Active Learning for Gaussian Process Regression Under Self-Induced Boltzmann Weights

We consider the active learning problem where the goal is to learn an unknown function with low error under a Boltzmann distribution induced by the function itself. This self-induced weighting arises naturally in problems such as molecular energy modeling and free energy estimation, yet poses unique challenges as the target distribution is unknown and its partition function is intractable. We propose an acquisition function, AB-SID-iVAR, based on Gaussian Process surrogates that approximates the intractable Bayesian target distribution in closed form while avoiding partition function estimation, applicable to both discrete and continuous input domains. We also analyze a Thompson sampling alternative (TS-SID-iVAR) as a higher variance Monte Carlo variant. Despite the unknown target, under mild conditions, we establish that the terminal prediction error vanishes with high probability, and provide a tighter average-case guarantee. We demonstrate superior performance over existing active learning approaches on synthetic benchmarks and real-world modeling tasks.