The optimal moment to start renal replacement therapy in a patient with acute kidney injury (AKI) remains a challenging problem in intensive care nephrology. Multiple randomised controlled trials have tried to answer this question, but these can, by definition, only analyse a limited number of treatment initiation strategies. In view of this, we use routinely collected observational data from the Ghent University Hospital intensive care units (ICUs) to investigate different pre-specified timing strategies for renal replacement therapy initiation based on time-updated levels of serum potassium, pH and fluid balance in critically ill patients with AKI with the aim to minimize 30-day ICU mortality. For this purpose, we apply statistical techniques for evaluating the impact of specific dynamic treatment regimes in the presence of ICU discharge as a competing event. We discuss two approaches, a non-parametric one - using an inverse probability weighted Aalen-Johansen estimator - and a semiparametric one - using dynamic-regime marginal structural models. Furthermore, we suggest an easy to implement cross-validation technique that can be used for the out-of-sample performance assessment of the optimal dynamic treatment regime. Our work illustrates the potential of data-driven medical decision support based on routinely collected observational data.
We establish optimal convergence rates up to a log-factor for a class of deep neural networks in a classification setting under a restraint sometimes referred to as the Tsybakov noise condition. We construct classifiers in a general setting where the boundary of the bayes-rule can be approximated well by neural networks. Corresponding rates of convergence are proven with respect to the misclassification error. It is then shown that these rates are optimal in the minimax sense if the boundary satisfies a smoothness condition. Non-optimal convergence rates already exist for this setting. Our main contribution lies in improving existing rates and showing optimality, which was an open problem. Furthermore, we show almost optimal rates under some additional restraints which circumvent the curse of dimensionality. For our analysis we require a condition which gives new insight on the restraint used. In a sense it acts as a requirement for the "correct noise exponent" for a class of functions.
We propose a unified framework for time-varying convex optimization based on the prediction-correction paradigm, both in the primal and dual spaces. In this framework, a continuously varying optimization problem is sampled at fixed intervals, and each problem is approximately solved with a primal or dual correction step. The solution method is warm-started with the output of a prediction step, which solves an approximation of a future problem using past information. Prediction approaches are studied and compared under different sets of assumptions. Examples of algorithms covered by this framework are time-varying versions of the gradient method, splitting methods, and the celebrated alternating direction method of multipliers (ADMM).
Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a golden standard for estimation of causal effects for decades. However, in many situations, randomized experiments are not feasible in practice so that practitioners need to rely on empirical investigation for causal reasoning. Causal inference via observational data is a challenging task since the knowledge of the treatment assignment mechanism is missing, which typically requires non-testable assumptions to make the inference possible. For several years, great effort has been devoted to the research of causal inference for binary treatments. In practice, it is also common to use observational data on multiple treatment comparisons. Within the potential outcomes framework, we propose a generalized cross-fitting estimator (GCF), which generalizes the doubly robust estimator with cross-fitting for binary treatment to multiple treatment comparisons and provides rigorous proofs on its statistical properties. This estimator permits the use of more flexible machine learning methods to model the nuisance parts, and based on relatively weak assumptions, while there is still a theoretical guarantee for valid statistical inference. We show the asymptotic properties of the GCF estimators, and provide the asymptotic simultaneous confidence intervals that achieve the semiparametric efficiency bound for average treatment effect. The performance of the estimator is accessed through simulation study based on the common evaluation metrics generally considered in the causal inference literature.
Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an estimation of the bounds of a causal effect (i.e. nonunique estimation) or have low efficiency. The major hurdle for achieving high efficiency while trying to obtain unique and unbiased causal effect estimation is how to find a proper adjustment set for confounding control in a fast way, given the huge covariate space and considering unobserved variables. In this paper, we approach the problem as a local search task for finding valid adjustment sets in data. We establish the theorems to support the local search for adjustment sets, and we show that unique and unbiased estimation can be achieved from observational data even when there exist unobserved variables. We then propose a data-driven algorithm that is fast and consistent under mild assumptions. We also make use of a frequent pattern mining method to further speed up the search of minimal adjustment sets for causal effect estimation. Experiments conducted on extensive synthetic and real-world datasets demonstrate that the proposed algorithm outperforms the state-of-the-art criteria/estimators in both accuracy and time-efficiency.
The Heuristic Rating Estimation Method enables decision-makers to decide based on existing ranking data and expert comparisons. In this approach, the ranking values of selected alternatives are known in advance, while these values have to be calculated for the remaining ones. Their calculation can be performed using either an additive or a multiplicative method. Both methods assumed that the pairwise comparison sets involved in the computation were complete. In this paper, we show how these algorithms can be extended so that the experts do not need to compare all alternatives pairwise. Thanks to the shortening of the work of experts, the presented, improved methods will reduce the costs of the decision-making procedure and facilitate and shorten the stage of collecting decision-making data.
