提出非贪婪特征获取新方法,可更智能地决定何时获取哪些特征。
Non-Myopic Active Feature Acquisition via Pathwise Policy Gradients

- 基于路径梯度的连续松弛策略,实现端到端优化。
- 在合成与真实数据集上优于现有最优方法。
- 适合需要节省特征采集成本的决策场景。
主动特征获取(AFA)处理特征获取代价高昂的预测问题,学习者需自适应决定为每个实例获取哪些特征值以及何时停止并预测。AFA可建模为部分可观测马尔可夫决策过程(POMDP),天然支持序列决策视角。本文提出非贪婪路径策略梯度(NM-PPG),基于该框架构建新方法。引入获取过程的连续松弛,使路径梯度贯穿完整获取轨迹,避免标准得分函数策略梯度的高方差,同时支持非贪婪策略的端到端优化。为更好对齐训练与部署,进一步设计直通回滚机制:前向传播采用硬性特征获取,反向传播则通过对应软松弛进行梯度传递。通过熵正则化和分阶段温度锐化稳定优化。在合成与真实世界数据集上的实验表明,NM-PPG相较当前最优的AFA基线方法表现更优。
原文摘要 · Abstract (English)
Active feature acquisition (AFA) considers prediction problems in which features are costly to obtain and the learner adaptively decides which feature values to acquire for each instance and when to stop and predict. AFA can be formulated as a partially observable Markov decision process (POMDP), which naturally admits a sequential decision-making perspective. In this paper, we present non-myopic pathwise policy gradients (NM-PPG), a new AFA method built around this formulation. We introduce a continuous relaxation of the acquisition process that enables pathwise gradients through the full acquisition trajectory, avoiding the high variance of standard score-function policy gradients while allowing end-to-end optimization of a non-myopic acquisition policy. To better align training with deployment, we further develop a straight-through rollout scheme that follows hard feature acquisitions in the forward pass while backpropagating through the corresponding soft relaxation in the backward pass. We stabilize optimization with entropy regularization and staged temperature sharpening. Experiments on both synthetic and real-world datasets demonstrate that NM-PPG yields superior performance relative to state-of-the-art AFA baselines.
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