity, and remaining budget. A controlled non-myopic benchmark shows the expected mechanism: at budgets two and three, \method improves accuracy over its one-step ablation by $4.84\pm2.17$ and $4.39\pm1.10$ percentage points (mean $\pm$ standard error over five seeds). On Fashion-MNIST with 20 candidate pixels, it improves accuracy at every nontrivial reported budget on average, including $10.20\pm0.74$ points at four acquisitions; its mean paired gain across budgets $\{2,4,8,12,16\}$ is $3.50\pm0.37$ points. A three-seed MiniBooNE study is mixed at small budgets but positive at 8 and 16 acquisitions, identifying a current boundary rather than supporting a universal claim. These results establish a reproducible mechanism-level case for direct Bellman risk regression and delimit the experiments still needed for state-of-the-art comparison.

Randomized Algorithms for Learning Partitions with Near Optimal Query Complexity in Constant Rounds

We study the round complexity of learning a hidden partition $\mathcal{P}$ of an $n$-element universe using PAIR queries: PAIR($x,y$) tells us whether $x$ and $y$ belong to the same part of the partition or not. While it is easy to learn using $n|\mathcal{P}|$ queries using a basic algorithm and this query complexity is optimal, this basic algorithm is highly sequential. Black, Mazumdar, and Saha [COLT 2025] recently gave tight deterministic round/query tradeoffs when the number of parts of $\mathcal{P}$ is known. In particular they prove $Θ(\log\log n)$ rounds are sufficient and necessary to limit the number of queries to $n|\mathcal{P}|$. They leave proving a randomized lower bound as an open direction. We show that randomization dramatically changes the picture. When the number of parts $k = |\mathcal{P}|$ is known, we give a simple 3-round randomized algorithm using $O(nk\log n)$ queries with high probability, and prove that 2 rounds require $Ω(n^{4/3}k^{2/3})$ queries -- the same as deterministic algorithms. We also study a more general setting where the number of parts is unknown. In this case, we give a 4-round randomized algorithm using $O(n|\mathcal P|\log^2 n)$ queries with high probability, and prove that 3-rounds cannot achieve near-optimal query complexity. Furthermore, we show an even bigger separation in this regime between randomized and deterministic algorithms: for the latter, $Θ(\log n/\log\log n)$ rounds are necessary and sufficient to obtain near-optimal query complexity.

Active Regression for Single-Index Models with Unknown Link Functions

This paper studies active regression for single-index models under general $\ell_p$-loss with an unknown $1$-Lipschitz link function $f$, formulated as $\min_{f,x} \|f(Ax)-b\|_p^p$ with full access to $A$ but coordinate-query access to $b$. Prior work established upper bounds for known link functions for all $p\geq 1$ and for unknown link functions only in the $p=2$ case, together with lower bounds for $p\leq 2$. This work addresses the more challenging setting of unknown link functions and general $p \geq 1$. A non-adaptive sampling algorithm is presented that achieves a $(1+ε)$-approximation using $O(d^{p/2\vee 1}/ε^{p\vee 2}\operatorname{poly}\log(n/ε))$ queries. Nearly tight lower bounds are also established for $p>2$. These results close much of the remaining gap in active $\ell_p$-regression for single-index models.

