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Joint Active Feature Acquisition and Classification with Variable-Size Set Encoding

Neural Information Processing Systems

We consider the problem of active feature acquisition where the goal is to sequentially select the subset of features in order to achieve the maximum prediction performance in the most cost-effective way at test time. In this work, we formulate this active feature acquisition as a jointly learning problem of training both the classifier (environment) and the RL agent that decides either to `stop and predict' or `collect a new feature' at test time, in a cost-sensitive manner. We also introduce a novel encoding scheme to represent acquired subsets of features by proposing an order-invariant set encoding at the feature level, which also significantly reduces the search space for our agent. We evaluate our model on a carefully designed synthetic dataset for the active feature acquisition as well as several medical datasets. Our framework shows meaningful feature acquisition process for diagnosis that complies with human knowledge, and outperforms all baselines in terms of prediction performance as well as feature acquisition cost.


Joint Active Feature Acquisition and Classification with Variable-Size Set Encoding

Neural Information Processing Systems

We consider the problem of active feature acquisition where the goal is to sequentially selectthe subset of features in order to achieve the maximum prediction performance in the most cost-effective way at test time. In this work, we formulate thisactive feature acquisition as a joint learning problem of training both the classifier (environment) and the reinforcement learning (RL) agent that decides either to'stop and predict' or'collect a new feature' at test time, in a cost-sensitive manner. We also introduce a novel encoding scheme to represent acquired subsets of features by proposing an order-invariant set encoding at the feature level, which also significantly reduces the search space for our agent. We evaluate our model on a carefully designed synthetic dataset for the active feature acquisition as well as several medical datasets. Our framework shows meaningful feature acquisition process for diagnosis that complies with human knowledge, and outperforms all baselines in terms of prediction performance as well as feature acquisition cost.


Why Pay More When You Can Pay Less: A Joint Learning Framework for Active Feature Acquisition and Classification

arXiv.org Machine Learning

We consider the problem of active feature acquisition, where we sequentially select the subset of features in order to achieve the maximum prediction performance in the most cost-effective way. In this work, we formulate this active feature acquisition problem as a reinforcement learning problem, and provide a novel framework for jointly learning both the RL agent and the classifier (environment). We also introduce a more systematic way of encoding subsets of features that can properly handle innate challenge with missing entries in active feature acquisition problems, that uses the orderless LSTM-based set encoding mechanism that readily fits in the joint learning framework. We evaluate our model on a carefully designed synthetic dataset for the active feature acquisition as well as several real datasets such as electric health record (EHR) datasets, on which it outperforms all baselines in terms of prediction performance as well feature acquisition cost.


DADI: Dynamic Discovery of Fair Information with Adversarial Reinforcement Learning

arXiv.org Machine Learning

We introduce a framework for dynamic adversarial discovery of information (DADI), motivated by a scenario where information (a feature set) is used by third parties with unknown objectives. We train a reinforcement learning agent to sequentially acquire a subset of the information while balancing accuracy and fairness of predictors downstream. Based on the set of already acquired features, the agent decides dynamically to either collect more information from the set of available features or to stop and predict using the information that is currently available. Building on previous work exploring adversarial representation learning, we attain group fairness (demographic parity) by rewarding the agent with the adversary's loss, computed over the final feature set. Importantly, however, the framework provides a more general starting point for fair or private dynamic information discovery. Finally, we demonstrate empirically, using two real-world datasets, that we can trade-off fairness and predictive performance


Icebreaker: Element-wise Active Information Acquisition with Bayesian Deep Latent Gaussian Model

arXiv.org Artificial Intelligence

In this paper we introduce the ice-start problem, i.e., the challenge of deploying machine learning models when only little or no training data is initially available, and acquiring each feature element of data is associated with costs. This setting is representative for the real-world machine learning applications. For instance, in the health-care domain, when training an AI system for predicting patient metrics from lab tests, obtaining every single measurement comes with a high cost. Active learning, where only the label is associated with a cost does not apply to such problem, because performing all possible lab tests to acquire a new training datum would be costly, as well as unnecessary due to redundancy. We propose Icebreaker, a principled framework to approach the ice-start problem. Icebreaker uses a full Bayesian Deep Latent Gaussian Model (BELGAM) with a novel inference method. Our proposed method combines recent advances in amortized inference and stochastic gradient MCMC to enable fast and accurate posterior inference. By utilizing BELGAM's ability to fully quantify model uncertainty, we also propose two information acquisition functions for imputation and active prediction problems. We demonstrate that BELGAM performs significantly better than the previous VAE (Variational autoencoder) based models, when the data set size is small, using both machine learning benchmarks and real-world recommender systems and health-care applications. Moreover, based on BELGAM, Icebreaker further improves the performance and demonstrate the ability to use minimum amount of the training data to obtain the highest test time performance.