Search

In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions, we introduce Self-Calibrating Conformal Prediction, a method that combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions. To achieve this, we extend the original Venn-Abers procedure from binary classification to regression. Our theoretical framework supports analyzing conformal prediction methods that involve calibrating model predictions and subsequently constructing conditionally valid prediction intervals on the same data, where the conditioning set or conformity scores may depend on the calibrated predictions. Real-data experiments show that our method improves interval efficiency through model calibration and offers a practical alternative to feature-conditional validity., Comment: Accepted to Neurips 2024. Preprint previously titled Self-Consistent Conformal Prediction. https://openreview.net/forum?id=BJ6HkT7qIk&referrer=%5BAuthor%20Console%5D(%2Fgroup%3Fid%3DNeurIPS.cc%2F2024%2FConference%2FAuthors%23your-submissions)

Devising domain- and model-agnostic evaluation metrics for generative models is an important and as yet unresolved problem. Most existing metrics, which were tailored solely to the image synthesis setup, exhibit a limited capacity for diagnosing the different modes of failure of generative models across broader application domains. In this paper, we introduce a 3-dimensional evaluation metric, ($\alpha$-Precision, $\beta$-Recall, Authenticity), that characterizes the fidelity, diversity and generalization performance of any generative model in a domain-agnostic fashion. Our metric unifies statistical divergence measures with precision-recall analysis, enabling sample- and distribution-level diagnoses of model fidelity and diversity. We introduce generalization as an additional, independent dimension (to the fidelity-diversity trade-off) that quantifies the extent to which a model copies training data -- a crucial performance indicator when modeling sensitive data with requirements on privacy. The three metric components correspond to (interpretable) probabilistic quantities, and are estimated via sample-level binary classification. The sample-level nature of our metric inspires a novel use case which we call model auditing, wherein we judge the quality of individual samples generated by a (black-box) model, discarding low-quality samples and hence improving the overall model performance in a post-hoc manner.

Organ transplantation is often the last resort for treating end-stage illness, but the probability of a successful transplantation depends greatly on compatibility between donors and recipients. Current medical practice relies on coarse rules for donor-recipient matching, but is short of domain knowledge regarding the complex factors underlying organ compatibility. In this paper, we formulate the problem of learning data-driven rules for organ matching using observational data for organ allocations and transplant outcomes. This problem departs from the standard supervised learning setup in that it involves matching the two feature spaces (i.e., donors and recipients), and requires estimating transplant outcomes under counterfactual matches not observed in the data. To address these problems, we propose a model based on representation learning to predict donor-recipient compatibility; our model learns representations that cluster donor features, and applies donor-invariant transformations to recipient features to predict outcomes for a given donor-recipient feature instance. Experiments on semi-synthetic and real-world datasets show that our model outperforms state-of-art allocation methods and policies executed by human experts., Comment: Accepted to AISTATS 2021

We aim to construct a class of learning algorithms that are of practical value to applied researchers in fields such as biostatistics, epidemiology and econometrics, where the need to learn from incompletely observed information is ubiquitous. We propose a new framework for statistical machine learning of target functions arising as identifiable functionals from statistical models, which we call `IF-learning' due to its reliance on influence functions (IFs). This framework is problem- and model-agnostic and can be used to estimate a broad variety of target parameters of interest in applied statistics: we can consider any target function for which an IF of a population-averaged version exists in analytic form. Throughout, we put particular focus on so-called coarsening at random/doubly robust problems with partially unobserved information. This includes problems such as treatment effect estimation and inference in the presence of missing outcome data. Within this framework, we propose two general learning algorithms that build on the idea of nonparametric plug-in bias removal via IFs: the 'IF-learner' which uses pseudo-outcomes motivated by uncentered IFs for regression in large samples and outputs entire target functions without confidence bands, and the 'Group-IF-learner', which outputs only approximations to a function but can give confidence estimates if sufficient information on coarsening mechanisms is available. We apply both in a simulation study on inferring treatment effects.