BayesAME: Bayesian Active Model Evaluation

Evaluating large generative models across benchmarks is time-consuming and computationally expensive. This drives the need for methods that can estimate full benchmark performance by evaluating models on only a subset of items, known as a coreset. Current literature mostly requires the practitioner to input a coreset size. However, when reliable performance estimation takes priority over efficiency, an evaluation method should also be capable of automatically determining a coreset size that reflects this priority. We introduce BayesAME, a sequential Bayesian framework specifically targeting automatic determination of the coreset size. BayesAME models performance as a random variable by defining a latent ability for each group of items sharing the same historical model performances, with a joint prior distribution encoding the belief that the target model behaves similarly to these historical models. The posterior distribution over these abilities is used to derive performance estimators, quantify performance uncertainty, and select items to add to the coreset via an information-gain criterion. The coreset is iteratively augmented until the performance estimate fluctuation and the performance uncertainty fall below their respective user-defined thresholds. We propose a multi-target extension that captures performance correlations across multiple target models to further reduce the coreset size. Through extensive experiments across diverse benchmarks, we demonstrate that BayesAME consistently outperforms sequential adaptations of existing methods. Crucially, our comprehensive analysis addresses recent skepticism in the literature, establishing that non-random coreset selection is advantageous over random selection. Finally, we highlight that leveraging continuous response log-likelihoods over traditional binary scores significantly enhances estimation accuracy.

TypiCore: A Hybrid Active Query Strategy for Class-Incremental Learning on Time Series

Time series data play a pivotal role across numerous domains, including healthcare and manufacturing. In real-world environments, models must cope with distribution shifts over time, a challenge commonly addressed through Continual Learning (CL) techniques. However, existing CL methods face a critical limitation: real-world data streams are rarely fully labeled, making annotation cost a major practical constraint. This paper investigates Active Class-Incremental Learning (ACIL) for multivariate time series, where a model must sequentially learn new classes while selectively querying labels under a fixed annotation budget. We present a systematic evaluation of a wide range of query strategies combined with multiple rehearsal-based approaches, assessing their impact on plasticity, stability, and label efficiency across four benchmark datasets. Our analysis reveals the limitations of uncertainty-based and distribution-aware methods in achieving strong performance under constrained labeling budgets. To address these shortcomings, we propose TypiCore, a novel hybrid query strategy that alternates between typicality-based and diversity-based sample selection across active learning cycles, enabling the construction of memory buffers that are both representative and diverse. Evaluated on the TSCIL benchmark, TypiCore delivers statistically significant improvements over all baselines and matches or surpasses fully supervised continual learning performance on multiple datasets while requiring a fraction of the available labels.

Efficient Sequential Evaluation of Large Language Models

We study the problem of sequentially evaluating a new large language model (LLM) on a fixed question set using historical performance data from prior LLMs. Our goal is to construct a confidence sequence (CS) for the model's capability on this question set and to design active querying rules that shrink the CS width as quickly as possible. For CS construction, we invert a family of test supermartingales and focus on two representative approaches: a reverse information projection (RIPr)-based approach and a testing-by-betting-based approach. We first study these approaches under an oracle setting, and demonstrate the oracle optimality of the RIPr-based construction. We then propose a growth-oriented querying rule that aims to maximize the worst-case one-step expected log-increment over the endpoints of the current CS. In practice, we build these test supermartingales and the querying rule on predictions of question-level correctness learned from historical data. We then analyze the shrinkage behavior of the resulting CSs and identify two key factors that slow the shrinkage rate of CSs: accumulated prediction mismatch and the spikiness of the querying distribution. Finally, motivated by this analysis, we propose several mixture querying rules that combine growth-oriented querying, prediction refinement, and uniform exploration, trying to mitigate the effects that slow the shrinkage rate. We provide experiments comparing different querying rules for the RIPr-based and testing-by-betting-based CSs across several synthetic testing datasets. Interestingly, we observe that the simplest querying rule, uniform sampling, can sometimes outperform more adaptive querying rules for both methods.

Deep Adaptive Bayesian Screening

We introduce Deep Adaptive Bayesian Screening (DABS), a method for performing adaptive factorial screening in high-dimensional discrete design spaces. DABS learns a policy network offline to sequentially select informative experiments, amortizing Bayesian Optimal Experimental Design. It handles binary designs, incorporates sparsity and interactions via a spike-and-slab prior with strong heredity. The model is trained using a contrastive lower bound on information about factor activity with nuisance effect sizes and noise variance analytically integrated out. Unlike prior amortized Bayesian design approaches, DABS also integrates Gibbs posterior inference at deployment, yielding posterior probabilities of factor activity and credible intervals on effect sizes. We demonstrate DABS on screening problems calibrated to real-world benchmarks and show it achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

