An Expected Utility Approach to Active Feature-Value Acquisition

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

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

  • Venue:
  • ICDM '05 Proceedings of the Fifth IEEE International Conference on 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 an approach that acquires feature values for inducing a classification model based on an estimation of the expected improvement in model accuracy per unit cost. Experimental results demonstrate that our approach consistently reduces the cost of producing a model of a desired accuracy compared to random feature acquisitions.