Recurrent Neural Networks for Adaptive Feature Acquisition

We propose to tackle the cost-sensitive learning problem, where each feature is associated to a particular acquisition cost. We propose a new model with the following key properties: (i) it acquires features in an adaptive way, (ii) features can be acquired per block (several at a time) so that this model can deal with high dimensional data, and (iii) it relies on representation-learning ideas. The effectiveness of this approach is demonstrated on several experiments considering a variety of datasets and with different cost settings.