Economical active feature-value acquisition through Expected Utility estimation

  • Authors:
  • Prem Melville;Foster Provost;Maytal Saar-Tsechansky;Raymond Mooney

  • Affiliations:
  • Univ. of Texas at Austin;New York University;Univ. of Texas at Austin;Univ. of Texas at Austin

  • Venue:
  • UBDM '05 Proceedings of the 1st international workshop on Utility-based data mining
  • Year:
  • 2005

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Abstract

In many classification tasks training data have missing feature values that can be acquired at a cost. For building accurate predictive models, acquiring all missing values is often prohibitively expensive or unnecessary, while acquiring a random subset of feature values may not be most effective. The goal of active feature-value acquisition is to incrementally select feature values that are most cost-effective for improving the model's accuracy. We present two policies, Sampled Expected Utility and Expected Utility-ES, that acquire feature values for inducing a classification model based on an estimation of the expected improvement in model accuracy per unit cost. A comparison of the two policies to each other and to alternative policies demonstrate that Sampled Expected Utility is preferable as it effectively reduces the cost of producing a model of a desired accuracy and exhibits a consistent performance across domains.