Dynamic Feature Acquisition Using Denoising Autoencoders

In real-world scenarios, different features have different acquisition costs at test time which necessitates cost-aware methods to optimize the cost and performance tradeoff. This paper introduces a novel and scalable approach for cost-aware feature acquisition at test time. The method incrementally asks for features based on the available context that are known feature values. The proposed method is based on sensitivity analysis in neural networks and density estimation using denoising autoencoders with binary representation layers. In the proposed architecture, a denoising autoencoder is used to handle unknown features (i.e., features that are yet to be acquired), and the sensitivity of predictions with respect to each unknown feature is used as a context-dependent measure of informativeness. We evaluated the proposed method on eight different real-world data sets as well as one synthesized data set and compared its performance with several other approaches in the literature. According to the results, the suggested method is capable of efficiently acquiring features at test time in a cost- and context-aware fashion.