Influence Diagnostics in High-dimensional M-estimation: Precise Asymptotics

The impact of a given training point on a statistical model is classically measured through its leave-one-out influence, which quantifies the effect of its removal from the training set on the model accuracy. While the statistics of leave-one-out influences are well understood in the low-dimensional, large sample limit $n\to \infty, d=O(1)$, they become more intricate in high dimensions, as the influence of a given sample develops non-trivial dependencies on all other training samples. For convex M-estimation under Gaussian design, in the high-dimensional limit $n\asymp d$, we show that the distribution of the influences across the training set converges to a limiting measure which we sharply characterize. Building on these results, we provide evidence that influential samples tend to lie close to the decision boundary, thereby making contact with a standard data selection heuristic in active learning.

Optimal Top-$k$ Identification from Pairwise Comparisons

We study the active learning problem of fixed-confidence top-$k$ identification from noisy pairwise comparisons. In this problem, an algorithm sequentially chooses pairs of items to compare, observes the outcomes, and stops when it can return the set of top-$k$ items with error probability at most $δ$. The objective is to design such a $δ$-correct procedure that minimizes the expected number of comparisons (the sample complexity). This problem falls within the broader literature on fixed-confidence pure exploration in bandit models, where a common target is asymptotic optimality: the algorithm's expected sample complexity matches the information theoretic lower bound as $δ\to 0$. Asymptotically optimal procedures have been developed for a range of fixed-confidence pure-exploration problems, however to the best of our knowledge, for top-$1$, or more generally top-$k$ identification from pairwise comparisons under latent utility models an asymptotically optimal algorithm has not been established. In this setting, we develop such an algorithm. We characterize the structure of the lower bound and formulate it as a saddle-point problem. This structure enables a computationally efficient primal-dual procedure that learns the asymptotically optimal comparison allocation online. We then construct an adaptive comparison-allocation algorithm that tracks the allocation learned by the primal-dual procedure and prove it is asymptotically optimal.

Robust Bayesian Decision Making under Adversarial Uncertainty

Scientific experiments are often designed to maximize information gain, yet in many applications the primary objective is to support reliable downstream decision-making. Existing decision-aware experimental design and active learning methods typically assume well-specified outcome models and implicitly rely on the stability of the optimal decision under real-world perturbations. In practice, however, experimental outcomes are frequently influenced by hidden or weakly modeled effects, which can substantially alter decision optimality and lead to misleading conclusions. We study sequential adversarially robust decision-aware experimental design, where data acquisition has to take into account information gain against plausible worst-case unexpected effects, modeled here as variation in adversarial variables. Building on Bayesian decision theory, we formalize an adversarially robust optimal decision under this setting and derive a principled Bayesian experimental design criterion. The criterion explicitly targets decision stability rather than nominal optimality. Experiments on synthetic and real-world scientific datasets show that conventional decision-aware design can converge rapidly to high confidence yet fragile decisions, while our robustness-aware approach yields decisions that are significantly more stable and reliable under adversarial variation.

The Approximation Ratio for the Risk of Myopic Bayesian Active Learning for Linear Regression

Active learning studies the fundamental question: what data should we choose to observe? The greedy algorithm in optimal experiment design is a common heuristic and also equivalent to myopic Bayesian active learning for linear regression, the common framework where long-term planning is replaced with the one-step optimal choice. In this work, we prove a first-of-its-kind approximation ratio for the greedy algorithm's risk that is tight up to an absolute constant. The approximation ratio is linear in the maximum initial leverage score (MILS), a newly identified quantity fundamental to the greedy algorithm's performance. Finally, we illustrate the results with simple numerical simulations.

