Optimized active learning using integer programming

Abstract

In various examples, a representative subset of data points are queried or selected using integer programming to minimize the Wasserstein distance between the selected data points and the data set from which they were selected. A Generalized Benders Decomposition (GBD) may be used to decompose and iteratively solve the minimization problem, providing a globally optimal solution (an identified subset of data points that match the distribution of their data set) within a threshold tolerance. Data selection may be accelerated by applying one or more constraints while iterating, such as optimality cuts that leverage properties of the Wasserstein distance and/or pruning constraints that reduce the search space of candidate data points. In an active learning implementation, a representative subset of unlabeled data points may be selected using GBD, labeled, and used to train machine learning model(s) over one or more cycles of active learning.