Search

Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action $a$ to take for a target unit after observing its covariates $\tilde{x}$ and predicted outcomes $\hat{p}(\tilde{y} \mid \tilde{x}, a)$. An example case is personalized medicine and the decision of which treatment to give to a patient. A common problem when learning these models from observational data is imbalance, that is, difference in treated/control covariate distributions, which is known to increase the upper bound of the expected ITE estimation error. We propose to assess the decision-making reliability by estimating the ITE model's Type S error rate, which is the probability of the model inferring the sign of the treatment effect wrong. Furthermore, we use the estimated reliability as a criterion for active learning, in order to collect new (possibly expensive) observations, instead of making a forced choice based on unreliable predictions. We demonstrate the effectiveness of this decision-making aware active learning in two decision-making tasks: in simulated data with binary outcomes and in a medical dataset with synthetic and continuous treatment outcomes., Comment: Published in Proceedings of the 36th International Conference on Machine Learning (ICML) 2019. 15 pages (10 paper + 5 supplementary), 7 figures

To use machine learning in high stakes applications (e.g. medicine), we need tools for building confidence in the system and evaluating whether it is reliable. Methods to improve model reliability often require new learning algorithms (e.g. using Bayesian inference to obtain uncertainty estimates). An alternative is to audit a model after it is trained. In this paper, we describe resampling uncertainty estimation (RUE), an algorithm to audit the pointwise reliability of predictions. Intuitively, RUE estimates the amount that a prediction would change if the model had been fit on different training data. The algorithm uses the gradient and Hessian of the model's loss function to create an ensemble of predictions. Experimentally, we show that RUE more effectively detects inaccurate predictions than existing tools for auditing reliability subsequent to training. We also show that RUE can create predictive distributions that are competitive with state-of-the-art methods like Monte Carlo dropout, probabilistic backpropagation, and deep ensembles, but does not depend on specific algorithms at train-time like these methods do., Comment: To appear in the proceedings of Artificial Intelligence and Statistics (AISTATS) 2019

Classical supervised learning produces unreliable models when training and target distributions differ, with most existing solutions requiring samples from the target domain. We propose a proactive approach which learns a relationship in the training domain that will generalize to the target domain by incorporating prior knowledge of aspects of the data generating process that are expected to differ as expressed in a causal selection diagram. Specifically, we remove variables generated by unstable mechanisms from the joint factorization to yield the Surgery Estimator---an interventional distribution that is invariant to the differences across environments. We prove that the surgery estimator finds stable relationships in strictly more scenarios than previous approaches which only consider conditional relationships, and demonstrate this in simulated experiments. We also evaluate on real world data for which the true causal diagram is unknown, performing competitively against entirely data-driven approaches., Comment: In Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics (AISTATS), 2019. Previously presented at the NeurIPS 2018 Causal Learning Workshop

This volume represents the accepted submissions from the Machine Learning for Health (ML4H) workshop at the conference on Neural Information Processing Systems (NeurIPS) 2018, held on December 8, 2018 in Montreal, Canada., Comment: Machine Learning for Health (ML4H) Workshop at NeurIPS 2018 arXiv:1811.07216

Time series data that are not measured at regular intervals are commonly discretized as a preprocessing step. For example, data about customer arrival times might be simplified by summing the number of arrivals within hourly intervals, which produces a discrete-time time series that is easier to model. In this abstract, we show that discretization introduces a bias that affects models trained for decision-making. We refer to this phenomenon as discretization bias, and show that we can avoid it by using continuous-time models instead., Comment: This is a standalone short paper describing a new type of bias that can arise when learning from time series data for sequential decision-making problems

Modern electronic health records (EHRs) provide data to answer clinically meaningful questions. The growing data in EHRs makes healthcare ripe for the use of machine learning. However, learning in a clinical setting presents unique challenges that complicate the use of common machine learning methodologies. For example, diseases in EHRs are poorly labeled, conditions can encompass multiple underlying endotypes, and healthy individuals are underrepresented. This article serves as a primer to illuminate these challenges and highlights opportunities for members of the machine learning community to contribute to healthcare., Comment: Updated version

Decision-makers are faced with the challenge of estimating what is likely to happen when they take an action. For instance, if I choose not to treat this patient, are they likely to die? Practitioners commonly use supervised learning algorithms to fit predictive models that help decision-makers reason about likely future outcomes, but we show that this approach is unreliable, and sometimes even dangerous. The key issue is that supervised learning algorithms are highly sensitive to the policy used to choose actions in the training data, which causes the model to capture relationships that do not generalize. We propose using a different learning objective that predicts counterfactuals instead of predicting outcomes under an existing action policy as in supervised learning. To support decision-making in temporal settings, we introduce the Counterfactual Gaussian Process (CGP) to predict the counterfactual future progression of continuous-time trajectories under sequences of future actions. We demonstrate the benefits of the CGP on two important decision-support tasks: risk prediction and "what if?" reasoning for individualized treatment planning., Comment: Published in the proceedings of Neural Information Processing Systems (NIPS) 2017

Medical researchers are coming to appreciate that many diseases are in fact complex, heterogeneous syndromes composed of subpopulations that express different variants of a related complication. Time series data extracted from individual electronic health records (EHR) offer an exciting new way to study subtle differences in the way these diseases progress over time. In this paper, we focus on answering two questions that can be asked using these databases of time series. First, we want to understand whether there are individuals with similar disease trajectories and whether there are a small number of degrees of freedom that account for differences in trajectories across the population. Second, we want to understand how important clinical outcomes are associated with disease trajectories. To answer these questions, we propose the Disease Trajectory Map (DTM), a novel probabilistic model that learns low-dimensional representations of sparse and irregularly sampled time series. We propose a stochastic variational inference algorithm for learning the DTM that allows the model to scale to large modern medical datasets. To demonstrate the DTM, we analyze data collected on patients with the complex autoimmune disease, scleroderma. We find that DTM learns meaningful representations of disease trajectories and that the representations are significantly associated with important clinical outcomes.

For many complex diseases, there is a wide variety of ways in which an individual can manifest the disease. The challenge of personalized medicine is to develop tools that can accurately predict the trajectory of an individual's disease, which can in turn enable clinicians to optimize treatments. We represent an individual's disease trajectory as a continuous-valued continuous-time function describing the severity of the disease over time. We propose a hierarchical latent variable model that individualizes predictions of disease trajectories. This model shares statistical strength across observations at different resolutions--the population, subpopulation and the individual level. We describe an algorithm for learning population and subpopulation parameters offline, and an online procedure for dynamically learning individual-specific parameters. Finally, we validate our model on the task of predicting the course of interstitial lung disease, a leading cause of death among patients with the autoimmune disease scleroderma. We compare our approach against state-of-the-art and demonstrate significant improvements in predictive accuracy., Comment: Appeared in Neural Information Processing Systems (NIPS) 2015