Organizations: Department of Computer Science and Engineering · Chalmers University of Technology & University of Gothenburg · Gothenburg, Sweden
Abstract
Active feature acquisition (AFA) considers prediction problems in which features are costly to obtain and the learner adaptively decides which feature values to acquire for each instance and when to stop and predict. AFA can be formulated as a partially observable Markov decision process (POMDP), which naturally admits a sequential decision-making perspective. In this paper, we present non-myopic pathwise policy gradients (NM-PPG), a new AFA method built around this formulation. We introduce a continuous relaxation of the acquisition process that enables pathwise gradients through the full acquisition trajectory, avoiding the high variance of standard score-function policy gradients while allowing end-to-end optimization of a non-myopic acquisition policy. To better align training with deployment, we further develop a straight-through rollout scheme that follows hard feature acquisitions in the forward pass while backpropagating through the corresponding soft relaxation in the backward pass. We stabilize optimization with entropy regularization and staged temperature sharpening. Experiments on both synthetic and real-world datasets demonstrate that NM-PPG yields superior performance relative to state-of-the-art AFA baselines.
Active feature acquisition (AFA) asks which unobserved feature to measure next for each test instance under a budget. Greedy rules are easy to train but can overlook context features whose value is realized only through later acquisitions, while reinforcement-learning and generative approaches introduce difficult optimization or conditional-density estimation. We introduce \method, a deployable, supervised alternative that learns a separate candidate-conditioned risk-to-go function for every remaining budget. Starting from the one-step terminal classification risk, the functions are fitted backward with Bellman targets; inference greedily minimizes the learned terminal risk using only observed values, the mask, candidate identity, and remaining budget. A controlled non-myopic benchmark shows the expected mechanism: at budgets two and three, \method improves accuracy over its one-step ablation by 4.84±2.17 and 4.39±1.10 percentage points (mean ± standard error over five seeds). On Fashion-MNIST with 20 candidate pixels, it improves accuracy at every nontrivial reported budget on average, including 10.20±0.74 points at four acquisitions; its mean paired gain across budgets {2,4,8,12,16} is 3.50±0.37 points. A three-seed MiniBooNE study is mixed at small budgets but positive at 8 and 16 acquisitions, identifying a current boundary rather than supporting a universal claim. These results establish a reproducible mechanism-level case for direct Bellman risk regression and delimit the experiments still needed for state-of-the-art comparison.
Online residual learning can reduce model mismatch in predictive control, but passive data collection may fail to adequately cover states that become important later in the task. Task-agnostic active learning targets uncertain or informative regions, but information acquired in such regions does not necessarily improve task performance. This paper introduces Task-Oriented Information Acquisition (ToIA), an active-learning criterion for model predictive path integral control (MPPI) with online Gaussian process (GP) residual learning. For each sampled control sequence, ToIA estimates how much an observation obtained early in the rollout would reduce predictive uncertainty at later states on the same rollout, and weights this reduction by the rollout's relevance to the task. The score is evaluated over the existing MPPI rollout batch without sampling future observations or re-optimizing control under hypothetical posterior updates. In simulated off-road navigation across held-out maps with heterogeneous terrain, ToIA improved the goal-reaching success rate over passive GP learning by 19.3 and 27.4 percentage points and outperformed task-agnostic active-learning baselines across dense and sparse online-learning intervals. An ablation study indicates that task relevance is particularly important under sparse model updates. The implementation supports online control at 20 Hz on an NVIDIA RTX 2080 Ti.
Inferring continuous probability paths from sparse snapshots is a fundamental challenge in domains like single-cell biology, where high-fidelity data acquisition is often destructive and constrained by prohibitive sequencing costs. This motivates the need for active learning strategies to strategically select optimal measurement times. However, designing active learning policies for this setting remains an open problem: the target objects reside on the infinite dimensional Wasserstein space where standard Euclidean metrics are ill-defined, and current interpolation methods lack epistemic uncertainty quantification. We introduce a framework which extends active experimentation to the space of measures. By leveraging Linearized Optimal Transport (LOT), we map distributional snapshots into a tangent space amenable to Gaussian Process modeling, allowing us to construct a tractable probabilistic surrogate for the underlying probability path. This yields an acquisition policy that iteratively selects measurement times to minimize uncertainty. Empirical results demonstrate that our strategy outperforms uncertainty-agnostic baselines on both synthetic and real-world datasets.