Controlling Costs: Feature Selection on a Budget

28 Apr 2020 Yu Guo Witten Daniela Bien Jacob

The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding what variables to measure, and the decision involves a tradeoff between model accuracy and cost (where cost can refer to money, time, difficulty, or intrusiveness)... (read more)

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