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Human agents routinely reason on instances with incomplete and muddied data (and weigh the cost of obtaining further features). In contrast, much of ML is devoted to the unrealistic, sterile environment where all features are observed and…

Machine Learning · Computer Science 2024-10-08 Yang Li , Junier Oliva

We develop novel methodology for active feature acquisition (AFA), the study of how to sequentially acquire a dynamic (on a per instance basis) subset of features that minimizes acquisition costs whilst still yielding accurate predictions.…

Machine Learning · Computer Science 2023-02-28 Michael Valancius , Max Lennon , Junier Oliva

Knowing which features of a multivariate time series to measure and when is a key task in medicine, wearables, and robotics. Better acquisition policies can reduce costs while maintaining or even improving the performance of downstream…

Machine Learning · Computer Science 2024-07-19 Fedor Sergeev , Paola Malsot , Gunnar Rätsch , Vincent Fortuin

Understanding the dependencies among features of a dataset is at the core of most unsupervised learning tasks. However, a majority of generative modeling approaches are focused solely on the joint distribution $p(x)$ and utilize models…

Machine Learning · Computer Science 2020-08-07 Yang Li , Shoaib Akbar , Junier B. Oliva

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

We propose a general framework for sequential and dynamic acquisition of useful information in order to solve a particular task. While our goal could in principle be tackled by general reinforcement learning, our particular setting is…

Machine Learning · Statistics 2016-02-09 He He , Paul Mineiro , Nikos Karampatziakis

Truly intelligent systems are expected to make critical decisions with incomplete and uncertain data. Active feature acquisition (AFA), where features are sequentially acquired to improve the prediction, is a step towards this goal.…

Machine Learning · Computer Science 2021-07-12 Yang Li , Siyuan Shan , Qin Liu , Junier B. Oliva

Many real-world situations allow for the acquisition of additional relevant information when making decisions with limited or uncertain data. However, traditional RL approaches either require all features to be acquired beforehand (e.g. in…

Machine Learning · Computer Science 2024-10-08 Yang Li , Junier Oliva

Active Feature Acquisition is an instance-wise, sequential decision making problem. The aim is to dynamically select which feature to measure based on current observations, independently for each test instance. Common approaches either use…

Machine Learning · Computer Science 2025-08-07 Alexander Norcliffe , Changhee Lee , Fergus Imrie , Mihaela van der Schaar , Pietro Lio

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

The vast advances in Machine Learning over the last ten years have been powered by the availability of suitably prepared data for training purposes. The future of ML-enabled enterprise hinges on data. As such, there is already a vibrant…

Databases · Computer Science 2021-06-02 Yifan Li , Xiaohui Yu , Nick Koudas

In many real-world learning scenarios, features are only acquirable at a cost constrained under a budget. In this paper, we propose a novel approach for cost-sensitive feature acquisition at the prediction-time. The suggested method…

Machine Learning · Computer Science 2019-02-19 Mohammad Kachuee , Orpaz Goldstein , Kimmo Karkkainen , Sajad Darabi , Majid Sarrafzadeh

An agent has access to multiple information sources, each of which provides information about a different attribute of an unknown state. Information is acquired continuously -- where the agent chooses both which sources to sample from, and…

Theoretical Economics · Economics 2021-04-27 Annie Liang , Xiaosheng Mu , Vasilis Syrgkanis

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 2021-02-12 Yang Li , Junier B. Oliva

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

Model selection is treated as a standard performance boosting step in many machine learning applications. Once all other properties of a learning problem are fixed, the model is selected by grid search on a held-out validation set. This is…

Machine Learning · Statistics 2019-06-28 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir

Machine learning methods often assume that input features are available at no cost. However, in domains like healthcare, where acquiring features could be expensive or harmful, it is necessary to balance a feature's acquisition cost against…

Machine Learning · Statistics 2025-04-18 Henrik von Kleist , Alireza Zamanian , Ilya Shpitser , Narges Ahmidi

Given a set of observations, feature acquisition is about finding the subset of unobserved features which would enhance accuracy. Such problems have been explored in a sequential setting in prior work. Here, the model receives feedback from…

Machine Learning · Computer Science 2023-12-21 Vedang Asgaonkar , Aditya Jain , Abir De

In supervised learning, acquiring labeled training data for a predictive model can be very costly, but acquiring a large amount of unlabeled data is often quite easy. Active learning is a method of obtaining predictive models with high…

Machine Learning · Computer Science 2020-12-17 Hideitsu Hino

In many real-world scenarios, acquiring all features of a data instance can be expensive or impractical due to monetary cost, latency, or privacy concerns. Active Feature Acquisition (AFA) addresses this challenge by dynamically selecting a…

Machine Learning · Computer Science 2026-02-24 Valter Schütz , Han Wu , Reza Rezvan , Linus Aronsson , Morteza Haghir Chehreghani
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