docs: add description for active learning

docs/source/inference/active_learning.rst

 Active Learning
 ===============
 
+Active learning is a machine learning technique that involves selecting the most
+informative data points for the purpose of training an emulator. The idea behind
+active learning is to reduce the amount of training data required for a machine
+learning model to achieve a certain level of accuracy. This is achieved by iteratively
+choosing a new data point that is expected to be the most informative.
+
+In this module, the :class:`.ActiveLearning` class is implemented to actively build a
+Gaussian process emulator for the natural logarithm of the unnormalized posterior in
+Bayesian inference. It is supposed to facilitate efficient parameter calibration of
+computationally expensive simulators. For detailed theories, please refer to 
+:cite:t:`Wang2018`, :cite:t:`Kandasamy2017`, and :cite:t:`Zhao2022`.
+
+
 ActiveLearning Class
 --------------------