  Many real-world situations allow for the acquisition of additional relevant
information when making an assessment with limited or uncertain data. However,
traditional ML approaches either require all features to be acquired beforehand
or regard part of them as missing data that cannot be acquired. In this work,
we propose models that dynamically acquire new features to further improve the
prediction assessment. To trade off the improvement with the cost of
acquisition, we leverage an information theoretic metric, conditional mutual
information, to select the most informative feature to acquire. We leverage a
generative model, arbitrary conditional flow (ACFlow), to learn the arbitrary
conditional distributions required for estimating the information metric. We
also learn a Bayesian network to accelerate the acquisition process. Our model
demonstrates superior performance over baselines evaluated in multiple
settings.
