Published on Fri Feb 20 2015

Feature-Budgeted Random Forest

Feng Nan, Joseph Wang, Venkatesh Saligrama

We propose a novel random forest algorithm to minimize prediction error for a user-specified feature acquisition budget. We seek decision rules for prediction-time cost reduction, where complete data is available for training, but each feature can only be acquired for an additional cost.

0
0
0
Abstract

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to minimize prediction error for a user-specified {\it average} feature acquisition budget. While random forests yield strong generalization performance, they do not explicitly account for feature costs and furthermore require low correlation among trees, which amplifies costs. Our random forest grows trees with low acquisition cost and high strength based on greedy minimax cost-weighted-impurity splits. Theoretically, we establish near-optimal acquisition cost guarantees for our algorithm. Empirically, on a number of benchmark datasets we demonstrate superior accuracy-cost curves against state-of-the-art prediction-time algorithms.