Methods, systems, and computer program products for iterative and targeted feature selection are provided herein. A computer-implemented method includes generating a first prediction value for a variable attribute of a set of objects by executing a predictive model that comprises a set of features for the set of objects; evaluating the prediction error of the predictive model based on said first prediction value; generating additional features upon a determination that the prediction error exceeds a threshold; incorporating the additional features into the predictive model, generating an updated predictive model; generating a second prediction value for the variable attribute by executing the updated predictive model; evaluating the prediction error of the updated predictive model based on said second prediction value; and outputting the second prediction value to a user upon a determination that the prediction error of the updated predictive model is below the threshold.
Please help me write a proper abstract based on the patent claims. CLAIM: 1. A computer-implemented method, comprising: generating a first prediction value for a variable attribute of a set of one or more objects by executing a predictive model, wherein the predictive model comprises a set of features for the set of objects; evaluating the prediction error of the predictive model based on said first generated prediction value; generating one or more additional features, from a set of unstructured data associated with the set of objects, upon a determination that the prediction error exceeds a predetermined threshold; incorporating the one or more additional features into the predictive model, thereby generating an updated predictive model; generating a second prediction value for the variable attribute of the set of objects by executing the updated predictive model; evaluating the prediction error of the updated predictive model based on said second generated prediction value; and outputting the second generated prediction value to at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold. 2. The computer-implemented method of claim 1, comprising: outputting (i) the features of the updated predictive model and/or (ii) one or more items of explanatory data pertaining to the updated predictive model to the at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold. 3. The computer-implemented method of claim 1, comprising: building the predictive model using an existing set of features. 4. The computer-implemented method of claim 3, comprising: obtaining the existing set of features from a database containing knowledge graph data. 5. The computer-implemented method of claim 3, comprising: obtaining the existing set of features via user input. 6. The computer-implemented method of claim 1, comprising: comparing the prediction error of the predictive model to the predetermined threshold. 7. The computer-implemented method of claim 1, comprising: comparing the prediction error of the updated predictive model to the predetermined threshold. 8. The computer-implemented method of claim 1, wherein said evaluating the prediction error of the predictive model comprises testing each of one or more sufficiency conditions. 9. The computer-implemented method of claim 8, wherein the one or more sufficiency conditions are selected from the group consisting of (i) improving speed, (ii) reducing the cost of acquiring a feature, and (iii) improving orthogonality of the feature space. 10. The computer-implemented method of claim 1, wherein the set of unstructured data associated with the set of objects comprises at least one of noisy data, error-prone data, and mislabeled data. 11. The computer-implemented method of claim 1, wherein said incorporating the one or more additional features into the predictive model comprises replacing one or more existing features with the one or more additional features. 12. The computer-implemented method of claim 1, wherein said incorporating the one or more additional features into the predictive model comprises adding the one or more additional features to a set of existing features. 13. The computer-implemented method of claim 1, comprising: generating an additional set of features, from the set of unstructured data associated with the set of objects, upon a determination that the prediction error of the updated predictive model exceeds a predetermined threshold; incorporating the additional set of features and generating a further-updated predictive model; generating a third prediction value for the variable attribute of the set of objects by executing the further-updated predictive model; evaluating the prediction error of the further-updated predictive model based on said third generated prediction value; and outputting the third generated prediction value to at least one user upon a determination that the prediction error of the further-updated predictive model is below the predetermined threshold. 14. The computer-implemented method of claim 1, wherein software is provided as a service in a cloud environment. 15. A computer program product comprising a computer-readable storage medium having program instructions embodied therewith, the program instructions executable by a device to cause the device to: generate a first prediction value for a variable attribute of a set of one or more objects by executing a predictive model, wherein the predictive model comprises a set of features for the set of objects; evaluate the prediction error of the predictive model based on said first generated prediction value; generate one or more additional features, from a set of unstructured data associated with the set of objects, upon a determination that the prediction error exceeds a predetermined threshold; incorporate the one or more additional features into the predictive model, thereby generating an updated predictive model; generate a second prediction value for the variable attribute of the set of objects by executing the updated predictive model; evaluate the prediction error of the updated predictive model based on said second generated prediction value; and output the second generated prediction value to at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold. 16. The computer program product of claim 15, wherein the program instructions further cause the device to: generate an additional set of features, from the set of unstructured data associated with the set of objects, upon a determination that the prediction error of the updated predictive model exceeds a predetermined threshold; incorporate the additional set of features into the updated predictive model, thereby generating a further-updated predictive model; generate a third prediction value for the variable attribute of the set of objects by executing the further-updated predictive model; evaluate the prediction error of the further-updated predictive model based on said third generated prediction value; and output the third generated prediction value to at least one user upon a determination that the prediction error of the further-updated predictive model is below the predetermined threshold. 17. The computer program product of claim 15, wherein the program instructions further cause the device to: output (i) the features of the updated predictive model and/or (ii) one or more items of explanatory data pertaining to the updated predictive model to the at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold. 18. A system comprising: a memory; and at least one processor coupled to the memory and configured for: generating a first prediction value for a variable attribute of a set of one or more objects by executing a predictive model, wherein the predictive model comprises a set of features for the set of objects; evaluating the prediction error of the predictive model based on said first generated prediction value; generating one or more additional features, from a set of unstructured data associated with the set of objects, upon a determination that the prediction error exceeds a predetermined threshold; incorporating the one or more additional features into the predictive model, thereby generating an updated predictive model; generating a second prediction value for the variable attribute of the set of objects by executing the updated predictive model; evaluating the prediction error of the updated predictive model based on said second generated prediction value; and outputting the second generated prediction value to at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold. 19. The system of claim 18, wherein the at least one processor is further configured for: generating an additional set of features, from the set of unstructured data associated with the set of objects, upon a determination that the prediction error of the updated predictive model exceeds a predetermined threshold; incorporating the additional set of features into the updated predictive model, thereby generating a further-updated predictive model; generating a third prediction value for the variable attribute of the set of objects by executing the further-updated predictive model; evaluating the prediction error of the further-updated predictive model based on said third generated prediction value; and outputting the third generated prediction value to at least one user upon a determination that the prediction error of the further-updated predictive model is below the predetermined threshold. 20. The system of claim 18, wherein the at least one processor is further configured for: outputting (i) the features of the updated predictive model and/or (ii) one or more items of explanatory data pertaining to the updated predictive model to the at least one user upon a determination that the prediction error of the updated predictive model is below the predetermined threshold.