Evaluation of active feature acquisition methods for time-varying feature settings.
J. Mach. Learn. Res. 26:84 (2025)
Machine learning methods often assume that input features are available at no cost. However, in domains like healthcare, where acquiring features could be expensive or harmful, it is necessary to balance a feature's acquisition cost against its predictive value. The task of training an AI agent to decide which features to acquire is called active feature acquisition (AFA). By deploying an AFA agent, we effectively alter the acquisition strategy and trigger a distribution shift. To safely deploy AFA agents under this distribution shift, we present the problem of active feature acquisition performance evaluation (AFAPE). We examine AFAPE under i) a no direct effect (NDE) assumption, stating that acquisitions do not affect the underlying feature values; and ii) a no unobserved confounding (NUC) assumption, stating that retrospective feature acquisition decisions were only based on observed features. We show that one can apply missing data methods under the NDE assumption and offline reinforcement learning under the NUC assumption. When NUC and NDE hold, we propose a novel semi-offline reinforcement learning framework. This framework requires a weaker positivity assumption and introduces three new estimators: A direct method (DM), an inverse probability weighting (IPW), and a double reinforcement learning (DRL) estimator.
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Publikationstyp
Artikel: Journalartikel
Dokumenttyp
Wissenschaftlicher Artikel
Typ der Hochschulschrift
Herausgeber
Schlagwörter
active feature acquisition; semi-offline reinforcement learning; dynamic test-ing regimes; missing data; causal inference; semiparametric theory; Information Evaluation; Cash Equivalents; Cancer; Uncertainty; Decisions; Models; Risk
Keywords plus
Sprache
englisch
Veröffentlichungsjahr
2025
Prepublished im Jahr
0
HGF-Berichtsjahr
2025
ISSN (print) / ISBN
1532-4435
e-ISSN
1533-7928
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Band: 26,
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Seiten: ,
Artikelnummer: 84
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Verlag
MIT Press
Verlagsort
31 Gibbs St, Brookline, Ma 02446 Usa
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0000-00-00
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0000-00-00
Anmelder/Inhaber
weitere Inhaber
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Begutachtungsstatus
Peer reviewed
POF Topic(s)
30205 - Bioengineering and Digital Health
Forschungsfeld(er)
Enabling and Novel Technologies
PSP-Element(e)
G-503800-007
Förderungen
Bayer Foundation
Helmholtz Association
Copyright
Erfassungsdatum
2025-05-13