Many applications involve estimation of parameters that generalize across multiple diverse, but related, data-scarce task environments. Bayesian active meta-learning, a form of sequential optimal experimental design, provides a framework for solving such problems. The active meta-learner's goal is to gain transferable knowledge (estimate the transferable parameters) in the presence of idiosyncratic characteristics of the current task (task-specific parameters). We show that in such a setting, greedy pursuit of this goal can actually hurt estimation of the transferable parameters (induce so-called negative transfer). The learner faces a dilemma akin to but distinct from the exploration--exploitation dilemma: should they spend their acquisition budget pursuing transferable knowledge, or identifying the current task-specific parameters? We show theoretically that some tasks pose an inevitable and arbitrarily large threat of negative transfer, and that task identification is critical to reducing this threat. Our results generalize to analysis of prior misspecification over nuisance parameters. Finally, we empirically illustrate circumstances that lead to negative transfer.
Bayesian adaptive experimental design is a form of active learning, which chooses samples to maximize the information they give about uncertain parameters. Prior work has shown that other forms of active learning can suffer from active learning bias, where unrepresentative sampling leads to inconsistent parameter estimates. We show that active learning bias can also afflict Bayesian adaptive experimental design, depending on model misspecification. We develop an information-theoretic measure of misspecification, and show that worse misspecification implies more severe active learning bias. At the same time, model classes incorporating more "noise" - i.e., specifying higher inherent variance in observations - suffer less from active learning bias, because their predictive distributions are likely to overlap more with the true distribution. Finally, we show how these insights apply to a (simulated) preference learning experiment.