- An Expected Utility Approach to Active Feature-value Acquisition
Melville, P., Saar-Tsechansky, M., Provost, F. and Mooney, R.J.
Appears in Proceedings of the Fifth IEEE International Conference on Data Mining, Houston, TX, pp. 745--748, November 2005.
Paper ID: 179
Category: Active Learning
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.

mooney@cs.utexas.edu