Collecting observations for machine learning

Abstract

A method of training a model comprising a generative network mapping a latent vector to a feature vector, wherein weights in the generative network are modelled as probabilistic distributions. The method comprises: a) obtaining one or more observed data points, each comprising an incomplete observation of the features in the feature vector; b) training the model based on the observed data points to learn values of the weights of the generative network which map the latent vector to the feature vector; c) from amongst a plurality of potential next features to observe, searching for a target feature of the feature vector which maximizes a measure of expected reduction in uncertainty in a distribution of said weights of the generative network given the observed data points so far; and d) outputting a request to collect a target data point comprising at least the target feature.