The coronavirus disease 2019 (COVID-19) global pandemic poses the threat of overwhelming healthcare systems with unprecedented demands for intensive care resources. Managing these demands cannot be effectively conducted without a nationwide collective effort that relies on data to forecast hospital demands on the national, regional, hospital and individual levels. To this end, we developed the COVID-19 Capacity Planning and Analysis System (CPAS) - a machine learning-based system for hospital resource planning that we have successfully deployed at individual hospitals and across regions in the UK in coordination with NHS Digital. In this paper, we discuss the main challenges of deploying a machine learning-based decision support system at national scale, and explain how CPAS addresses these challenges by (1) defining the appropriate learning problem, (2) combining bottom-up and top-down analytical approaches, (3) using state-of-the-art machine learning algorithms, (4) integrating heterogeneous data sources, and (5) presenting the result with an interactive and transparent interface. CPAS is one of the first machine learning-based systems to be deployed in hospitals on a national scale to address the COVID-19 pandemic - we conclude the paper with a summary of the lessons learned from this experience.

Deep learning models achieve high predictive accuracy across a broad spectrum of tasks, but rigorously quantifying their predictive uncertainty remains challenging. Usable estimates of predictive uncertainty should (1) cover the true prediction targets with high probability, and (2) discriminate between high- and low-confidence prediction instances. Existing methods for uncertainty quantification are based predominantly on Bayesian neural networks; these may fall short of (1) and (2) -- i.e., Bayesian credible intervals do not guarantee frequentist coverage, and approximate posterior inference undermines discriminative accuracy. In this paper, we develop the discriminative jackknife (DJ), a frequentist procedure that utilizes influence functions of a model's loss functional to construct a jackknife (or leave-one-out) estimator of predictive confidence intervals. The DJ satisfies (1) and (2), is applicable to a wide range of deep learning models, is easy to implement, and can be applied in a post-hoc fashion without interfering with model training or compromising its accuracy. Experiments demonstrate that DJ performs competitively compared to existing Bayesian and non-Bayesian regression baselines.

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is crucial in high-stakes applications that involve critical decision-making. Bayesian neural networks (BNNs) aim at solving this problem by placing a prior distribution over the network's parameters, thereby inducing a posterior distribution that encapsulates predictive uncertainty. While existing variants of BNNs based on Monte Carlo dropout produce reliable (albeit approximate) uncertainty estimates over in-distribution data, they tend to exhibit over-confidence in predictions made on target data whose feature distribution differs from the training data, i.e., the covariate shift setup. In this paper, we develop an approximate Bayesian inference scheme based on posterior regularisation, wherein unlabelled target data are used as "pseudo-labels" of model confidence that are used to regularise the model's loss on labelled source data. We show that this approach significantly improves the accuracy of uncertainty quantification on covariate-shifted data sets, with minimal modification to the underlying model architecture. We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.

Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty. Existing approaches for uncertainty quantification in RNNs are based predominantly on Bayesian methods; these are computationally prohibitive, and require major alterations to the RNN architecture and training. Capitalizing on ideas from classical jackknife resampling, we develop a frequentist alternative that: (a) does not interfere with model training or compromise its accuracy, (b) applies to any RNN architecture, and (c) provides theoretical coverage guarantees on the estimated uncertainty intervals. Our method derives predictive uncertainty from the variability of the (jackknife) sampling distribution of the RNN outputs, which is estimated by repeatedly deleting blocks of (temporally-correlated) training data, and collecting the predictions of the RNN re-trained on the remaining data. To avoid exhaustive re-training, we utilize influence functions to estimate the effect of removing training data blocks on the learned RNN parameters. Using data from a critical care setting, we demonstrate the utility of uncertainty quantification in sequential decision-making.

Identifying when to give treatments to patients and how to select among multiple treatments over time are important medical problems with a few existing solutions. In this paper, we introduce the Counterfactual Recurrent Network (CRN), a novel sequence-to-sequence model that leverages the increasingly available patient observational data to estimate treatment effects over time and answer such medical questions. To handle the bias from time-varying confounders, covariates affecting the treatment assignment policy in the observational data, CRN uses domain adversarial training to build balancing representations of the patient history. At each timestep, CRN constructs a treatment invariant representation which removes the association between patient history and treatment assignments and thus can be reliably used for making counterfactual predictions. On a simulated model of tumour growth, with varying degree of time-dependent confounding, we show how our model achieves lower error in estimating counterfactuals and in choosing the correct treatment and timing of treatment than current state-of-the-art methods.

