Applications of machine learning in healthcare often require working with time-to-event prediction tasks including prognostication of an adverse event, re-hospitalization or death. Such outcomes are typically subject to censoring due to loss of follow up. Standard machine learning methods cannot be applied in a straightforward manner to datasets with censored outcomes. In this paper, we present auton-survival, an open-source repository of tools to streamline working with censored time-to-event or survival data. auton-survival includes tools for survival regression, adjustment in the presence of domain shift, counterfactual estimation, phenotyping for risk stratification, evaluation, as well as estimation of treatment effects. Through real world case studies employing a large subset of the SEER oncology incidence data, we demonstrate the ability of auton-survival to rapidly support data scientists in answering complex health and epidemiological questions.
Search engines and recommendation systems attempt to continually improve the quality of the experience they afford to their users. Refining the ranker that produces the lists displayed in response to user requests is an important component of this process. A common practice is for the service providers to make changes (e.g. new ranking features, different ranking models) and A/B test them on a fraction of their users to establish the value of the change. An alternative approach estimates the effectiveness of the proposed changes offline, utilising previously collected clickthrough data on the old ranker to posit what the user behaviour on ranked lists produced by the new ranker would have been. A majority of offline evaluation approaches invoke the well studied inverse propensity weighting to adjust for biases inherent in logged data. In this paper, we propose the use of parametric estimates for these propensities. Specifically, by leveraging well known learning-to-rank methods as subroutines, we show how accurate offline evaluation can be achieved when the new rankings to be evaluated differ from the logged ones.
Social robots are expected to be a human labor support technology, and one application of them is an advertising medium in public spaces. When social robots provide information, such as recommended shops, adaptive communication according to the user's state is desired. User engagement, which is also defined as the level of interest in the robot, is likely to play an important role in adaptive communication. Therefore, in this paper, we propose a new framework to estimate user engagement. The proposed method focuses on four unsolved open problems: multi-party interactions, process of state change in engagement, difficulty in annotating engagement, and interaction dataset in the real world. The accuracy of the proposed method for estimating engagement was evaluated using interaction duration. The results show that the interaction duration can be accurately estimated by considering the influence of the behaviors of other people; this also implies that the proposed model accurately estimates the level of engagement during interaction with the robot.
Although partially autonomous driving (AD) systems are already available in production vehicles, drivers are still required to maintain a sufficient level of situational awareness (SA) during driving. Previous studies have shown that providing information about the AD's capability using user interfaces can improve the driver's SA. However, displaying too much information increases the driver's workload and can distract or overwhelm the driver. Therefore, to design an efficient user interface (UI), it is necessary to understand its effect under different circumstances. In this paper, we focus on a UI based on augmented reality (AR), which can highlight potential hazards on the road. To understand the effect of highlighting on drivers' SA for objects with different types and locations under various traffic densities, we conducted an in-person experiment with 20 participants on a driving simulator. Our study results show that the effects of highlighting on drivers' SA varied by traffic densities, object locations and object types. We believe our study can provide guidance in selecting which object to highlight for the AR-based driver-assistance interface to optimize SA for drivers driving and monitoring partially autonomous vehicles.
Randomized clinical trials with time-to-event outcomes have traditionally used the log-rank test followed by the Cox proportional hazards (PH) model to estimate the hazard ratio between the treatment groups. These are valid under the assumption that the right-censoring mechanism is non-informative, i.e. independent of the time-to-event of interest within each treatment group. More generally, the censoring time might depend on additional covariates, and inverse probability of censoring weighting (IPCW) can be used to correct for the bias resulting from the informative censoring. IPCW requires a correctly specified censoring time model conditional on the treatment and the covariates. Doubly robust inference in this setting has not been plausible previously due to the non-collapsibility of the Cox model. However, with the recent development of data-adaptive machine learning methods we derive an augmented IPCW (AIPCW) estimator that has the following doubly robust (DR) properties: it is model doubly robust, in that it is consistent and asymptotic normal (CAN), as long as one of the two models, one for the failure time and one for the censoring time, is correctly specified; it is also rate doubly robust, in that it is CAN as long as the product of the estimation error rates under these two models is faster than root-$n$. We investigate the AIPCW estimator using extensive simulation in finite samples.
