Feedback-Based Dynamic Feature Selection for Constrained Continuous Data
Acquisition
- URL: http://arxiv.org/abs/2011.05112v2
- Date: Mon, 22 Feb 2021 16:19:24 GMT
- Title: Feedback-Based Dynamic Feature Selection for Constrained Continuous Data
Acquisition
- Authors: Alp Sahin and Xiangrui Zeng
- Abstract summary: We propose a feedback-based dynamic feature selection algorithm that efficiently decides on the feature set for data collection from a dynamic system in a step-wise manner.
Our evaluation shows that the proposed feedback-based feature selection algorithm has superior performance over constrained baseline methods.
- Score: 6.947442090579469
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Relevant and high-quality data are critical to successful development of
machine learning applications. For machine learning applications on dynamic
systems equipped with a large number of sensors, such as connected vehicles and
robots, how to find relevant and high-quality data features in an efficient way
is a challenging problem. In this work, we address the problem of feature
selection in constrained continuous data acquisition. We propose a
feedback-based dynamic feature selection algorithm that efficiently decides on
the feature set for data collection from a dynamic system in a step-wise
manner. We formulate the sequential feature selection procedure as a Markov
Decision Process. The machine learning model performance feedback with an
exploration component is used as the reward function in an $\epsilon$-greedy
action selection. Our evaluation shows that the proposed feedback-based feature
selection algorithm has superior performance over constrained baseline methods
and matching performance with unconstrained baseline methods.
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