On Heterogeneous Treatment Effects in Heterogeneous Causal Graphs

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few studies have been conducted to investigate heterogeneous causal effects (HCEs) in graphical contexts due to the lack of statistical methods. To characterize this heterogeneity, we first conceptualize heterogeneous causal graphs (HCGs) by generalizing the causal graphical model with confounder-based interactions and multiple mediators. Such confounders with an interaction with the treatment are known as moderators. This allows us to flexibly produce HCGs given different moderators and explicitly characterize HCEs from the treatment or potential mediators on the outcome. We establish the theoretical forms of HCEs and derive their properties at the individual level in both linear and nonlinear models. An interactive structural learning is developed to estimate the complex HCGs and HCEs with confidence intervals provided. Our method is empirically justified by extensive simulations and its practical usefulness is illustrated by exploring causality among psychiatric disorders for trauma survivors.

Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies

Latent factor model estimation typically relies on either using domain knowledge to manually pick several observed covariates as factor proxies, or purely conducting multivariate analysis such as principal component analysis. However, the former approach may suffer from the bias while the latter can not incorporate additional information. We propose to bridge these two approaches while allowing the number of factor proxies to diverge, and hence make the latent factor model estimation robust, flexible, and statistically more accurate. As a bonus, the number of factors is also allowed to grow. At the heart of our method is a penalized reduced rank regression to combine information. To further deal with heavy-tailed data, a computationally attractive penalized robust reduced rank regression method is proposed. We establish faster rates of convergence compared with the benchmark. Extensive simulations and real examples are used to illustrate the advantages.

Deep Spectral Q-learning with Application to Mobile Health

Dynamic treatment regimes assign personalized treatments to patients sequentially over time based on their baseline information and time-varying covariates. In mobile health applications, these covariates are typically collected at different frequencies over a long time horizon. In this paper, we propose a deep spectral Q-learning algorithm, which integrates principal component analysis (PCA) with deep Q-learning to handle the mixed frequency data. In theory, we prove that the mean return under the estimated optimal policy converges to that under the optimal one and establish its rate of convergence. The usefulness of our proposal is further illustrated via simulations and an application to a diabetes dataset.

Heterogeneous Synthetic Learner for Panel Data

In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed observations and cannot handle the non-stationarity and temporal dependency in the common panel data setting. The treatment evaluators developed for panel data, on the other hand, typically ignore the individualized information. To fill the gap, in this paper, we initialize the study of HTE estimation in panel data. Under different assumptions for HTE identifiability, we propose the corresponding heterogeneous one-side and two-side synthetic learner, namely H1SL and H2SL, by leveraging the state-of-the-art HTE estimator for non-panel data and generalizing the synthetic control method that allows flexible data generating process. We establish the convergence rates of the proposed estimators. The superior performance of the proposed methods over existing ones is demonstrated by extensive numerical studies.

An Instrumental Variable Approach to Confounded Off-Policy Evaluation

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can confound the action-reward or action-next-state relationships, rendering many existing OPE approaches ineffective. This paper develops an instrumental variable (IV)-based method for consistent OPE in confounded Markov decision processes (MDPs). Similar to single-stage decision making, we show that IV enables us to correctly identify the target policy's value in infinite horizon settings as well. Furthermore, we propose an efficient and robust value estimator and illustrate its effectiveness through extensive simulations and analysis of real data from a world-leading short-video platform.

Quantile Off-Policy Evaluation via Deep Conditional Generative Learning

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare to technology industries. Most of the work in existing literature is focused on evaluating the mean outcome of a given policy, and ignores the variability of the outcome. However, in a variety of applications, criteria other than the mean may be more sensible. For example, when the reward distribution is skewed and asymmetric, quantile-based metrics are often preferred for their robustness. In this paper, we propose a doubly-robust inference procedure for quantile OPE in sequential decision making and study its asymptotic properties. In particular, we propose utilizing state-of-the-art deep conditional generative learning methods to handle parameter-dependent nuisance function estimation. We demonstrate the advantages of this proposed estimator through both simulations and a real-world dataset from a short-video platform. In particular, we find that our proposed estimator outperforms classical OPE estimators for the mean in settings with heavy-tailed reward distributions.

