Researchers have developed an active learning framework for estimating means of multiple groups with unknown data distributions.
The framework focuses on collecting data fairly and efficiently, especially in dynamically changing environments like online platforms or healthcare trials.
An algorithm called Variance-UCB is proposed to select groups based on upper confidence bounds on variance estimates, aiming to minimize collective noise in estimators.
The framework provides efficient bounds for learning from various distributions and improves upon existing regret bounds while offering new results for different objectives and distributions.