In real-world scenarios, different features have different acquisition costs at test time which necessitates cost-aware methods to optimize the cost and performance tradeoff. This paper introduces a novel and scalable approach for cost-aware feature acquisition at test time. The method incrementally asks for features based on the available context that are known feature values. The proposed method is based on sensitivity analysis in neural networks and density estimation using denoising autoencoders with binary representation layers. In the proposed architecture, a denoising autoencoder is used to handle unknown features (i.e., features that are yet to be acquired), and the sensitivity of predictions with respect to each unknown feature is used as a context-dependent measure of informativeness. We evaluated the proposed method on eight different real-world data sets as well as one synthesized data set and compared its performance with several other approaches in the literature. According to the results, the suggested method is capable of efficiently acquiring features at test time in a cost- and context-aware fashion.
In order to address these issues, recently, there has been great attention toward using learning methods to solve the generic problem of cost-sensitive and context-aware feature acquisition. He @cite_27 suggested a method based on imitation learning that trains a model that is able to predict an optimal feature query decision to be made given the available features. Contardo @cite_9 @cite_6 introduced the idea of defining the problem as a reinforcement learning problem and solving it as a separate problem. While these methods are successful in terms of truly incorporating the test-time context information to the decisions, they require extra effort of training a feature query model in addition to the target predictor.
@cite_9 @cite_27 @cite_6
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We propose to tackle the cost-sensitive learning problem, where each feature is associated to a particular acquisition cost. We propose a new model with the following key properties: (i) it acquires features in an adaptive way, (ii) features can be acquired per block (several at a time) so that this model can deal with high dimensional data, and (iii) it relies on representation-learning ideas. The effectiveness of this approach is demonstrated on several experiments considering a variety of datasets and with different cost settings. We present an instance-specific test-time dynamic feature selection algorithm. Our algorithm sequentially chooses features given previously selected features and their values. It stops the selection process to make a prediction according to a user-specified accuracy-cost trade-off. We cast the sequential decision-making problem as a Markov Decision Process and apply imitation learning techniques. We address the problem of learning and inference jointly in a simple multiclass classification setting. Experimental results on UCI datasets show that our approach achieves the same or higher accuracy using only a small fraction of features than static feature selection methods. 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 acquired in an adaptive way. The general architecture of our approach relies on representation learning to enable performing prediction on any partially observed sample, whatever the set of its observed features are. The resulting model is an original mix of representation learning and of reinforcement learning ideas. It is learned with policy gradient techniques to minimize a budgeted inference cost. We demonstrate the effectiveness of our proposed method with several experiments on a variety of datasets for the sparse prediction problem where all features have the same cost, but also for some cost-sensitive settings.