CuBAS: Information Geometric Curvature-Based Adaptive Sampling for Supervised Classification

The informativeness of a training set is as consequential as its size, yet most sampling strategies remain agnostic to the intrinsic geometry of the data distribution. We introduce CuBAS (Curvature-Based Adaptive Sampling), an information-geometric framework for adaptive data selection in supervised classification, grounded in the q-state Potts Markov random field (MRF) model. The central insight is that a labeled dataset can be viewed as a statistical manifold, on which local curvature, estimated via the ratio of second to first-order observed Fisher information, faithfully encodes the geometric complexity of the data distribution. We construct a k-nearest-neighbor graph over the labeled data and derive a closed-form curvature score at each vertex from the Potts sufficient statistics. This curvature signal partitions the graph into two complementary regimes: low-curvature regions, corresponding to smooth, homogeneous clusters, and high-curvature regions, concentrated around decision boundaries that are disproportionately informative for classification. By selecting nodes from both regimes, CuBAS constructs compact yet maximally informative training subsets. Empirical evaluation across more than 60 benchmark datasets demonstrates consistent and statistically significant improvements over random sampling and uncertainty-based baselines, across a wide range of labeling budgets and classifier architectures. CuBAS is computationally efficient (linear in the number of k-NN graph edges), theoretically grounded in the differential geometry of statistical manifolds, and interpretable in terms of the local shape operator of the data manifold.

Ask the Right Comparison:Bias-Aware Bayesian Active Top-$k$ Ranking with LLM Judges

Large language models (LLMs) are increasingly used as cheap, scalable judges that compare candidate outputs pairwise -- to rank responses, select models, or triage papers. Yet LLM judges are both noisy and systematically biased: they favor verbose or well-formatted answers and exhibit position effects, so simply aggregating their votes recovers a ranking of presentation, not of true quality. We study the practical goal of identifying the \topk{} items under a fixed comparison budget, and make two contributions. First, we cast judging as Bayesian inference over latent quality with explicit, judge-specific bias covariates (verbosity, position), regularized by a shrinkage prior so that the data decide which biases a given judge actually exhibits. Second, we introduce a \topk-aware active acquisition rule that chooses the next comparison to maximally reduce uncertainty about \topk{} \emph{membership}, rather than about the full ranking. On a controlled benchmark with known ground-truth quality, judged by sixteen real LLMs spanning open and proprietary families (Llama, Qwen, Phi-4, GPT-4o-mini/5.1/5.5, Gemini, DeepSeek, and Claude Haiku/Sonnet/Opus), naive aggregation plateaus at a wrong \topk{} on biased judges regardless of budget, while our bias-aware model recovers it; \topk-aware acquisition reaches this ceiling with far fewer comparisons than round-robin or a global-uncertainty (D-optimal) rule. Bias is real but heterogeneous and capability-dependent: cheap and mid-tier judges carry a strong verbosity bias that our model corrects (lifting recall from $\sim$$0.5$--$0.6$ to $0.84$--$1.0$), whereas the frontier judges we tested show little bias and already rank accurately, so bias-aware modeling changes little there.

Group-invariant Coresets for Data-efficient Active Learning

Active learning reduces labeling cost by querying the most informative unlabeled samples, but standard coreset methods ignore known data symmetries and can waste budget on transformed versions of the same instance. We propose GRINCO, a group-invariant coreset framework that performs acquisition in the quotient space induced by a transformation group, so that selection operates on orbits rather than raw samples. The method uses either canonical representatives or learned orbit-separating invariant embeddings to define practical quotient metrics, and combines quotient-space k-center selection with invariant training through an orbit-averaged loss. We further derive a generalization bound that relates excess orbit-averaged risk to quotient-space coverage, label uncertainty, and intra-orbit variability. Experiments on synthetic scale-invariant data and image benchmarks with rotation-induced redundancy show that GRINCO improves orbit coverage and achieves stronger label efficiency than conventional coreset baselines, especially when group-induced redundancy is substantial.

