Active sampling taking into account the distribution of the covariates
Á. Cía Mina, J. López Fidalgo
The subsampling procedure is widely used to downsize the data volume and allows computing estimators in regression models. Usually, subsampling is performed defining a weight for each point and selecting a subset according to these weights. The subsample can be chosen at random (Passive Learning), but in order to obtain better estimators, the optimal experimental design theory can be used searching for an influential sub-sample (Active Learning). This has been developed in the literature for linear and logistic regression, obtaining algorithms based on D-optimality and A-optimality. To the authors knowledge the distribution of the explanatory variables has never been considered for obtaining a subsample. We study the effect of the explanatory variables distribution on the estimation as well as the optimal design. We propose a novel method to obtain optimal subsampling through D-optimality, taking into account the marginal distribution of the covariates.
Keywords: Active learning, subsampling, optimal design of experiments
Scheduled
GT07 Design of Experiments III
June 8, 2022 5:20 PM
Conference hall
Other papers in the same session
J. A. Moler Cuiral, N. Flournoy, S. W. Hyun, F. Plo
M. T. Santos Martín, J. M. Rodriguez Diaz, I. Mariñas del Collado
V. Casero-Alonso, J. López Fidalgo, C. Tommasi, W. K. Wong
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
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5/23/22
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5/16/22
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