We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature. Our main idea is to model the conditional mean of clinical outcome or the decision rule via additive regression trees, and use the boosting technique to estimate each single tree iteratively. Our approaches overcome the challenge of correct model specification, which is required in current parametric methods. The major contribution of our proposed algorithms is providing efficient and accurate estimation of the highly nonlinear and complex optimal individualized treatment rules that often arise in practice. Finally, we illustrate the superior performance of our algorithms by extensive simulation studies and conclude with an application to the real data from a diabetes Phase III trial.
We study the problem of estimating the continuous response over time to interventions using observational time series---a retrospective dataset where the policy by which the data are generated is unknown to the learner. We are motivated by applications where response varies by individuals and therefore, estimating responses at the individual-level is valuable for personalizing decision-making. We refer to this as the problem of estimating individualized treatment response (ITR) curves. In statistics, G-computation formula (Robins, 1986) has been commonly used for estimating treatment responses…
University of North Carolina（北卡罗来纳大学）；University of Southern California（南加利福尼亚大学）；University of Texas at Austin（得克萨斯大学奥斯汀分校）
The field of precision medicine aims to tailor treatment based on patient-specific factors in a reproducible way. To this end, estimating an optimal individualized treatment regime (ITR) that recommends treatment decisions based on patient characteristics to maximize the mean of a pre-specified outcome is of particular interest. Several methods have been proposed for estimating an optimal ITR from clinical trial data in the parallel group setting where each subject is randomized to a single intervention. However, little work has been done in the area of estimating the optimal ITR from crossove…
Assessing heterogeneous treatment effects has become a growing interest in advancing precision medicine. Individualized treatment effects (ITE) play a critical role in such an endeavor. Concerning experimental data collected from randomized trials, we put forward a method, termed random forests of interaction trees (RFIT), for estimating ITE on the basis of interaction trees (Su et al., 2009). To this end, we first propose a smooth sigmoid surrogate (SSS) method, as an alternative to greedy search, to speed up tree construction. RFIT outperforms the traditional `separate regression' approach i…
Estimating treatment effects, especially individualized treatment effects (ITE), using observational data is challenging due to the complex situations of confounding bias. Existing approaches for estimating treatment effects from longitudinal observational data are usually built upon a strong assumption of "unconfoundedness", which is hard to fulfill in real-world practice. In this paper, we propose the Variational Temporal Deconfounder (VTD), an approach that leverages deep variational embeddings in the longitudinal setting using proxies (i.e., surrogate variables that serve for unobservable …
Interpreting predictions from tree ensemble methods such as gradient boosting machines and random forests is important, yet feature attribution for trees is often heuristic and not individualized for each prediction. Here we show that popular feature attribution methods are inconsistent, meaning they can lower a feature's assigned importance when the true impact of that feature actually increases. This is a fundamental problem that casts doubt on any comparison between features. To address it we turn to recent applications of game theory and develop fast exact tree solutions for SHAP (SHapley …
The George Washington University（乔治华盛顿大学）；University of California, Irvine（加州大学欧文分校）
Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in observational studies. Motivated by the recent proposed proximal causal inference, we develop several proximal learning approaches to estimating optimal individualized treatment regimes (ITRs) in the presence of unmeasured confounding. In particular, we establish several identification results for different classes of ITRs, exhibiting the trade-off between the ri…
University of Cambridge（剑桥大学）；The Alan Turing Institute（艾伦图灵研究所）；UCLA（加利福尼亚大学洛杉矶分校）
