Consistent Estimators for Learning to Defer to an Expert

Learning algorithms are often used in conjunction with expert decision makers in practical scenarios, however this fact is largely ignored when designing these algorithms. In this paper we explore how to learn predictors that can either predict or choose to defer the decision to a downstream expert. Given only samples of the expert's decisions, we give a procedure based on learning a classifier and a rejector and analyze it theoretically. Our approach is based on a novel reduction to cost sensitive learning where we give a consistent surrogate loss for cost sensitive learning that generalizes the cross entropy loss. We show the effectiveness of our approach on a variety of experimental tasks.

Treatment Policy Learning in Multiobjective Settings with Fully Observed Outcomes

In several medical decision-making problems, such as antibiotic prescription, laboratory testing can provide precise indications for how a patient will respond to different treatment options. This enables us to "fully observe" all potential treatment outcomes, but while present in historical data, these results are infeasible to produce in real-time at the point of the initial treatment decision. Moreover, treatment policies in these settings often need to trade off between multiple competing objectives, such as effectiveness of treatment and harmful side effects. We present, compare, and evaluate three approaches for learning individualized treatment policies in this setting: First, we consider two indirect approaches, which use predictive models of treatment response to construct policies optimal for different trade-offs between objectives. Second, we consider a direct approach that constructs such a set of policies without any intermediate models of outcomes. Using a medical dataset of Urinary Tract Infection (UTI) patients, we show that all approaches are able to find policies that achieve strictly better performance on all outcomes than clinicians, while also trading off between different objectives as desired. We demonstrate additional benefits of the direct approach, including flexibly incorporating other goals such as deferral to physicians on simple cases.

Knowledge Base Completion for Constructing Problem-Oriented Medical Records

Both electronic health records and personal health records are typically organized by data type, with medical problems, medications, procedures, and laboratory results chronologically sorted in separate areas of the chart. As a result, it can be difficult to find all of the relevant information for answering a clinical question about a given medical problem. A promising alternative is to instead organize by problems, with related medications, procedures, and other pertinent information all grouped together. A recent effort by Buchanan (2017) manually defined, through expert consensus, 11 medical problems and the relevant labs and medications for each. We show how to use machine learning on electronic health records to instead automatically construct these problem-based groupings of relevant medications, procedures, and laboratory tests. We formulate the learning task as one of knowledge base completion, and annotate a dataset that expands the set of problems from 11 to 32. We develop a model architecture that exploits both pre-trained concept embeddings and usage data relating the concepts contained in a longitudinal dataset from a large health system. We evaluate our algorithms' ability to suggest relevant medications, procedures, and lab tests, and find that the approach provides feasible suggestions even for problems that are hidden during training.

Generalization Bounds and Representation Learning for Estimation of Potential Outcomes and Causal Effects

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic record keeping has brought attention to the problem of evaluating decisions based on non-experimental observational data. This is the setting of this work. In particular, we study estimation of individual-level causal effects, such as a single patient's response to alternative medication, from recorded contexts, decisions and outcomes. We give generalization bounds on the error in estimated effects based on distance measures between groups receiving different treatments, allowing for sample re-weighting. We provide conditions under which our bound is tight and show how it relates to results for unsupervised domain adaptation. Led by our theoretical results, we devise representation learning algorithms that minimize our bound, by regularizing the representation's induced treatment group distance, and encourage sharing of information between treatment groups. We extend these algorithms to simultaneously learn a weighted representation to further reduce treatment group distances. Finally, an experimental evaluation on real and synthetic data shows the value of our proposed representation architecture and regularization scheme.

Estimation of Utility-Maximizing Bounds on Potential Outcomes

Estimation of individual treatment effects is often used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, in many real-world applications it is sufficient for the decision maker to have upper and lower bounds on the potential outcomes of decision alternatives, allowing them to evaluate the trade-off between benefit and risk. With this in mind, we develop an algorithm for directly learning upper and lower bounds on the potential outcomes under treatment and non-treatment. Our theoretical analysis highlights a trade-off between the complexity of the learning task and the confidence with which the resulting bounds cover the true potential outcomes; the more confident we wish to be, the more complex the learning task is. We suggest a novel algorithm that maximizes a utility function while maintaining valid potential outcome bounds. We illustrate different properties of our algorithm, and highlight how it can be used to guide decision making using two semi-simulated datasets.

