arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2306.03301cs.LGcs.ITmath.IT
收藏

估计条件互信息以进行动态特征选择

Estimating Conditional Mutual Information for Dynamic Feature Selection

Paul G. Allen School of Computer Science & Engineering, University of Washington(华盛顿大学保罗·G·艾伦计算机科学与工程学院)

Soham Gadgil, Ian Covert, Su-In Lee

AI总结:

本文面向动态特征选择,提出以判别式方法估计特征与响应变量的条件互信息,并扩展支持可变预算、非均匀成本、先验信息和部分输入,实验显示其性能稳定优于近期方法。

摘要:

动态特征选择是指我们按顺序查询特征,以最小预算做出准确预测,它是一种很有前景的范式,可降低特征获取成本并提高模型预测的透明度。然而,该问题具有挑战性,因为它既需要使用任意特征集进行预测,也需要学习一种策略来识别有价值的选择。本文从信息论视角出发,依据特征与响应变量之间的互信息来确定特征优先级。主要挑战在于实现这一策略,为此我们设计了一种新方法,以判别式而非生成式方式估计互信息。在该方法基础上,我们进一步提出若干改进:允许不同样本具有可变特征预算,支持非均匀特征成本,纳入先验信息,并探索用于处理部分输入的现代架构。实验表明,在多种数据集上,我们的方法相较近期方法持续取得提升。

英文摘要:

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem is challenging, however, as it requires both predicting with arbitrary feature sets and learning a policy to identify valuable selections. Here, we take an information-theoretic perspective and prioritize features based on their mutual information with the response variable. The main challenge is implementing this policy, and we design a new approach that estimates the mutual information in a discriminative rather than generative fashion. Building on our approach, we then introduce several further improvements: allowing variable feature budgets across samples, enabling non-uniform feature costs, incorporating prior information, and exploring modern architectures to handle partial inputs. Our experiments show that our method provides consistent gains over recent methods across a variety of datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