An Expected Utility Approach to Active Feature-value Acquisition (2005)
P. Melville, M. Saar-Tsechansky, F. Provost and Raymond J. Mooney
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.
In Proceedings of the International Conference on Data Mining, pp. 745-748, Houston, TX, November 2005.

Prem Melville Ph.D. Alumni pmelvi [at] us ibm com
Raymond J. Mooney Faculty mooney [at] cs utexas edu