Comorbid diseases co-occur and progress via complex temporal patterns that vary among individuals. In electronic health records we can observe the different diseases a patient has, but can only infer the temporal relationship between each co-morbid condition. Learning such temporal patterns from event data is crucial for understanding disease pathology and predicting prognoses. To this end, we develop deep diffusion processes (DDP) to model "dynamic comorbidity networks", i.e., the temporal relationships between comorbid disease onsets expressed through a dynamic graph. A DDP comprises events modelled as a multi-dimensional point process, with an intensity function parameterized by the edges of a dynamic weighted graph. The graph structure is modulated by a neural network that maps patient history to edge weights, enabling rich temporal representations for disease trajectories. The DDP parameters decouple into clinically meaningful components, which enables serving the dual purpose of accurate risk prediction and intelligible representation of disease pathology. We illustrate these features in experiments using cancer registry data.

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian optimization (BO) algorithm designed to solve the problem of model selection for datasets arriving and evolving over time. To be suitable for "lifelong" Bayesian Optimization, an algorithm needs to scale with the ever increasing number of acquisitions and should be able to leverage past optimizations in learning the current best model. We cast the problem of model selection as a black-box function optimization problem. In LBO, we exploit the correlation between functions by using components of previously learned functions to speed up the learning process for newly arriving datasets. Experiments on real and synthetic data show that LBO outperforms standard BO algorithms applied repeatedly on the data., Comment: 17 pages, 8 figures

The estimation of treatment effects is a pervasive problem in medicine. Existing methods for estimating treatment effects from longitudinal observational data assume that there are no hidden confounders, an assumption that is not testable in practice and, if it does not hold, leads to biased estimates. In this paper, we develop the Time Series Deconfounder, a method that leverages the assignment of multiple treatments over time to enable the estimation of treatment effects in the presence of multi-cause hidden confounders. The Time Series Deconfounder uses a novel recurrent neural network architecture with multitask output to build a factor model over time and infer latent variables that render the assigned treatments conditionally independent; then, it performs causal inference using these latent variables that act as substitutes for the multi-cause unobserved confounders. We provide a theoretical analysis for obtaining unbiased causal effects of time-varying exposures using the Time Series Deconfounder. Using both simulated and real data we show the effectiveness of our method in deconfounding the estimation of treatment responses over time.

Disease progression models are instrumental in predicting individual-level health trajectories and understanding disease dynamics. Existing models are capable of providing either accurate predictions of patients prognoses or clinically interpretable representations of disease pathophysiology, but not both. In this paper, we develop the phased attentive state space (PASS) model of disease progression, a deep probabilistic model that captures complex representations for disease progression while maintaining clinical interpretability. Unlike Markovian state space models which assume memoryless dynamics, PASS uses an attention mechanism to induce "memoryful" state transitions, whereby repeatedly updated attention weights are used to focus on past state realizations that best predict future states. This gives rise to complex, non-stationary state dynamics that remain interpretable through the generated attention weights, which designate the relationships between the realized state variables for individual patients. PASS uses phased LSTM units (with time gates controlled by parametrized oscillations) to generate the attention weights in continuous time, which enables handling irregularly-sampled and potentially missing medical observations. Experiments on data from a realworld cohort of patients show that PASS successfully balances the tradeoff between accuracy and interpretability: it demonstrates superior predictive accuracy and learns insightful individual-level representations of disease progression.

Clinical prognostic models derived from largescale healthcare data can inform critical diagnostic and therapeutic decisions. To enable off-theshelf usage of machine learning (ML) in prognostic research, we developed AUTOPROGNOSIS: a system for automating the design of predictive modeling pipelines tailored for clinical prognosis. AUTOPROGNOSIS optimizes ensembles of pipeline configurations efficiently using a novel batched Bayesian optimization (BO) algorithm that learns a low-dimensional decomposition of the pipelines high-dimensional hyperparameter space in concurrence with the BO procedure. This is achieved by modeling the pipelines performances as a black-box function with a Gaussian process prior, and modeling the similarities between the pipelines baseline algorithms via a sparse additive kernel with a Dirichlet prior. Meta-learning is used to warmstart BO with external data from similar patient cohorts by calibrating the priors using an algorithm that mimics the empirical Bayes method. The system automatically explains its predictions by presenting the clinicians with logical association rules that link patients features to predicted risk strata. We demonstrate the utility of AUTOPROGNOSIS using 10 major patient cohorts representing various aspects of cardiovascular patient care.

