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In many human-robot collaboration and multi-agent tasks, it is vital to model the partners and estimate their objectives to efficiently collaborate/interact with them. While learning from demonstrations is the most common approach for this, it is very data-hungry, which we cannot afford in many settings including robotics, and demonstrations are unreliable in a surprisingly large number of domains, including those we think humans perform reasonably well, e.g., driving. In this talk, I will start with introducing comparison-based feedback and explain why it does not suffer from most of the problems that demonstrations have, but is still data-hungry. To address this problem, I will propose comparative language based feedback and active learning techniques, which will result in (1) a new type of human feedback, and (2) an active querying algorithm that optimizes the information the AI agent will elicit from the human. I will conclude the talk by discussing what other types of human feedback exist, e.g., interventions or hand gestures, and how we can incorporate them into the existing learning algorithms.