High-dimensional Level Set Estimation with Trust Regions and Double Acquisition Functions

Fuente: arXiv
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Main Authors: Ngo, Giang, Trong, Dat Phan, Nguyen, Dang, Gupta, Sunil
Format: Preprint
Published: 2026
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author Ngo, Giang
Trong, Dat Phan
Nguyen, Dang
Gupta, Sunil
author_facet Ngo, Giang
Trong, Dat Phan
Nguyen, Dang
Gupta, Sunil
contents Level set estimation (LSE) classifies whether an unknown function's value exceeds a specified threshold for given inputs, a fundamental problem in many real-world applications. In active learning settings with limited initial data, we aim to iteratively acquire informative points to construct an accurate classifier for this task. In high-dimensional spaces, this becomes challenging where the search volume grows exponentially with increasing dimensionality. We propose TRLSE, an algorithm for high-dimensional LSE, which identifies and refines regions near the threshold boundary with dual acquisition functions operating at both global and local levels. We provide a theoretical analysis of TRLSE's accuracy and show its superior sample efficiency against existing methods through extensive evaluations on multiple synthetic and real-world LSE problems.
format Preprint
id arxiv_https___arxiv_org_abs_2602_12391
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle High-dimensional Level Set Estimation with Trust Regions and Double Acquisition Functions
Ngo, Giang
Trong, Dat Phan
Nguyen, Dang
Gupta, Sunil
Machine Learning
Level set estimation (LSE) classifies whether an unknown function's value exceeds a specified threshold for given inputs, a fundamental problem in many real-world applications. In active learning settings with limited initial data, we aim to iteratively acquire informative points to construct an accurate classifier for this task. In high-dimensional spaces, this becomes challenging where the search volume grows exponentially with increasing dimensionality. We propose TRLSE, an algorithm for high-dimensional LSE, which identifies and refines regions near the threshold boundary with dual acquisition functions operating at both global and local levels. We provide a theoretical analysis of TRLSE's accuracy and show its superior sample efficiency against existing methods through extensive evaluations on multiple synthetic and real-world LSE problems.
title High-dimensional Level Set Estimation with Trust Regions and Double Acquisition Functions
topic Machine Learning
url https://arxiv.org/abs/2602.12391