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A classical learning setting is one in which a student collects data, or observations, about a system, and estimates a certain quantity of interest about it. Correctional learning is a type of cooperative teacher-student framework where a teacher, who has knowledge about the system, has the possibility to observe and alter (correct) the observations received by the student in order to improve its estimation. In this paper, we show that the variance of the estimate of the student is reduced with the help of the teacher. We further formulate the online problem - where the teacher has to decide at each time instant whether or not to change the observations - as a Markov decision process, from which the optimal policy is derived using dynamic programming. We validate the framework in numerical experiments, and compare the optimal online policy with the one from the batch setting. |
