  In this paper we propose a multi-armed bandit inspired, pool based active
learning algorithm for the problem of binary classification. By carefully
constructing an analogy between active learning and multi-armed bandits, we
utilize ideas such as lower confidence bounds, and self-concordant
regularization from the multi-armed bandit literature to design our proposed
algorithm. Our algorithm is a sequential algorithm, which in each round assigns
a sampling distribution on the pool, samples one point from this distribution,
and queries the oracle for the label of this sampled point. The design of this
sampling distribution is also inspired by the analogy between active learning
and multi-armed bandits. We show how to derive lower confidence bounds required
by our algorithm. Experimental comparisons to previously proposed active
learning algorithms show superior performance on some standard UCI datasets.