We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online advertising. Within the Neyman Rubin potential outcomes model, we use the Kullback Leibler (KL) divergence between the estimated and true distributions as a measure of accuracy of the estimate, and we define the information rate of the Bayesian causal inference procedure as the (asymptotic equivalence class of the) expected value of the KL divergence between the estimated and true distributions as a function of the number of samples. Using Fano method, we establish a fundamental limit on the information rate that can be achieved by any Bayesian estimator, and show that this fundamental limit is independent of the selection bias in the observational data. We characterize the Bayesian priors on the potential (factual and counterfactual) outcomes that achieve the optimal information rate. As a consequence, we show that a particular class of priors that have been widely used in the causal inference literature cannot achieve the optimal information rate. On the other hand, a broader class of priors can achieve the optimal information rate. We go on to propose a prior adaptation procedure (which we call the information based empirical Bayes procedure) that optimizes the Bayesian prior by maximizing an information theoretic criterion on the recovered causal effects rather than maximizing the marginal likelihood of the observed (factual) data. Building on our analysis, we construct an information optimal Bayesian causal inference algorithm.

We propose a novel approach for inferring the individualized causal effects of a treatment (intervention) from observational data. Our approach conceptualizes causal inference as a multitask learning problem; we model a subject's potential outcomes using a deep multitask network with a set of shared layers among the factual and counterfactual outcomes, and a set of outcome-specific layers. The impact of selection bias in the observational data is alleviated via a propensity-dropout regularization scheme, in which the network is thinned for every training example via a dropout probability that depends on the associated propensity score. The network is trained in alternating phases, where in each phase we use the training examples of one of the two potential outcomes (treated and control populations) to update the weights of the shared layers and the respective outcome-specific layers. Experiments conducted on data based on a real-world observational study show that our algorithm outperforms the state-of-the-art.

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a versatile probabilistic model that is capable of capturing the modern electronic health record (EHR) data. Unlike exist- ing models, an HASMM accommodates irregularly sampled, temporally correlated, and informatively censored physiological data, and can describe non-stationary clinical state transitions. Learning an HASMM from the EHR data is achieved via a novel forward- filtering backward-sampling Monte-Carlo EM algorithm that exploits the knowledge of the end-point clinical outcomes (informative censoring) in the EHR data, and implements the E-step by sequentially sampling the patients' clinical states in the reverse-time direction while conditioning on the future states. Real-time inferences are drawn via a forward- filtering algorithm that operates on a virtually constructed discrete-time embedded Markov chain that mirrors the patient's continuous-time state trajectory. We demonstrate the di- agnostic and prognostic utility of the HASMM in a critical care prognosis setting using a real-world dataset for patients admitted to the Ronald Reagan UCLA Medical Center.

Critically ill patients in regular wards are vulnerable to unanticipated clinical dete- rioration which requires timely transfer to the intensive care unit (ICU). To allow for risk scoring and patient monitoring in such a setting, we develop a novel Semi- Markov Switching Linear Gaussian Model (SSLGM) for the inpatients' physiol- ogy. The model captures the patients' latent clinical states and their corresponding observable lab tests and vital signs. We present an efficient unsupervised learn- ing algorithm that capitalizes on the informatively censored data in the electronic health records (EHR) to learn the parameters of the SSLGM; the learned model is then used to assess the new inpatients' risk for clinical deterioration in an online fashion, allowing for timely ICU admission. Experiments conducted on a het- erogeneous cohort of 6,094 patients admitted to a large academic medical center show that the proposed model significantly outperforms the currently deployed risk scores such as Rothman index, MEWS, SOFA and APACHE.

We develop a personalized real time risk scoring algorithm that provides timely and granular assessments for the clinical acuity of ward patients based on their (temporal) lab tests and vital signs. Heterogeneity of the patients population is captured via a hierarchical latent class model. The proposed algorithm aims to discover the number of latent classes in the patients population, and train a mixture of Gaussian Process (GP) experts, where each expert models the physiological data streams associated with a specific class. Self-taught transfer learning is used to transfer the knowledge of latent classes learned from the domain of clinically stable patients to the domain of clinically deteriorating patients. For new patients, the posterior beliefs of all GP experts about the patient's clinical status given her physiological data stream are computed, and a personalized risk score is evaluated as a weighted average of those beliefs, where the weights are learned from the patient's hospital admission information. Experiments on a heterogeneous cohort of 6,313 patients admitted to Ronald Regan UCLA medical center show that our risk score outperforms the currently deployed risk scores, such as MEWS and Rothman scores.