Balanced Active Inference

Limited labeling budget severely impedes data-driven research, such as medical analysis, remote sensing and population census, and active inference is a solution to this problem. Prior works utilizing independent sampling have achieved improvements over uniform sampling, but its insufficient usage of available information undermines its statistical efficiency. In this paper, we propose balanced active inference, a novel algorithm that incorporates balanced constraints based on model uncertainty utilizing the cube method for label selection. Under regularity conditions, we establish its asymptotic properties and also prove that the statistical efficiency of the proposed algorithm is higher than its alternatives. Various numerical experiments, including regression and classification in both synthetic setups and real data analysis, demonstrate that the proposed algorithm outperforms its alternatives while guaranteeing nominal coverage.