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Collaborating Authors

 Jarrett, Daniel


Inverse Contextual Bandits: Learning How Behavior Evolves over Time

arXiv.org Machine Learning

Understanding an agent's priorities by observing their behavior is critical for transparency and accountability in decision processes, such as in healthcare. While conventional approaches to policy learning almost invariably assume stationarity in behavior, this is hardly true in practice: Medical practice is constantly evolving, and clinical professionals are constantly fine-tuning their priorities. We desire an approach to policy learning that provides (1) interpretable representations of decision-making, accounts for (2) non-stationarity in behavior, as well as operating in an (3) offline manner. First, we model the behavior of learning agents in terms of contextual bandits, and formalize the problem of inverse contextual bandits (ICB). Second, we propose two algorithms to tackle ICB, each making varying degrees of assumptions regarding the agent's learning strategy. Finally, through both real and simulated data for liver transplantations, we illustrate the applicability and explainability of our method, as well as validating its accuracy.


Hide-and-Seek Privacy Challenge

arXiv.org Machine Learning

The clinical time-series setting poses a unique combination of challenges to data modeling and sharing. Due to the high dimensionality of clinical time series, adequate de-identification to preserve privacy while retaining data utility is difficult to achieve using common de-identification techniques. An innovative approach to this problem is synthetic data generation. From a technical perspective, a good generative model for time-series data should preserve temporal dynamics, in the sense that new sequences respect the original relationships between high-dimensional variables across time. From the privacy perspective, the model should prevent patient re-identification by limiting vulnerability to membership inference attacks. The NeurIPS 2020 Hide-and-Seek Privacy Challenge is a novel two-tracked competition to simultaneously accelerate progress in tackling both problems. In our head-to-head format, participants in the synthetic data generation track (i.e. "hiders") and the patient re-identification track (i.e. "seekers") are directly pitted against each other by way of a new, high-quality intensive care time-series dataset: the AmsterdamUMCdb dataset. Ultimately, we seek to advance generative techniques for dense and high-dimensional temporal data streams that are (1) clinically meaningful in terms of fidelity and predictivity, as well as (2) capable of minimizing membership privacy risks in terms of the concrete notion of patient re-identification.


Batch Inverse Reinforcement Learning Using Counterfactuals for Understanding Decision Making

arXiv.org Artificial Intelligence

A key challenge in modeling real-world decision-making is the fact that active experimentation is often impossible (e.g. in healthcare). The goal of batch inverse reinforcement learning is to recover and understand policies on the basis of demonstrated behaviour--i.e. trajectories of observations and actions made by an expert maximizing some unknown reward function. We propose incorporating counterfactual reasoning into modeling decision behaviours in this setting. At each decision point, counterfactuals answer the question: Given the current history of observations, what would happen if we took a particular action? First, this offers a principled approach to learning inherently interpretable reward functions, which enables understanding the cost-benefit tradeoffs associated with an expert's actions. Second, by estimating the effects of different actions, counterfactuals readily tackle the off-policy nature of policy evaluation in the batch setting. Not only does this alleviate the cold-start problem typical of conventional solutions, but also accommodates settings where the expert policies are depending on histories of observations rather than just current states. Through experiments in both real and simulated medical environments, we illustrate the effectiveness of our batch, counterfactual inverse reinforcement learning approach in recovering accurate and interpretable descriptions of expert behaviour.


Strictly Batch Imitation Learning by Energy-based Distribution Matching

arXiv.org Machine Learning

Consider learning a policy purely on the basis of demonstrated behavior---that is, with no access to reinforcement signals, no knowledge of transition dynamics, and no further interaction with the environment. This *strictly batch imitation learning* problem arises wherever live experimentation is costly, such as in healthcare. One solution is simply to retrofit existing algorithms for apprenticeship learning to work in the offline setting. But such an approach bargains heavily on model estimation or off-policy evaluation, and can be indirect and inefficient. We argue that a good solution should be able to explicitly parameterize a policy (i.e. respecting action conditionals), implicitly account for rollout dynamics (i.e. respecting state marginals), and---crucially---operate in an entirely offline fashion. To meet this challenge, we propose a novel technique by *energy-based distribution matching* (EDM): By identifying parameterizations of the (discriminative) model of a policy with the (generative) energy function for state distributions, EDM provides a simple and effective solution that equivalently minimizes a divergence between the occupancy measures of the demonstrator and the imitator. Through experiments with application to control tasks and healthcare settings, we illustrate consistent performance gains over existing algorithms for strictly batch imitation learning.


Inverse Active Sensing: Modeling and Understanding Timely Decision-Making

arXiv.org Machine Learning

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing is the goal-oriented problem of efficiently selecting which acquisitions to make, and when and what decision to settle on. As its complement, inverse active sensing seeks to uncover an agent's preferences and strategy given their observable decision-making behavior. In this paper, we develop an expressive, unified framework for the general setting of evidence-based decision-making under endogenous, context-dependent time pressure---which requires negotiating (subjective) tradeoffs between accuracy, speediness, and cost of information. Using this language, we demonstrate how it enables modeling intuitive notions of surprise, suspense, and optimality in decision strategies (the forward problem). Finally, we illustrate how this formulation enables understanding decision-making behavior by quantifying preferences implicit in observed decision strategies (the inverse problem).


MATCH-Net: Dynamic Prediction in Survival Analysis using Convolutional Neural Networks

arXiv.org Machine Learning

Accurate prediction of disease trajectories is critical for early identification and timely treatment of patients at risk. Conventional methods in survival analysis are often constrained by strong parametric assumptions and limited in their ability to learn from high-dimensional data, while existing neural network models are not readily-adapted to the longitudinal setting. This paper develops a novel convolutional approach that addresses these drawbacks. We present MATCH-Net: a Missingness-Aware Temporal Convolutional Hitting-time Network, designed to capture temporal dependencies and heterogeneous interactions in covariate trajectories and patterns of missingness. To the best of our knowledge, this is the first investigation of temporal convolutions in the context of dynamic prediction for personalized risk prognosis. Using real-world data from the Alzheimer's Disease Neuroimaging Initiative, we demonstrate state-of-the-art performance without making any assumptions regarding underlying longitudinal or time-to-event processes attesting to the model's potential utility in clinical decision support.