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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 AFA models all deal with a small set of candidate features and have difficulty scaling to a large feature space. Moreover, they are ignorant about the valid domains where they can predict confidently, thus they can be vulnerable to out-of-distribution (OOD) inputs. In order to remedy these deficiencies and bring AFA models closer to practical use, we propose several techniques to advance the current AFA approaches. Our framework can easily handle a large number of features using a hierarchical acquisition policy and is more robust to OOD inputs with the help of an OOD detector for partially observed data. Extensive experiments demonstrate the efficacy of our framework over strong baselines.
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
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Relevant and high-quality data are critical to successful development of machine learning applications. For machine learning applications on dynamic systems equipped with a large number of sensors, such as connected vehicles and robots, how to find r