Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the dose-response surface, and the small sample sizes in early phase trials. Existing methods often restrict the search to pre-defined dose combinations, which may fail to identify regions of optimality in the dose combination space. These difficulties are even more pertinent in the context of personalized dose-finding, where patient characteristics are used to identify tailored optimal dose combinations. To overcome these challenges, we propose the use of Bayesian optimization for finding optimal dose combinations in standard ("one size fits all") and personalized multi-agent dose-finding trials. Bayesian optimization is a method for estimating the global optima of expensive-to-evaluate objective functions. The objective function is approximated by a surrogate model, commonly a Gaussian process, paired with a sequential design strategy to select the next point via an acquisition function. This work is motivated by an industry-sponsored problem, where focus is on optimizing a dual-agent therapy in a setting featuring minimal toxicity. To compare the performance of the standard and personalized methods under this setting, simulation studies are performed for a variety of scenarios. Our study concludes that taking a personalized approach is highly beneficial in the presence of heterogeneity.
Optimizing static risk-averse objectives in Markov decision processes is difficult because they do not admit standard dynamic programming equations common in Reinforcement Learning (RL) algorithms. Dynamic programming decompositions that augment the state space with discrete risk levels have recently gained popularity in the RL community. Prior work has shown that these decompositions are optimal when the risk level is discretized sufficiently. However, we show that these popular decompositions for Conditional-Value-at-Risk (CVaR) and Entropic-Value-at-Risk (EVaR) are inherently suboptimal regardless of the discretization level. In particular, we show that a saddle point property assumed to hold in prior literature may be violated. However, a decomposition does hold for Value-at-Risk and our proof demonstrates how this risk measure differs from CVaR and EVaR. Our findings are significant because risk-averse algorithms are used in high-stake environments, making their correctness much more critical.
Efficient computation or approximation of Levenshtein distance, a widely-used metric for evaluating sequence similarity, has attracted significant attention with the emergence of DNA storage and other biological applications. Sequence embedding, which maps Levenshtein distance to a conventional distance between embedding vectors, has emerged as a promising solution. In this paper, a novel neural network-based sequence embedding technique using Poisson regression is proposed. We first provide a theoretical analysis of the impact of embedding dimension on model performance and present a criterion for selecting an appropriate embedding dimension. Under this embedding dimension, the Poisson regression is introduced by assuming the Levenshtein distance between sequences of fixed length following a Poisson distribution, which naturally aligns with the definition of Levenshtein distance. Moreover, from the perspective of the distribution of embedding distances, Poisson regression approximates the negative log likelihood of the chi-squared distribution and offers advancements in removing the skewness. Through comprehensive experiments on real DNA storage data, we demonstrate the superior performance of the proposed method compared to state-of-the-art approaches.
Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the image, resulting in an exaggerated volume of uncertainty. In this paper, we propose PUQ (Principal Uncertainty Quantification) -- a novel definition and corresponding analysis of uncertainty regions that takes into account spatial relationships within the image, thus providing reduced volume regions. Using recent advancements in generative models, we derive uncertainty intervals around principal components of the empirical posterior distribution, forming an ambiguity region that guarantees the inclusion of true unseen values with a user-defined confidence probability. To improve computational efficiency and interpretability, we also guarantee the recovery of true unseen values using only a few principal directions, resulting in more informative uncertainty regions. Our approach is verified through experiments on image colorization, super-resolution, and inpainting; its effectiveness is shown through comparison to baseline methods, demonstrating significantly tighter uncertainty regions.
Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental variable (IV) is a powerful tool for addressing the latent confounders issue, but the traditional IV technique cannot deal with latent time-dependent confounders in longitudinal studies. In this work, we propose a novel Time-dependent Instrumental Factor Model (TIFM) for time-varying causal effect estimation from data with latent time-dependent confounders. At each time-step, the proposed TIFM method employs the Recurrent Neural Network (RNN) architecture to infer latent IV, and then uses the inferred latent IV factor for addressing the confounding bias caused by the latent time-dependent confounders. We provide a theoretical analysis for the proposed TIFM method regarding causal effect estimation in longitudinal data. Extensive evaluation with synthetic datasets demonstrates the effectiveness of TIFM in addressing causal effect estimation over time. We further apply TIFM to a climate dataset to showcase the potential of the proposed method in tackling real-world problems.