A major goal in genomics is to properly capture the complex dynamical behaviors of gene regulatory networks (GRNs). This includes inferring the complex interactions between genes, which can be used for a wide range of genomics analyses, including diagnosis or prognosis of diseases and finding effective treatments for chronic diseases such as cancer. Boolean networks have emerged as a successful class of models for capturing the behavior of GRNs. In most practical settings, inference of GRNs should be achieved through limited and temporally sparse genomics data. A large number of genes in GRNs leads to a large possible topology candidate space, which often cannot be exhaustively searched due to the limitation in computational resources. This paper develops a scalable and efficient topology inference for GRNs using Bayesian optimization and kernel-based methods. Rather than an exhaustive search over possible topologies, the proposed method constructs a Gaussian Process (GP) with a topology-inspired kernel function to account for correlation in the likelihood function. Then, using the posterior distribution of the GP model, the Bayesian optimization efficiently searches for the topology with the highest likelihood value by optimally balancing between exploration and exploitation. The performance of the proposed method is demonstrated through comprehensive numerical experiments using a well-known mammalian cell-cycle network.
Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome. Existing methods are limited to the case where the quantile of interest is within the range of the observations. For applications in risk assessment, however, the most relevant cases relate to extremal quantiles that go beyond the data range. We introduce an estimator of the extremal quantile treatment effect that relies on asymptotic tail approximation, and use a new causal Hill estimator for the extreme value indices of potential outcome distributions. We establish asymptotic normality of the estimators and propose a consistent variance estimator to achieve valid statistical inference. We illustrate the performance of our method in simulation studies, and apply it to a real data set to estimate the extremal quantile treatment effect of college education on wage.
Detecting and mitigating harmful biases in modern language models are widely recognized as crucial, open problems. In this paper, we take a step back and investigate how language models come to be biased in the first place. We use a relatively small language model, using the LSTM architecture trained on an English Wikipedia corpus. With full access to the data and to the model parameters as they change during every step while training, we can map in detail how the representation of gender develops, what patterns in the dataset drive this, and how the model's internal state relates to the bias in a downstream task (semantic textual similarity). We find that the representation of gender is dynamic and identify different phases during training. Furthermore, we show that gender information is represented increasingly locally in the input embeddings of the model and that, as a consequence, debiasing these can be effective in reducing the downstream bias. Monitoring the training dynamics, allows us to detect an asymmetry in how the female and male gender are represented in the input embeddings. This is important, as it may cause naive mitigation strategies to introduce new undesirable biases. We discuss the relevance of the findings for mitigation strategies more generally and the prospects of generalizing our methods to larger language models, the Transformer architecture, other languages and other undesirable biases.
A time-varying zero-inflated serially dependent Poisson process is proposed. The model assumes that the intensity of the Poisson Process evolves according to a generalized autoregressive conditional heteroscedastic (GARCH) formulation. The proposed model is a generalization of the zero-inflated Poisson Integer GARCH model proposed by Fukang Zhu in 2012, which in return is a generalization of the Integer GARCH (INGARCH) model introduced by Ferland, Latour, and Oraichi in 2006. The proposed model builds on previous work by allowing the zero-inflation parameter to vary over time, governed by a deterministic function or by an exogenous variable. Both the Expectation Maximization (EM) and the Maximum Likelihood Estimation (MLE) approaches are presented as possible estimation methods. A simulation study shows that both parameter estimation methods provide good estimates. Applications to two real-life data sets show that the proposed INGARCH model provides a better fit than the traditional zero-inflated INGARCH model in the cases considered.
Pre-trained deep neural network language models such as ELMo, GPT, BERT and XLNet have recently achieved state-of-the-art performance on a variety of language understanding tasks. However, their size makes them impractical for a number of scenarios, especially on mobile and edge devices. In particular, the input word embedding matrix accounts for a significant proportion of the model's memory footprint, due to the large input vocabulary and embedding dimensions. Knowledge distillation techniques have had success at compressing large neural network models, but they are ineffective at yielding student models with vocabularies different from the original teacher models. We introduce a novel knowledge distillation technique for training a student model with a significantly smaller vocabulary as well as lower embedding and hidden state dimensions. Specifically, we employ a dual-training mechanism that trains the teacher and student models simultaneously to obtain optimal word embeddings for the student vocabulary. We combine this approach with learning shared projection matrices that transfer layer-wise knowledge from the teacher model to the student model. Our method is able to compress the BERT_BASE model by more than 60x, with only a minor drop in downstream task metrics, resulting in a language model with a footprint of under 7MB. Experimental results also demonstrate higher compression efficiency and accuracy when compared with other state-of-the-art compression techniques.