A growing body of research runs human subject evaluations to study whether providing users with explanations of machine learning models can help them with practical real-world use cases. However, running user studies is challenging and costly, and consequently each study typically only evaluates a limited number of different settings, e.g., studies often only evaluate a few arbitrarily selected explanation methods. To address these challenges and aid user study design, we introduce Use-Case-Grounded Simulated Evaluations (SimEvals). SimEvals involve training algorithmic agents that take as input the information content (such as model explanations) that would be presented to each participant in a human subject study, to predict answers to the use case of interest. The algorithmic agent's test set accuracy provides a measure of the predictiveness of the information content for the downstream use case. We run a comprehensive evaluation on three real-world use cases (forward simulation, model debugging, and counterfactual reasoning) to demonstrate that Simevals can effectively identify which explanation methods will help humans for each use case. These results provide evidence that SimEvals can be used to efficiently screen an important set of user study design decisions, e.g. selecting which explanations should be presented to the user, before running a potentially costly user study.
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be discontinuous. We discuss (quasi)-maximum likelihood estimation of the drift parameters, both assuming continuous and discrete time observations. In the ergodic case, we derive consistency and speed of convergence of these estimators in long time and high frequency. Based on these results, we develop a test for the presence of a threshold in the dynamics. Finally, we apply these statistical tools to short-term US interest rates modeling.
Wireless communications systems are impacted by multi-path fading and Doppler shift in dynamic environments, where the channel becomes doubly-dispersive and its estimation becomes an arduous task. Only a few pilots are used for channel estimation in conventional approaches to preserve high data rate transmission. Consequently, such estimators experience a significant performance degradation in high mobility scenarios. Recently, deep learning has been employed for doubly-dispersive channel estimation due to its low-complexity, robustness, and good generalization ability. Against this backdrop, the current paper presents a comprehensive survey on channel estimation techniques based on deep learning by deeply investigating different methods. The study also provides extensive experimental simulations followed by a computational complexity analysis. After considering different parameters such as modulation order, mobility, frame length, and deep learning architecture, the performance of the studied estimators is evaluated in several mobility scenarios. In addition, the source codes are made available online in order to make the results reproducible.
Evaluation of intervention in a multi-agent system, e.g., when humans should intervene in autonomous driving systems and when a player should pass to teammates for a good shot, is challenging in various engineering and scientific fields. Estimating the individual treatment effect (ITE) using counterfactual long-term prediction is practical to evaluate such interventions. However, most of the conventional frameworks did not consider the time-varying complex structure of multi-agent relationships and covariate counterfactual prediction. This may sometimes lead to erroneous assessments of ITE and interpretation problems. Here we propose an interpretable, counterfactual recurrent network in multi-agent systems to estimate the effect of the intervention. Our model leverages graph variational recurrent neural networks and theory-based computation with domain knowledge for the ITE estimation framework based on long-term prediction of multi-agent covariates and outcomes, which can confirm under the circumstances under which the intervention is effective. On simulated models of an automated vehicle and biological agents with time-varying confounders, we show that our methods achieved lower estimation errors in counterfactual covariates and the most effective treatment timing than the baselines. Furthermore, using real basketball data, our methods performed realistic counterfactual predictions and evaluated the counterfactual passes in shot scenarios.
The synthetic control method has become a widely popular tool to estimate causal effects with observational data. Despite this, inference for synthetic control methods remains challenging. Often, inferential results rely on linear factor model data generating processes. In this paper, we characterize the conditions on the factor model primitives (the factor loadings) for which the statistical risk minimizers are synthetic controls (in the simplex). Then, we propose a Bayesian alternative to the synthetic control method that preserves the main features of the standard method and provides a new way of doing valid inference. We explore a Bernstein-von Mises style result to link our Bayesian inference to the frequentist inference. For linear factor model frameworks we show that a maximum likelihood estimator (MLE) of the synthetic control weights can consistently estimate the predictive function of the potential outcomes for the treated unit and that our Bayes estimator is asymptotically close to the MLE in the total variation sense. Through simulations, we show that there is convergence between the Bayes and frequentist approach even in sparse settings. Finally, we apply the method to re-visit the study of the economic costs of the German re-unification. The Bayesian synthetic control method is available in the bsynth R-package.
Causally-enabled machine learning frameworks could help clinicians to identify the best course of treatments by answering counterfactual questions. We explore this path for the case of echocardiograms by looking into the variation of the Left Ventricle Ejection Fraction, the most essential clinical metric gained from these examinations. We combine deep neural networks, twin causal networks and generative adversarial methods for the first time to build D'ARTAGNAN (Deep ARtificial Twin-Architecture GeNerAtive Networks), a novel causal generative model. We demonstrate the soundness of our approach on a synthetic dataset before applying it to cardiac ultrasound videos by answering the question: "What would this echocardiogram look like if the patient had a different ejection fraction?". To do so, we generate new ultrasound videos, retaining the video style and anatomy of the original patient, with variations of the Ejection Fraction conditioned on a given input. We achieve an SSIM score of 0.79 and an R2 score of 0.51 on the counterfactual videos. Code and models are available at //github.com/HReynaud/dartagnan.