Detecting the Undetectable: Enhancing Unsupervised time series Anomaly Detection via Active Learning

Despite the increasing sophistication of industrial AI systems, the ability to reliably detect subtle and noisy anomalies in complex time series data remains a critical yet unresolved challenge. In large-scale industrial applications, labeling time series data is often prohibitively expensive and time-consuming, making unsupervised learning a practical and widely adopted approach. However, existing unsupervised methods frequently struggle to distinguish near-normal anomalies from normal patterns and are vulnerable to noise contamination within normal samples. To address these limitations, we propose a novel framework that leverages active learning to iteratively enhance the performance of unsupervised models. Our framework's core contributions are (1) a masked time-series reconstruction feedback strategy that forces the model to learn robust temporal dependencies, and (2) a minimax learning strategy that promotes robustness by differentially treating normal and abnormal samples. This process encourages the model to better capture the dynamics of subtle and noisy patterns. The proposed framework is evaluated across 28 test cases involving four multivariate time-series datasets and seven unsupervised backbone models. Experimental results demonstrate a 12.39% improvement in AUC compared to the original models, confirming that our method can be readily integrated into existing unsupervised reconstruction-based anomaly detection systems to significantly enhance their performance.

A Mechanism-Driven Theory of Phase Transitions in Active Learning

Active learning (AL) performance is known to be budget-dependent, yet regimes are typically defined by heuristic label counts that fail to generalize across datasets or architectures. We characterize AL dynamics by reframing budget regimes as shifts in the dominant generalization mechanism. By reinterpreting PAC-style risk components as dynamic interacting terms, we prove that dominance shifts are structurally unavoidable, creating a moving bottleneck for generalization. We operationalize this using measurable proxies and a segmented regression procedure to identify a tripartite taxonomy: data-driven, transition, and model-driven phases. Our framework explains the long-standing observation that representativeness, coverage, and uncertainty strategies excel at different stages. Experiments across natural and medical imaging show that AL efficiency depends on the alignment between the strategy's inductive bias and the active bottleneck. Moreover, self-supervised representation shift transitions earlier along the labeling trajectory, highlighting the role of representation quality in shaping AL dynamics. Overall, this work provides a unified framework for the next generation of transition-aware AL algorithms.

Sequential sparse Gaussian process quantile regression

Quantile regression aims to estimate the conditional quantiles of a response variable from observed data. In a Bayesian setting, Gaussian process quantile regression provides uncertainty quantification but faces significant computational challenges due to the nonconjugacy of the asymmetric Laplace likelihood and the cost of posterior inference. We develop a sparse Gaussian process framework in which the quantile function is represented through a reduced set of inducing variables and posterior inference is performed using a Laplace approximation. A decomposition of the predictive uncertainty into conditional-prior and posterior-induced variance components is then exploited to drive two complementary adaptive mechanisms: inducing-input infilling and data acquisition. These mechanisms are combined within a sequential algorithm that allocates computational effort toward the dominant source of predictive uncertainty and adaptively controls model complexity. Numerical experiments on benchmark problems demonstrate the accuracy of the Laplace approximation, the benefits of variance-based inducing-input placement, and the effectiveness of the proposed sequential enrichment strategy compared with predefined data-acquisition strategies.

Active Quantum Kernel Acquisition for Gaussian Process Regression

Quantum kernel estimation on near-term hardware is shot-budgeted: every entry of the kernel Gram matrix is a Bernoulli expectation that must be sampled with a finite number of circuit executions. Recent work on quantum kernel classification has shown that allocating shots non-uniformly across kernel entries, weighted by their downstream task sensitivity, can reduce the shot budget required to reach a target accuracy. We extend this idea to Gaussian process (GP) regression, a setting whose downstream quantities (full-spectrum posterior variance, log-determinant, marginal likelihood) couple to kernel error more tightly than the sign-only outputs of classification. We derive three closed-form pair-level sensitivities predictive coupling $|α_iα_j|$, leave-one-out residual, and marginal-likelihood gradient and plug them into a Neyman-style minimum-variance allocation rule. To prevent catastrophic over-concentration when the warm-up sensitivity estimate is itself noisy, we add a high uniform coverage floor justified by a Frobenius lower bound on the missing-entry perturbation. On four UCI benchmarks and two synthetic RBF + Bernoulli controlled studies, the resulting allocator delivers $10$--$21\%$ test-RMSE improvement over uniform allocation across the moderate-budget regime. The gain transfers (i) to genuine ZZ and Pauli-Z quantum kernels on quantum-natural data ($-13$--$15\%$ at low budget, $p<0.05$ paired) and (ii) to four downstream tasks (Bayesian quadrature, heteroscedastic regression, hyperparameter learning, multi-output Cokriging). On UCI features embedded into a ZZ kernel the gain disappears, consistent with the exponential-concentration regime where shot allocation has nothing to exploit.

