Learning policies for sequential time and cost sensitive classification

  • Authors:
  • Andrew Arnt;Shlomo Zilberstein

  • Affiliations:
  • University of Massachusetts, Amherst, Amherst, MA;University of Massachusetts, Amherst, Amherst, MA

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

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Abstract

In time and cost sensitive classification, the utility of labeling an instance depends not only on the correctness of the labeling, but also the amount of time taken to label the instance. Instance attributes are initially unknown, and may take significant time to measure. This results in a difficult problem, trying to manage the tradeoff between time and accuracy. The problem is further complicated when we consider a sequence of time-sensitive classification instances, where time spent measuring attributes in one instance can adversely affect the costs of future instances. We solve these problems using a decision theoretic approach. The problem is modeled as an MDP with a potentially very large state space. We discuss how to intelligently discretize time and approximate the effects of measurement actions in the current instance given all waiting instances. The results offer an effective approach to attribute measurement and classification for a variety of time sensitive applications.