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Feature missing is a serious problem in many applications, which may lead to low quality of training data and further significantly degrade the learning performance. While feature acquisition usually involves special devices or complex process, it is expensive to acquire all feature values for the whole dataset. On the other hand, features may be correlated with each other, and some values may be recovered from the others. It is thus important to decide which features are most informative for recovering the other features as well as improving the learning performance. In this paper, we try to train an effective classification model with least acquisition cost by jointly performing active feature querying and supervised matrix completion. When completing the feature matrix, a novel target function is proposed to simultaneously minimize the reconstruction error on observed entries and the supervised loss on training data. When querying the feature value, the most uncertain entry is actively selected based on the variance of previous iterations. In addition, a bi-objective optimization method is presented for cost-aware active selection when features bear different acquisition costs. The effectiveness of the proposed approach is well validated by both theoretical analysis and experimental study.
Solving real-life sequential decision making problems under partial observability involves an exploration-exploitation problem. To be successful, an agent needs to efficiently gather valuable information about the state of the world for making reward
Truly intelligent systems are expected to make critical decisions with incomplete and uncertain data. Active feature acquisition (AFA), where features are sequentially acquired to improve the prediction, is a step towards this goal. However, current
Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or regard part
We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form $tilde{O}(D/gamma^2)$. The term $1/gamma^2$ is analogous to the usual margin
We propose orthogonal inductive matrix completion (OMIC), an interpretable approach to matrix completion based on a sum of multiple orthonormal side information terms, together with nuclear-norm regularization. The approach allows us to inject prio