Comparer des méthodes

	Apprentissage actif	Prédiction conforme	Quantification de l'incertitude
Domaine	Apprentissage automatique	Apprentissage automatique	Simulation
Famille	Machine learning	Machine learning	Process / pipeline
Année d'origine	2009	2005	Seminal modern form: 2002
Auteur d'origine	Burr Settles	Vovk, Gammerman & Shafer	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
Type	Interactive supervised learning framework	Distribution-free uncertainty quantification framework	Computational uncertainty analysis framework
Source fondatrice	Settles, B. (2009). Active learning literature survey. University of Wisconsin-Madison Computer Sciences Technical Report 1648.	Vovk, V., Gammerman, A., & Shafer, G. (2005). Algorithmic Learning in a Random World. Springer. ISBN: 978-0-387-00152-4	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.
Alias	Query Learning, Optimal Experimental Design (ML context), Pool-Based Active Learning, Aktif Öğrenme	Conformal Inference, Conformal Risk Control, Inductive Conformal Prediction, Uyumsal Tahmin	UQ, polynomial chaos expansion, PCE, Kriging surrogate
Apparentées	2	2	9
Résumé	Active learning is an iterative machine-learning paradigm in which a learning algorithm selectively queries an oracle — typically a human annotator — for labels on the most informative unlabeled examples. Formalized by Burr Settles in his seminal 2009 literature survey, active learning addresses the practical bottleneck of annotation cost by achieving high model accuracy with far fewer labeled examples than passive supervised learning requires.	Conformal Prediction is a distribution-free framework for constructing statistically valid prediction sets (for classification) or prediction intervals (for regression) around the output of any pre-trained machine learning model. Introduced by Vovk, Gammerman, and Shafer in their 2005 monograph, it provides a finite-sample marginal coverage guarantee — the true label falls inside the prediction set with at least 1-alpha probability — without requiring parametric assumptions about the data distribution.	Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.