Fifth IEEE International Conference on Data Mining (ICDM'05)
An Expected Utility Approach to Active Feature-Value Acquisition
Houston, Texas
November 27-November 30
ISBN: 0-7695-2278-5
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.
Citation:
Prem Melville, Maytal Saar-Tsechansky, Foster Provost, Raymond Mooney, "An Expected Utility Approach to Active Feature-Value Acquisition," icdm, pp.745-748, Fifth IEEE International Conference on Data Mining (ICDM'05), 2005