1. A method comprising: collecting usage data that indicates how frequently users interact with annotations for entities that are referenced in documents that are presented to the users; based at least in part on the usage data, generating weights for features that are associated with the entities that are referenced in the documents; wherein a particular weight of a particular feature is based at least in part on how frequently users interact with annotations of entities having the particular feature; identifying a set of identified entities within a document; determining a ranking for the identified entities that belong to said set of identified entities based, at least in part, on (a) feature scores for each of the identified entities, wherein the feature scores correspond to features associated with the identified entities, wherein the particular feature is associated with at least one of the identified entities; and (b) weights, including the particular weight, for the features that are associated with the identified entities; based at least in part on the ranking, automatically selecting a subset of the identified entities for annotation, wherein the subset includes fewer than all of the identified entities; automatically generating an annotated version of the document by, for each entity in the subset, adding to the document a control for displaying additional information about the entity, wherein the additional information about the entity and the control associated with the entity were not in the document before the step of automatically generating the annotated version of the document; wherein at least the steps of generating the weights, determining the ranking, automatically selecting the subset, and automatically generating the annotated version are performed by one or more computing devices.