The choice of making an intervention depends on its potential benefit or harm in comparison to alternatives. Estimating the likely outcome of alternatives from observational data is a challenging problem as all outcomes are never observed, and selection bias precludes the direct comparison of differently intervened groups. Despite their empirical success, we show that algorithms that learn domain-invariant representations of inputs (on which to make predictions) are often inappropriate, and develop generalization bounds that demonstrate the dependence on domain overlap and highlight the need f…
Learning Optimal Distributionally Robust Individualized Treatment Rules Integrating Multi-Source Data
Department of Applied Mathematics, The Hong Kong Polytechnic University（应用数学系，香港理工大学）；Department of Biostatistics, City University of Hong Kong（生物统计学系，香港城市大学）
The George Washington University（乔治华盛顿大学）；University of Southern California（南加利福尼亚大学）；University of North Carolina（北卡罗来纳大学）
Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patients to different treatments. In the existing literature of precision medicine, an optimal IDR is defined as a decision function mapping from the patients' covariate space into the treatment space that maximizes the expected outcome of each individual. Motivated by the concept of Optimized Certainty Equivalent (OCE) introduced originally in \cite{ben1986expected} that includes the popular conditional-value-of risk (CVaR…
The Graduate University for Advanced Studies（综合研究大学院大学）；The Institute of Statistical Mathematics（统计数学研究所）
As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent variable to model a prognostic score which is widely used in biostatistics and sufficient for TEs; i.e., we build a generative prognostic model. We prove that the latent variable recovers a prognostic score, and the model identifies individualized treatment effects. The model is then learned as β-Intact-VAE--a new type of variational autoencoder (VAE). We deriv…
University of Wisconsin–Madison（威斯康星大学麦迪逊分校）；University of Minnesota（明尼苏达大学）
Medical treatments tailored to a patient's baseline characteristics hold the potential of improving patient outcomes while reducing negative side effects. Learning individualized treatment rules (ITRs) often requires aggregation of multiple datasets(sites); however, current ITR methodology does not take between-site heterogeneity into account, which can hurt model generalizability when deploying back to each site. To address this problem, we develop a method for individual-level meta-analysis of ITRs, which jointly learns site-specific ITRs while borrowing information about feature sign-cohere…
Optimal Transport Learning: Balancing Value Optimization and Fairness in Individualized Treatment Rules
Department of Applied Mathematics, The Hong Kong Polytechnic University（应用数学系，香港理工大学）；Department of Biostatistics, City University of Hong Kong（生物统计学系，香港城市大学）；Department of Mathematics and Statistics, Xi’an Jiaotong University（数学与统计学系，西安交通大学）
An individualized dose rule recommends a dose level within a continuous safe dose range based on patient level information such as physical conditions, genetic factors and medication histories. Traditionally, personalized dose finding process requires repeating clinical visits of the patient and frequent adjustments of the dosage. Thus the patient is constantly exposed to the risk of underdosing and overdosing during the process. Statistical methods for finding an optimal individualized dose rule can lower the costs and risks for patients. In this article, we propose a kernel assisted learning…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $θ$ in an individualized linear threshold $θ^T Z$ for a continuous variable $X$, which minimizes the disagreement between $\text{sign}(X-θ^TZ)$ and a binary response $Y$. While the problem can be formulated into the M-estimation framework, minimizing the corresponding empirical risk function is computationally intractable due to discontinuity of the sign function. Moreover, estimating $θ$ even in the fixed-dimensional setting is known as a nonregular problem leading to nonstandard asymptotic theo…
Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If decisions are to be made based on such results it is important to have some notion of their veracity. Contrast trees represent a new approach for assessing the accuracy of many types of machine learning estimates that are not amenable to standard (cross) validation methods. In situations where inaccuracies are detected boosted contrast trees can often improve perfor…
An individualized treatment regime (ITR) is a decision rule that assigns treatments based on patients' characteristics. The value function of an ITR is the expected outcome in a counterfactual world had this ITR been implemented. Recently, there has been increasing interest in combining heterogeneous data sources, such as leveraging the complementary features of randomized controlled trial (RCT) data and a large observational study (OS). Usually, a covariate shift exists between the source and target population, rendering the source-optimal ITR unnecessarily optimal for the target population. …
