Active Feature Acquisition
Overview
Active Feature Acquisition (AFA) studies how a model should choose which features, measurements, or questions to obtain when each has a cost and only partial information is initially available. Common approaches use information gain or uncertainty estimates, reinforcement learning and Bellman planning for sequential decisions, and differentiable relaxations that make discrete acquisition policies easier to train; bandit methods address online settings with global budgets. Applications include clinical diagnosis, longitudinal health measurement, image sensing, and cost-sensitive tabular prediction, where useful features may depend on earlier observations. A central tension is whether planning several acquisitions ahead beats simpler greedy policies: benefits vary by dataset and budget, while missing training data, policy complexity, and the balance between predictive accuracy and acquisition cost remain important challenges.
Latest papers
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