Fair regression methods have the potential to mitigate societal bias concerns in health care, but there has been little work on penalized fair regression when multiple groups experience such bias. We propose a general regression framework that addresses this gap with unfairness penalties for multiple groups. Our approach is demonstrated for binary outcomes with true positive rate disparity penalties. It can be efficiently implemented through reduction to a cost-sensitive classification problem. We additionally introduce novel score functions for automatically selecting penalty weights. Our penalized fair regression methods are empirically studied in simulations, where they achieve a fairness-accuracy frontier beyond that of existing comparison methods. Finally, we apply these methods to a national multi-site primary care study of chronic kidney disease to develop a fair classifier for end-stage renal disease. There we find substantial improvements in fairness for multiple race and ethnicity groups who experience societal bias in the health care system without any appreciable loss in overall fit.

Neural Information Processing Systems http://nips.cc/

Recent advances in neuroimaging analysis have enabled accurate decoding of mental state from brain activation patterns during functional magnetic resonance imaging scans. A commonly applied tool for this purpose is principal components regression regularized with the least absolute shrinkage and selection operator (LASSO PCR), a type of multi-voxel pattern analysis (MVPA). This model presumes that all components are equally likely to harbor relevant information, when in fact the task-related signal may be concentrated in specific components. In such cases, the model will fail to select the optimal set of principal components that maximizes the total signal relevant to the cognitive process under study. Here, we present modifications to LASSO PCR that allow for a regularization penalty tied directly to the index of the principal component, reflecting a prior belief that task-relevant signal is more likely to be concentrated in components explaining greater variance. Additionally, we propose a novel hybrid method, Joint Sparsity-Ranked LASSO (JSRL), which integrates component-level and voxel-level activity under an information parity framework and imposes ranked sparsity to guide component selection. We apply the models to brain activation during risk taking, monetary incentive, and emotion regulation tasks. Results demonstrate that incorporating sparsity ranking into LASSO PCR produces models with enhanced classification performance, with JSRL achieving up to 51.7\% improvement in cross-validated deviance $R^2$ and 7.3\% improvement in cross-validated AUC. Furthermore, sparsity-ranked models perform as well as or better than standard LASSO PCR approaches across all classification tasks and allocate predictive weight to brain regions consistent with their established functional roles, offering a robust alternative for MVPA.

In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value is observed. Alpha-investing algorithms to control the false discovery rate (FDR), formulated by Foster and Stine, have been generalized and applied to many settings, including quality-preserving databases in science and multiple A/B or multi-armed bandit tests for internet commerce. This paper improves the class of generalized alpha-investing algorithms (GAI) in four ways: (a) we show how to uniformly improve the power of the entire class of monotone GAI procedures by awarding more alpha-wealth for each rejection, giving a win-win resolution to a recent dilemma raised by Javanmard and Montanari, (b) we demonstrate how to incorporate prior weights to indicate domain knowledge of which hypotheses are likely to be non-null, (c) we allow for differing penalties for false discoveries to indicate that some hypotheses may be more important than others, (d) we define a new quantity called the decaying memory false discovery rate (mem-FDR) that may be more meaningful for truly temporal applications, and which alleviates problems that we describe and refer to as "piggybacking" and "alpha-death." Our GAI++ algorithms incorporate all four generalizations simultaneously, and reduce to more powerful variants of earlier algorithms when the weights and decay are all set to unity. Finally, we also describe a simple method to derive new online FDR rules based on an estimated false discovery proportion.