One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's violation is important to obtain valid causal conclusions in observational studies. Although several sensitivity analysis frameworks are available in the casual inference literature, very few of them are applicable to observational studies with multivalued treatments. To address this issue, we propose a sensitivity analysis framework for performing sensitivity analysis in multivalued treatment settings. Within this framework, a general class of additive causal estimands has been proposed. We demonstrate that the estimation of the causal estimands under the proposed sensitivity model can be performed very efficiently. Simulation results show that the proposed framework performs well in terms of bias of the point estimates and coverage of the confidence intervals when there is sufficient overlap in the covariate distributions. We illustrate the application of our proposed method by conducting an observational study that estimates the causal effect of fish consumption on blood mercury levels.
We study the problem of post-processing a supervised machine-learned regressor to maximize fair binary classification at all decision thresholds. By decreasing the statistical distance between each group's score distributions, we show that we can increase fair performance across all thresholds at once, and that we can do so without a large decrease in accuracy. To this end, we introduce a formal measure of Distributional Parity, which captures the degree of similarity in the distributions of classifications for different protected groups. Our main result is to put forward a novel post-processing algorithm based on optimal transport, which provably maximizes Distributional Parity, thereby attaining common notions of group fairness like Equalized Odds or Equal Opportunity at all thresholds. We demonstrate on two fairness benchmarks that our technique works well empirically, while also outperforming and generalizing similar techniques from related work.
We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms mainly focus on the tabular setting under uncertainty sets that facilitate robust policy evaluation, but are no longer tractable when the number of states scales up. To this end, we propose two novel uncertainty set formulations, one based on double sampling and the other on an integral probability metric. Both make large-scale robust RL tractable even when one only has access to a simulator. We propose a robust natural actor-critic (RNAC) approach that incorporates the new uncertainty sets and employs function approximation. We provide finite-time convergence guarantees for the proposed RNAC algorithm to the optimal robust policy within the function approximation error. Finally, we demonstrate the robust performance of the policy learned by our proposed RNAC approach in multiple MuJoCo environments and a real-world TurtleBot navigation task.
When interest lies in the progression of a disease rather than on a single outcome, non-homogeneous multi-state Markov models constitute a natural and powerful modelling approach. Constant monitoring of a phenomenon of interest is often unfeasible, hence leading to an intermittent observation scheme. This setting is challenging and existing models and their implementations do not yet allow for flexible enough specifications that can fully exploit the information contained in the data. To widen significantly the scope of multi-state Markov models, we propose a closed-form expression for the local curvature information of a key quantity, the transition probability matrix. Such development allows one to model any type of multi-state Markov process, where the transition intensities are flexibly specified as functions of additive predictors. Parameter estimation is carried out through a carefully structured, stable penalised likelihood approach. The methodology is exemplified via two case studies that aim at modelling the onset of cardiac allograft vasculopathy, and cognitive decline. To support applicability and reproducibility, all developed tools are implemented in the R package flexmsm.
Incompleteness is a common problem for existing knowledge graphs (KGs), and the completion of KG which aims to predict links between entities is challenging. Most existing KG completion methods only consider the direct relation between nodes and ignore the relation paths which contain useful information for link prediction. Recently, a few methods take relation paths into consideration but pay less attention to the order of relations in paths which is important for reasoning. In addition, these path-based models always ignore nonlinear contributions of path features for link prediction. To solve these problems, we propose a novel KG completion method named OPTransE. Instead of embedding both entities of a relation into the same latent space as in previous methods, we project the head entity and the tail entity of each relation into different spaces to guarantee the order of relations in the path. Meanwhile, we adopt a pooling strategy to extract nonlinear and complex features of different paths to further improve the performance of link prediction. Experimental results on two benchmark datasets show that the proposed model OPTransE performs better than state-of-the-art methods.
Object detection typically assumes that training and test data are drawn from an identical distribution, which, however, does not always hold in practice. Such a distribution mismatch will lead to a significant performance drop. In this work, we aim to improve the cross-domain robustness of object detection. We tackle the domain shift on two levels: 1) the image-level shift, such as image style, illumination, etc, and 2) the instance-level shift, such as object appearance, size, etc. We build our approach based on the recent state-of-the-art Faster R-CNN model, and design two domain adaptation components, on image level and instance level, to reduce the domain discrepancy. The two domain adaptation components are based on H-divergence theory, and are implemented by learning a domain classifier in adversarial training manner. The domain classifiers on different levels are further reinforced with a consistency regularization to learn a domain-invariant region proposal network (RPN) in the Faster R-CNN model. We evaluate our newly proposed approach using multiple datasets including Cityscapes, KITTI, SIM10K, etc. The results demonstrate the effectiveness of our proposed approach for robust object detection in various domain shift scenarios.