Counterfactual Survival Q-learning via Buckley-James Boosting, with Applications to ACTG 175 and CALGB 8923
Division of Biostatistics, The Ohio State University（俄亥俄州立大学生物统计学系）；Division of Science and Mathematics, University of Minnesota-Morris（明尼苏达州莫里斯大学科学与数学系）
University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）；North Carolina State University（北卡罗来纳州立大学）
The complexity of human cancer often results in significant heterogeneity in response to treatment. Precision medicine offers potential to improve patient outcomes by leveraging this heterogeneity. Individualized treatment rules (ITRs) formalize precision medicine as maps from the patient covariate space into the space of allowable treatments. The optimal ITR is that which maximizes the mean of a clinical outcome in a population of interest. Patient-derived xenograft (PDX) studies permit the evaluation of multiple treatments within a single tumor and thus are ideally suited for estimating opti…
Estimating individualized treatment effects (ITEs) from observational data is crucial for decision-making. In order to obtain unbiased ITE estimates, a common assumption is that all confounders are observed. However, in practice, it is unlikely that we observe these confounders directly. Instead, we often observe noisy measurements of true confounders, which can serve as valid proxies. In this paper, we address the problem of estimating ITE in the longitudinal setting where we observe noisy proxies instead of true confounders. To this end, we develop the Deconfounding Temporal Autoencoder, a n…
Gilead Sciences, Inc.（吉利德科学公司）；Fred Hutchinson Cancer Center（弗雷德·哈钦森癌症中心）；University of Washington（华盛顿大学）
Heterogeneous treatment effects (HTE) based on patients' genetic or clinical factors are of significant interest to precision medicine. Simultaneously modeling HTE and corresponding main effects for randomized clinical trials with high-dimensional predictive markers is challenging. Motivated by the modified covariates approach, we propose a two-stage statistical learning procedure for estimating HTE with optimal efficiency augmentation, generalizing to arbitrary interaction model and exploiting powerful extreme gradient boosting trees (XGBoost). Target estimands for HTE are defined in the scal…
The vision for precision medicine is to use individual patient characteristics to inform a personalized treatment plan that leads to the best healthcare possible for each patient. Mobile technologies have an important role to play in this vision as they offer a means to monitor a patient's health status in real-time and subsequently to deliver interventions if, when, and in the dose that they are needed. Dynamic treatment regimes formalize individualized treatment plans as sequences of decision rules, one per stage of clinical intervention, that map current patient information to a recommended…
Sejong University（世宗大学）；University of Cambridge（剑桥大学）；UCLA（加州大学洛杉矶分校）；University of Virginia（弗吉尼亚大学）；Yonsei University（延世大学）；The Alan Turing Institute（艾伦·图灵研究所）
Subgroup analysis of treatment effects plays an important role in applications from medicine to public policy to recommender systems. It allows physicians (for example) to identify groups of patients for whom a given drug or treatment is likely to be effective and groups of patients for which it is not. Most of the current methods of subgroup analysis begin with a particular algorithm for estimating individualized treatment effects (ITE) and identify subgroups by maximizing the difference across subgroups of the average treatment effect in each subgroup. These approaches have several weaknesse…
Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic gradient boosting procedure for estimating the hazard function nonparametrically. An illustrative implementation of the procedure using regression trees is described to show how to recover the unknown hazard. The generic estimator is consistent if the model is correctly specified; alternatively, an oracle inequality can be demonstrated for tree-based models. To av…
Department of Clinical Biostatistics, Graduate School of Medical and Dental Sciences, Institute of Science Tokyo（东京科学大学医学齿科研究生院临床生物统计学系）；Biostatistics Division, Center for Research Administration and Support, National Cancer Center（国立癌症中心研究管理与支持中心生物统计学部）；Department Multidisciplinary Sciences, Graduate School of Arts and Sciences, The University of Tokyo（东京大学艺术与科学研究生院多学科科学系）；Department of Epidemiology, National Institute of Infectious Diseases, Japan Institute for Health Security（日本健康安全研究所国立传染病研究所流行病学系）