Extreme events are of great importance since they often represent impactive occurrences. For instance, in terms of climate and weather, extreme events might be major storms, floods, extreme heat or cold waves, and more. However, they are often located at the tail of the data distribution. Consequently, accurately predicting these extreme events is challenging due to their rarity and irregularity. Prior studies have also referred to this as the out-of-distribution (OOD) problem, which occurs when the distribution of the test data is substantially different from that used for training. In this work, we propose two strategies, reweighting and fine-tuning, to tackle the challenge. Reweighting is a strategy used to force machine learning models to focus on extreme events, which is achieved by a weighted loss function that assigns greater penalties to the prediction errors for the extreme samples relative to those on the remainder of the data. Unlike previous intuitive reweighting methods based on simple heuristics of data distribution, we employ meta-learning to dynamically optimize these penalty weights. To further boost the performance on extreme samples, we start from the reweighted models and fine-tune them using only rare extreme samples. Through extensive experiments on multiple data sets, we empirically validate that our meta-learning-based reweighting outperforms existing heuristic ones, and the fine-tuning strategy can further increase the model performance. More importantly, these two strategies are model-agnostic, which can be implemented on any type of neural network for time series forecasting. The open-sourced code is available at \url{https://github.com/JimengShi/ReFine}.

Background: Clinical diagnosis is typically reached by following a series of steps recommended by guidelines authored by colleges of experts. Accordingly, guidelines play a crucial role in rationalizing clinical decisions but suffer from limitations as they are built to cover the majority of the population and fail at covering patients with uncommon conditions. Moreover, their updates are long and expensive, making them unsuitable for emerging diseases and practices. Methods: Inspired by guidelines, we formulate the task of diagnosis as a sequential decision-making problem and study the use of Deep Reinforcement Learning (DRL) algorithms to learn the optimal sequence of actions to perform in order to obtain a correct diagnosis from Electronic Health Records (EHRs). We apply DRL on synthetic, but realistic EHRs and develop two clinical use cases: Anemia diagnosis, where the decision pathways follow the schema of a decision tree; and Systemic Lupus Erythematosus (SLE) diagnosis, which follows a weighted criteria score. We particularly evaluate the robustness of our approaches to noisy and missing data since these frequently occur in EHRs. Results: In both use cases, and in the presence of imperfect data, our best DRL algorithms exhibit competitive performance when compared to the traditional classifiers, with the added advantage that they enable the progressive generation of a pathway to the suggested diagnosis which can both guide and explain the decision-making process. Conclusion: DRL offers the opportunity to learn personalized decision pathways to diagnosis. We illustrate with our two use cases their advantages: they generate step-by-step pathways that are self-explanatory; and their correctness is competitive when compared to state-of-the-art approaches.

How best to model structurally heterogeneous processes is a foundational question in the social, health and behavioral sciences. Recently, Fisher et al., (2022) introduced the multi-VAR approach for simultaneously estimating multiple-subject multivariate time series characterized by common and individualizing features using penalized estimation. This approach differs from many popular modeling approaches for multiple-subject time series in that qualitative and quantitative differences in a large number of individual dynamics are well-accommodated. The current work extends the multi-VAR framework to include new adaptive weighting schemes that greatly improve estimation performance. In a small set of simulation studies we compare adaptive multi-VAR with these new penalty weights to common alternative estimators in terms of path recovery and bias. Furthermore, we provide toy examples and code demonstrating the utility of multi-VAR under different heterogeneity regimes using the multivar package for R (Fisher, 2022).

Recently, there has been a growing surge of interest in enabling machine learning systems to generalize well to Out-of-Distribution (OOD) data. Most efforts are devoted to advancing optimization objectives that regularize models to capture the underlying invariance; however, there often are compromises in the optimization process of these OOD objectives: i) Many OOD objectives have to be relaxed as penalty terms of Empirical Risk Minimization (ERM) for the ease of optimization, while the relaxed forms can weaken the robustness of the original objective; ii) The penalty terms also require careful tuning of the penalty weights due to the intrinsic conflicts between ERM and OOD objectives. Consequently, these compromises could easily lead to suboptimal performance of either the ERM or OOD objective. To address these issues, we introduce a multi-objective optimization (MOO) perspective to understand the OOD optimization process, and propose a new optimization scheme called PAreto Invariant Risk Minimization (PAIR). PAIR improves the robustness of OOD objectives by cooperatively optimizing with other OOD objectives, thereby bridging the gaps caused by the relaxations. Then PAIR approaches a Pareto optimal solution that trades off the ERM and OOD objectives properly. Extensive experiments on challenging benchmarks, WILDS, show that PAIR alleviates the compromises and yields top OOD performances.