Classification with costly features as a sequential decision-making problem

J Janisch, T Pevný, V Lisý - Machine Learning, 2020 - Springer
Machine Learning, 2020Springer
This work focuses on a specific classification problem, where the information about a sample
is not readily available, but has to be acquired for a cost, and there is a per-sample budget.
Inspired by real-world use-cases, we analyze average and hard variations of a directly
specified budget. We postulate the problem in its explicit formulation and then convert it into
an equivalent MDP, that can be solved with deep reinforcement learning. Also, we evaluate
a real-world inspired setting with sparse training datasets with missing features. The …
Abstract
This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average and hard variations of a directly specified budget. We postulate the problem in its explicit formulation and then convert it into an equivalent MDP, that can be solved with deep reinforcement learning. Also, we evaluate a real-world inspired setting with sparse training datasets with missing features. The presented method performs robustly well in all settings across several distinct datasets, outperforming other prior-art algorithms. The method is flexible, as showcased with all mentioned modifications and can be improved with any domain independent advancement in RL.
Springer
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