Quantifying Local Model Validity using Active Learning

Sven Lämmle, Can Bogoclu, Robert Vosshall, Anselm Haselhoff, Dirk Roos

Keywords: Gaussian Process, Active Learning, Reliability, Validation

TL;DR: We propose to learn the local validity of machine learning models using active learning, reducing required data while achieving sufficient discriminative power.

Abstract: Real-world applications of machine learning models are often subject to legal or policy-based regulations. Some of these regulations require ensuring the validity of the model, i.e., the approximation error being smaller than a threshold. A global metric is generally too insensitive to determine the validity of a specific prediction, whereas evaluating local validity is costly since it requires gathering additional data. We propose learning the model error to acquire a local validity estimate while reducing the amount of required data through active learning. Using model validation benchmarks, we provide empirical evidence that the proposed method can lead to an error model with sufficient discriminative properties using a relatively small amount of data. Furthermore, an increased sensitivity to local changes of the validity bounds compared to alternative approaches is demonstrated.

List Of Authors: L\"ammle, Sven and Bogoclu, Can and Vosshall, Robert and Haselhoff, Anselm and Roos, Dirk

Submission Number: 375