Abstract
Given a set of observations, feature acquisition is about finding the subset of unobserved features which would enhance accuracy. Such problems have been explored in a sequential setting in prior work. Here, the model receives feedback from every new feature acquired and chooses to explore more features or to predict. However, sequential acquisition is not feasible in some settings where time is of the essence. We consider the problem of feature acquisition in batch, where the subset of features to be queried in batch is chosen based on the currently observed features, and then acquired as a batch, followed by prediction. We solve this problem using several technical innovations. First, we use a feature generator to draw a subset of the synthetic features for some examples, which reduces the cost of oracle queries. Second, to make the feature acquisition problem tractable for the large heterogeneous observed features, we partition the data into buckets, by borrowing tools from locality