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In many real-world machine learning problems, feature values are not readily available. To make predictions, some of the missing features have to be acquired, which can incur a cost in money, computational time, or human time, depending on…

Machine Learning · Computer Science 2019-12-20 Kimmo Kärkkäinen , Mohammad Kachuee , Orpaz Goldstein , Majid Sarrafzadeh

We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be…

Machine Learning · Computer Science 2016-07-14 Gabriella Contardo , Ludovic Denoyer , Thierry Artières

In real-world machine learning applications, there is a cost associated with sampling of different features. Budgeted learning can be used to select which feature-values to acquire from each instance in a dataset, such that the best model…

Machine Learning · Computer Science 2019-03-14 Eran Fainman , Bracha Shapira , Lior Rokach , Yisroel Mirsky

Traditionally, machine learning algorithms rely on the assumption that all features of a given dataset are available for free. However, there are many concerns such as monetary data collection costs, patient discomfort in medical…

Machine Learning · Computer Science 2019-07-02 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Davina Zamanzadeh , Majid Sarrafzadeh

In real-world scenarios, different features have different acquisition costs at test-time which necessitates cost-aware methods to optimize the cost and performance trade-off. This paper introduces a novel and scalable approach for…

Machine Learning · Computer Science 2018-12-10 Mohammad Kachuee , Sajad Darabi , Babak Moatamed , Majid Sarrafzadeh

Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit…

Machine Learning · Computer Science 2026-03-17 Gabriel Bernardino , Anders Jonsson , Patrick Clarysse , Nicolas Duchateau

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average…

Machine Learning · Computer Science 2020-03-05 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

Learning with streaming data has attracted much attention during the past few years. Though most studies consider data stream with fixed features, in real practice the features may be evolvable. For example, features of data gathered by…

Machine Learning · Computer Science 2018-01-09 Bo-Jian Hou , Lijun Zhang , Zhi-Hua Zhou

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…

Artificial Intelligence · Computer Science 2018-11-13 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

Feature selection helps reduce data acquisition costs in ML, but the standard approach is to train models with static feature subsets. Here, we consider the dynamic feature selection (DFS) problem where a model sequentially queries features…

Machine Learning · Computer Science 2023-06-09 Ian Covert , Wei Qiu , Mingyu Lu , Nayoon Kim , Nathan White , Su-In Lee

Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features…

Machine Learning · Computer Science 2014-08-19 Leilani Battle , Edward Benson , Aditya Parameswaran , Eugene Wu

In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…

Machine Learning · Computer Science 2024-05-31 Yutong Chen , Jiandong Gao , Ji Wu

We consider the problem of active feature acquisition, where we sequentially select the subset of features in order to achieve the maximum prediction performance in the most cost-effective way. In this work, we formulate this active feature…

Machine Learning · Computer Science 2017-09-19 Hajin Shim , Sung Ju Hwang , Eunho Yang

In data mining applications, feature selection is an essential process since it reduces a model's complexity. The cost of obtaining the feature values must be taken into consideration in many domains. In this paper, we study the…

Machine Learning · Computer Science 2013-06-04 Hong Zhao , Fan Min , William Zhu

Feature missing is a serious problem in many applications, which may lead to low quality of training data and further significantly degrade the learning performance. While feature acquisition usually involves special devices or complex…

Machine Learning · Computer Science 2018-06-06 Sheng-Jun Huang , Miao Xu , Ming-Kun Xie , Masashi Sugiyama , Gang Niu , Songcan Chen

Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or…

Machine Learning · Computer Science 2021-03-15 Yang Li , Junier B. Oliva

Relevant and high-quality data are critical to successful development of machine learning applications. For machine learning applications on dynamic systems equipped with a large number of sensors, such as connected vehicles and robots, how…

Machine Learning · Computer Science 2021-08-31 Alp Sahin , Xiangrui Zeng

The field of learning analytics needs to adopt a more rigorous approach for predictive model evaluation that matches the complex practice of model-building. In this work, we present a procedure to statistically test hypotheses about model…

Applications · Statistics 2018-02-19 Josh Gardner , Christopher Brooks
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