Budgeted Learning of Naive-Bayes Classifiers

There is almost always a cost associated with acquiring training data. We consider the situation where the learner, with a fixed budget, may'purchase' data during training. In particular, we examine the case where observing the value of a feature of a training example has an associated cost, and the total cost of all feature values acquired during training must remain less than this fixed budget. This paper compares methods for sequentially choosing which feature value to purchase next, given the budget and user's current knowledge of Na'ive Bayes model parameters. Whereas active learning has traditionally focused on myopic (greedy) approaches and uniform/round-robin policies for query selection, this paper shows that such methods are often suboptimal and presents a tractable method for incorporating knowledge of the budget in the information acquisition process.