Nonmyopic active learning of Gaussian processes: an exploration-exploitation approach

@inproceedings{Krause2007NonmyopicAL,
  title={Nonmyopic active learning of Gaussian processes: an exploration-exploitation approach},
  author={Andreas Krause and Carlos Guestrin},
  booktitle={ICML},
  year={2007}
}
When monitoring spatial phenomena, such as the ecological condition of a river, deciding where to make observations is a challenging task. In these settings, a fundamental question is when an active learning, or sequential design, strategy, where locations are selected based on previous measurements, will perform significantly better than sensing at an a priori specified set of locations. For Gaussian Processes (GPs), which often accurately model spatial phenomena, we present an analysis and… CONTINUE READING
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