Distribution Guided Active Feature Acquisition

TL;DR

This paper introduces a novel active feature acquisition framework that interacts with the environment to obtain missing data, guided by generative models and reinforcement learning, improving inference under incomplete information.

Contribution

It develops a new AFA framework using generative models for dependency understanding and RL for acquisition planning, emphasizing interpretability and robustness.

Findings

Achieves state-of-the-art performance in active feature acquisition tasks.

Effectively models feature dependencies with generative models.

Guides RL agents for feature acquisition using side-information.

Abstract

Human agents routinely reason on instances with incomplete and muddied data (and weigh the cost of obtaining further features). In contrast, much of ML is devoted to the unrealistic, sterile environment where all features are observed and further information on an instance is obviated. Here we extend past static ML and develop an active feature acquisition (AFA) framework that interacts with the environment to obtain new information on-the-fly and can: 1) make inferences on an instance in the face of incomplete features, 2) determine a plan for feature acquisitions to obtain additional information on the instance at hand. We build our AFA framework on a backbone of understanding the information and conditional dependencies that are present in the data. First, we show how to build generative models that can capture dependencies over arbitrary subsets of features and employ these models for acquisitions in a greedy scheme. After, we show that it is possible to guide the training of RL agents for AFA via side-information and auxiliary rewards stemming from our generative models. We also examine two important factors for deploying AFA models in real-world scenarios, namely interpretability and robustness. Extensive experiments demonstrate the state-of-the-art performance of our AFA framework.