Abstract
In most real-world information processing problems, data is not a free resource. Its acquisition is often expensive and time-consuming. We investigate how such cost factors can be included in supervised classification tasks by deriving classification as a sequential decision process and making it accessible to reinforcement learning. Depending on previously selected features and the internal belief of the classifier, a next feature is chosen by a sequential online feature selection that learns which features are most informative at each time step. Experiments on toy datasets and a handwritten digits classification task show significant reduction in required data for correct classification, while a medical diabetes prediction task illustrates variable feature cost minimization as a further property of our algorithm.







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e.g., Gartner’s survey at http://www.gartner.com/it/page.jsp?id=1460213.
A partially observable MDP is a MDP with limited access to its states, i.e., the agent does not receive the full state information but only an incomplete observation based on the current state.
These costs represent a rough estimate of the time in minutes it takes to acquire the feature on a real patient. The estimates are based on oral communication with a local GP.
with the exception of the 5 rfa experiment, which only has 8 features in total. All of them carry information and an optimal static FS method would have to choose all 8.
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Rückstieß, T., Osendorfer, C. & van der Smagt, P. Minimizing data consumption with sequential online feature selection. Int. J. Mach. Learn. & Cyber. 4, 235–243 (2013). https://doi.org/10.1007/s13042-012-0092-x
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DOI: https://doi.org/10.1007/s13042-012-0092-x