A Utility-Mining-Driven Active Learning Approach for Analyzing Clickstream Sequences

Data acquisition is a major bottleneck for learning in real-time streams: analysts must decide on the fly which labels to purchase while respecting a rolling budget. However, existing online active learning rarely unifies pricing, information gain, and rolling budget constraints under concept drift. We introduce QueryMarket, a market-inspired framework that queries each incoming data point based on its estimated utility to the model and its price. Within this framework, we propose OVBAL (online variance-based active learning), which integrates data pricing with information-driven selection by estimating each sample's marginal utility via a D-optimality criterion with exponential forgetting and executing cost-aware purchases under rolling budget constraints. OVBAL yields a simple, fully online decision rule that adapts to nonstationary streams and heterogeneous label costs. Experiments on synthetic data and a real-world solar power generation forecasting task show that OVBAL is particularly effective under seller-centric pricing and yields a more favorable long-run error-cost trade-off in the real-world task under both pricing schemes.

Deep learning has profoundly impacted domains such as computer vision and natural language processing by uncovering complex patterns in vast datasets. However, the reliance on extensive labeled data poses significant challenges, including resource constraints and annotation errors, particularly in training Convolutional Neural Networks (CNNs) and transformers due to a larger number of parameters. Active learning offers a promising solution to reduce labeling burdens by strategically selecting the most informative samples for annotation. However, the current active learning frameworks are time-intensive which select the samples iteratively with the help of initial candidate models. This study investigates the feasibility of using CNNs and transformers with randomly initialized weights, eliminating the need for initial candidate models while achieving results comparable to active learning frameworks that depend on such candidate models. We evaluate three confidence-based sampling strategies: high confidence (HC), low confidence (LC), and a combination of high confidence in the early stages of training and low confidence at later stages of training (HCLC). Among these, mostly LC demonstrated the best performance in our experiments, showcasing its effectiveness as an active learning strategy without the need for candidate models. Further, extensive experiments verify the robustness of the proposed active learning methods. By challenging traditional frameworks, the proposed work introduces a streamlined approach to active learning, advancing efficiency and flexibility across diverse datasets and domains.

Over the past couple of decades, many active learning acquisition functions have been proposed, leaving practitioners with an unclear choice of which to use. Bayesian active learning offers principled objectives with explainable intuition, including Expected Error Reduction (EER), Expected Predictive Information Gain (EPIG), and Bayesian Active Learning by Disagreements (BALD). A key challenge of such methods is the difficulty of extending to the batch setting, leading to either computational challenges (BatchBALD) or dramatic performance drops (top-$B$ selection). In this work, we extend active learning's Bayesian Decision Theory framework to derive Partial Batch Label Sampling (ParBaLS) for the EPIG algorithm. We show experimentally that ParBaLS EPIG gives superior performance for a variety of datasets with different budgets using Bayesian logistic regression on embeddings from large pre-trained models. Our code is available at https://github.com/ADDAPT-ML/ParBaLS.