Open Set Medical Diagnosis

Machine-learned diagnosis models have shown promise as medical aides but are trained under a closed-set assumption, i.e. that models will only encounter conditions on which they have been trained. However, it is practically infeasible to obtain sufficient training data for every human condition, and once deployed such models will invariably face previously unseen conditions. We frame machine-learned diagnosis as an open-set learning problem, and study how state-of-the-art approaches compare. Further, we extend our study to a setting where training data is distributed across several healthcare sites that do not allow data pooling, and experiment with different strategies of building open-set diagnostic ensembles. Across both settings, we observe consistent gains from explicitly modeling unseen conditions, but find the optimal training strategy to vary across settings.

Robustly Extracting Medical Knowledge from EHRs: A Case Study of Learning a Health Knowledge Graph

Increasingly large electronic health records (EHRs) provide an opportunity to algorithmically learn medical knowledge. In one prominent example, a causal health knowledge graph could learn relationships between diseases and symptoms and then serve as a diagnostic tool to be refined with additional clinical input. Prior research has demonstrated the ability to construct such a graph from over 270,000 emergency department patient visits. In this work, we describe methods to evaluate a health knowledge graph for robustness. Moving beyond precision and recall, we analyze for which diseases and for which patients the graph is most accurate. We identify sample size and unmeasured confounders as major sources of error in the health knowledge graph. We introduce a method to leverage non-linear functions in building the causal graph to better understand existing model assumptions. Finally, to assess model generalizability, we extend to a larger set of complete patient visits within a hospital system. We conclude with a discussion on how to robustly extract medical knowledge from EHRs.

Characterization of Overlap in Observational Studies

Overlap between treatment groups is required for nonparametric estimation of causal effects. If a subgroup of subjects always receives (or never receives) a given intervention, we cannot estimate the effect of intervention changes on that subgroup without further assumptions. When overlap does not hold globally, characterizing local regions of overlap can inform the relevance of any causal conclusions for new subjects, and can help guide additional data collection. To have impact, these descriptions must be interpretable for downstream users who are not machine learning experts, such as clinicians. We formalize overlap estimation as a problem of finding minimum volume sets and give a method to solve it by reduction to binary classification with Boolean rules. We also generalize our method to estimate overlap in off-policy policy evaluation. Using data from real-world applications, we demonstrate that these rules have comparable accuracy to black-box estimators while maintaining a simple description. In one case study, we perform a user study with clinicians to evaluate rules learned to describe treatment group overlap in post-surgical opioid prescriptions. In another, we estimate overlap in policy evaluation of antibiotic prescription for urinary tract infections.

Benefits of Overparameterization in Single-Layer Latent Variable Generative Models

One of the most surprising and exciting discoveries in supervising learning was the benefit of overparametrization (i.e. training a very large model) to improving the optimization landscape of a problem, with minimal effect on statistical performance (i.e. generalization). In contrast, unsupervised settings have been under-explored, despite the fact that it has been observed that overparameterization can be helpful as early as Dasgupta & Schulman (2007). In this paper, we perform an exhaustive study of different aspects of overparameterization in unsupervised learning via synthetic and semi-synthetic experiments. We discuss benefits to different metrics of success (held-out log-likelihood, recovering the parameters of the ground-truth model), sensitivity to variations of the training algorithm, and behavior as the amount of overparameterization increases. We find that, when learning using methods such as variational inference, larger models can significantly increase the number of ground truth latent variables recovered.

Counterfactual Off-Policy Evaluation with Gumbel-Max Structural Causal Models

We introduce an off-policy evaluation procedure for highlighting episodes where applying a reinforcement learned (RL) policy is likely to have produced a substantially different outcome than the observed policy. In particular, we introduce a class of structural causal models (SCMs) for generating counterfactual trajectories in finite partially observable Markov Decision Processes (POMDPs). We see this as a useful procedure for off-policy "debugging" in high-risk settings (e.g., healthcare); by decomposing the expected difference in reward between the RL and observed policy into specific episodes, we can identify episodes where the counterfactual difference in reward is most dramatic. This in turn can be used to facilitate review of specific episodes by domain experts. We demonstrate the utility of this procedure with a synthetic environment of sepsis management.