Efficient Adaptive Data Acquisition via Pretrained Belief Representations

Learning effective policies for adaptive data acquisition remains challenging: posterior-based methods rely on surrogate models and posterior approximations that can be misspecified or biased, while direct policy-learning methods map from historical observations and fail to exploit available model representations, making learning harder. We introduce policy learning with belief representations (POLAR), based on the insight that optimal data acquisition depends on the observation history only through a sufficient belief state. Specifically, POLAR decouples representation learning from policy learning by leveraging pretrained predictive foundation models as belief-state encoders, training a policy head on top of their representations. This yields a simple, unified amortised policy learning framework for Bayesian experimental design, Bayesian optimisation, and active learning, differing only in the task-specific utility used to train the policy. Empirically, we find that POLAR outperforms state-of-the-art amortised methods across diverse tasks while requiring far fewer training samples, demonstrating a significant step in the scalability and efficiency of amortised data acquisition.

Efficient Analytic Uncertainty Quantification for Multi-Modal Regression

Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning. Existing UQ methods for regression tasks mainly operate under the assumption that the conditional label marginal satisfies single-peak parametric models, e.g., Gaussians, where the negative log-likelihood function simplifies to the mean square error. However, such single-peak assumptions fail in regression tasks featuring multi-modal distributions. On the other hand, semi-parametric methods which achieve strong regression performance for multi-modal distributions often lack efficient quantification on their prediction variances. In this work, we extend UQ techniques based on Variational Bayesian Inference (VBI) to two widely used semi-parametric regression models that yield histogram-like reconstructions of the conditional label densities: Quantile Regression (QR) and Classification Restoration (CR). Our approach introduces a unified, distribution-agnostic framework that simultaneously achieves accurate estimation of complex conditional distributions and highly efficient UQ. Theoretically, our method is grounded in novel formulations of QR and CR within the VBI framework, yielding analytic Evidence Lower Bounds (ELBO) to streamline training and a closed-form or analytically approximated predictive density for efficient inference. Empirically, we evaluate our methods on three large-scale regression benchmarks with multi-modal label distributions. Our framework outperforms state-of-the-art multi-modal regression baselines, and even matches predictive performance of computationally expensive ensemble models. Furthermore, by leveraging epistemic uncertainty estimation, our approach enables highly data-efficient active learning strategies.

AK-MCS-C2 : Active Kriging Monte Carlo Simulation method with conformal certification for failure probability estimation

We introduce a novel active-learning framework for failure probability estimation in structural reliability analysis that integrates Active Kriging Monte Carlo simulation with conformal prediction. The proposed approach employs an adaptive cross-conformal strategy specifically designed for small-sample settings and kriging surrogate models using the J+GP conformal estimator. Unlike standard AK-MCS methods, the proposed framework provides distribution-free guarantees on prediction errors, leading to more reliable classification of samples near the limit-state surface. This improved uncertainty quantification enhances both the accuracy and robustness of failure probability estimates, especially for rare-event regimes where such efficiency is crucial. Reproducible numerical results illustrate the effectiveness of the method and also compare it to classical approaches on well-established benchmarks.

