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Decision-making from Partial Instances by Active Feature Querying
Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications, PMLR 147:264-272, 2021.
Abstract
We consider a classification problem in which test instances are not available as complete feature vectors, but must rather be uncovered by repeated queries to an oracle. We have a limited budget of queries: the problem is then to find the best features to ask the oracle for. We consider here a strategy where features are uncovered one by one, so as to maximize the separation between the classes. Once an instance has been uncovered, the distribution of the remaining instances is updated according to the observation. Experiments on synthetic and real data show that our strategy remains reasonably accurate when a decision must be made based on a limited amount of observed features. We briefly discuss the case of imprecise answers, and list out the many problems arising in this case.