ResFed: Communication Efficient Federated Learning by Transmitting Deep Compressed Residuals

Federated learning enables cooperative training among massively distributed clients by sharing their learned local model parameters. However, with increasing model size, deploying federated learning requires a large communication bandwidth, which limits its deployment in wireless networks. To address this bottleneck, we introduce a residual-based federated learning framework (ResFed), where residuals rather than model parameters are transmitted in communication networks for training. In particular, we integrate two pairs of shared predictors for the model prediction in both server-to-client and client-to-server communication. By employing a common prediction rule, both locally and globally updated models are always fully recoverable in clients and the server. We highlight that the residuals only indicate the quasi-update of a model in a single inter-round, and hence contain more dense information and have a lower entropy than the model, comparing to model weights and gradients. Based on this property, we further conduct lossy compression of the residuals by sparsification and quantization and encode them for efficient communication. The experimental evaluation shows that our ResFed needs remarkably less communication costs and achieves better accuracy by leveraging less sensitive residuals, compared to standard federated learning. For instance, to train a 4.08 MB CNN model on CIFAR-10 with 10 clients under non-independent and identically distributed (Non-IID) setting, our approach achieves a compression ratio over 700X in each communication round with minimum impact on the accuracy. To reach an accuracy of 70%, it saves around 99% of the total communication volume from 587.61 Mb to 6.79 Mb in up-streaming and to 4.61 Mb in down-streaming on average for all clients.

Flying Trot Control Method for Quadruped Robot Based on Trajectory Planning

An intuitive control method for the flying trot, which combines offline trajectory planning with real-time balance control, is presented. The motion features of running animals in the vertical direction were analysed using the spring-load-inverted-pendulum (SLIP) model, and the foot trajectory of the robot was planned, so the robot could run similar to an animal capable of vertical flight, according to the given height and speed of the trunk. To improve the robustness of running, a posture control method based on a foot acceleration adjustment is proposed. A novel kinematic based CoM observation method and CoM regulation method is present to enhance the stability of locomotion. To reduce the impact force when the robot interacts with the environment, the virtual model control method is used in the control of the foot trajectory to achieve active compliance. By selecting the proper parameters for the virtual model, the oscillation motion of the virtual model and the planning motion of the support foot are synchronized to avoid the large disturbance caused by the oscillation motion of the virtual model in relation to the robot motion. The simulation and experiment using the quadruped robot Billy are reported. In the experiment, the maximum speed of the robot could reach 4.73 times the body length per second, which verified the feasibility of the control method.

Federated Learning via Decentralized Dataset Distillation in Resource-Constrained Edge Environments

We introduce a novel federated learning framework, FedD3, which reduces the overall communication volume and with that opens up the concept of federated learning to more application scenarios in network-constrained environments. It achieves this by leveraging local dataset distillation instead of traditional learning approaches (i) to significantly reduce communication volumes and (ii) to limit transfers to one-shot communication, rather than iterative multiway communication. Instead of sharing model updates, as in other federated learning approaches, FedD3 allows the connected clients to distill the local datasets independently, and then aggregates those decentralized distilled datasets (typically in the form a few unrecognizable images, which are normally smaller than a model) across the network only once to form the final model. Our experimental results show that FedD3 significantly outperforms other federated learning frameworks in terms of needed communication volumes, while it provides the additional benefit to be able to balance the trade-off between accuracy and communication cost, depending on usage scenario or target dataset. For instance, for training an AlexNet model on a Non-IID CIFAR-10 dataset with 10 clients, FedD3 can either increase the accuracy by over 71% with a similar communication volume, or save 98% of communication volume, while reaching the same accuracy, comparing to other one-shot federated learning approaches.