1. A method executed by a computer processor, the method comprising: retrieving, from a data store, outputs of an existing predictor for instances in a dataset, wherein the existing predictor is trained on a set of features; and measuring, as a function of the outputs of the existing predictor for the instances in the dataset, a predictive accuracy gain estimate of a potential feature added to the set of features, wherein the predictive accuracy gain estimate is measured without training an updated predictor on the set of features augmented by the potential feature.