QueryMarket: Cost-Aware Online Active Learning in Data Markets

Data acquisition is a major bottleneck for learning in real-time streams: analysts must decide on the fly which labels to purchase while respecting a rolling budget. However, existing online active learning rarely unifies pricing, information gain, and rolling budget constraints under concept drift. We introduce QueryMarket, a market-inspired framework that queries each incoming data point based on its estimated utility to the model and its price. Within this framework, we propose OVBAL (online variance-based active learning), which integrates data pricing with information-driven selection by estimating each sample's marginal utility via a D-optimality criterion with exponential forgetting and executing cost-aware purchases under rolling budget constraints. OVBAL yields a simple, fully online decision rule that adapts to nonstationary streams and heterogeneous label costs. Experiments on synthetic data and a real-world solar power generation forecasting task show that OVBAL is particularly effective under seller-centric pricing and yields a more favorable long-run error-cost trade-off in the real-world task under both pricing schemes.

Active Learning with Low-Rank Structure for Data Selection

In the data selection problem, the objective is to choose a small, representative subset of data that can be used to efficiently train a machine learning model. Sener and Savarese [ICLR 2018] showed that, given an embedding representation of the data and suitable geometric assumptions, heuristics based on $k$-center clustering can be used to perform data selection. This perspective was further explored by Axiotis et. al. [ICML 2024], who proposed a data selection approach based on $k$-means clustering and sensitivity sampling. However, these methods rely on the assumption that the dataset exhibits intrinsic geometric structure that can be effectively captured by clustering, whereas many modern datasets instead possess global algebraic structure that is better exploited by low-rank approximation or principal component analysis. In this paper, we introduce a new data selection framework based on low-rank approximation and residual-based sampling, formulated through the lens of row subset selection and loss-preserving coreset construction. Given an embedding representation of the data satisfying mild regularity conditions, which can be interpreted as algebraic or angular notions of Lipschitz continuity, we show that it is possible to select a weighted subset of $\tilde{O}\left(k + \frac{1}{\varepsilon^2}\right)$ data points whose average loss approximates the average loss over the full dataset within a $(1+\varepsilon)$ relative error, up to an additive $\varepsilon Φ_k$ term, where $Φ_k$ denotes the optimal rank-$k$ approximation cost of the embedding matrix. We complement these theoretical guarantees with empirical evaluations, demonstrating that on a range of real-world datasets, our data selection approach achieves improved performance over prior strategies based on uniform sampling or clustering-based sensitivity sampling.

Surprise-Guided MergeSort: Budget-Efficient Human-in-the-Loop Ranking via Adaptive Comparison Scheduling

Pairwise comparison is the gold standard for subjective ranking tasks; however, exhaustive annotation requires a massive number of human comparisons ($O(n^2)$). While sorting-based methods have reduced this burden to $O(n\log n)$, they still require expensive human judgment for every single comparison. To further improve annotation efficiency, we propose leveraging a Vision-Language Model (VLM) not as an annotator replacement, but as a \emph{question prioritizer} to identify which comparisons genuinely require human judgment. The proposed \textbf{Surprise-Guided MergeSort (SGS)} framework achieves this through three integrated components: (1) a bottom-up MergeSort scheduler that structures comparisons and exploits transitivity, (2) a composite Surprise Scorer -- combining position-bias-cancelled VLM confidence, Elo gap, and vote entropy -- to quantify comparison ambiguity, and (3) an adaptive budget allocator that routes high-surprise pairs to humans while automating low-surprise pairs via transitivity inference. Validation was conducted on six diverse benchmarks spanning text similarity (STS-B, BIOSSES, SICKR-STS) and image quality assessment (KonIQ-10k, TID2013, LIVE Challenge). SGS effectively identified and skipped up to 535 non-informative comparisons per session. Consequently, it achieved Kendall's $τ{\times}100$ improvements of $+6$ to $+12$ over Active Elo under the same total budget. These results demonstrate that combining VLM-guided surprise metrics with algorithmic sorting provides a generally consistent accuracy-efficiency trade-off across diverse domains.