Abstract A prominent challenge of offline reinforcement learning (RL) is the issue of hidden confounding: unobserved variables may influence both the actions taken by the agent and the observed outcomes. Hidden confounding can compromise the validity of any causal conclusion drawn from data and presents a major obstacle to effective offline RL. In the present paper, we tackle the problem of hidden confounding in the nonidentifiable setting. We propose a definition of uncertainty due to hidden confounding bias, termed delphic uncertainty, which uses variation over world models compatible with the observations, and differentiate it from the well-known epistemic and aleatoric uncertainties. We derive a practical method for estimating the three types of uncertainties, and construct a pessimistic offline RL algorithm to account for them. Our method does not assume identifiability of the unobserved confounders, and attempts to reduce the amount of confounding bias. We demonstrate through extensive experiments and ablations the efficacy of our approach on a sepsis management benchmark, as well as on electronic health records. Our results suggest that nonidentifiable hidden confounding bias can be mitigated to improve offline RL solutions in practice.

Authors Alizée Pace, Hugo Yèche, Bernhard Schölkopf, Gunnar Ratsch, Guy Tennenholtz

Submitted ICLR 2024

Link

Abstract Recent advances in deep learning architectures for sequence modeling have not fully transferred to tasks handling time-series from electronic health records. In particular, in problems related to the Intensive Care Unit (ICU), the state-of-the-art remains to tackle sequence classification in a tabular manner with tree-based methods. Recent findings in deep learning for tabular data are now surpassing these classical methods by better handling the severe heterogeneity of data input features. Given the similar level of feature heterogeneity exhibited by ICU time-series and motivated by these findings, we explore these novel methods' impact on clinical sequence modeling tasks. By jointly using such advances in deep learning for tabular data, our primary objective is to underscore the importance of step-wise embeddings in time-series modeling, which remain unexplored in machine learning methods for clinical data. On a variety of clinically relevant tasks from two large-scale ICU datasets, MIMIC-III and HiRID, our work provides an exhaustive analysis of state-of-the-art methods for tabular time-series as time-step embedding models, showing overall performance improvement. In particular, we evidence the importance of feature grouping in clinical time-series, with significant performance gains when considering features within predefined semantic groups in the step-wise embedding module.

Authors Rita Kuznetsova, Alizée Pace, Manuel Burger, Hugo Yèche, Gunnar Rätsch

Submitted ML4H 2023 (PMLR)

Link DOI

Abstract Deep neural networks are highly effective but suffer from a lack of interpretability due to their black-box nature. Neural additive models (NAMs) solve this by separating into additive sub-networks, revealing the interactions between features and predictions. In this paper, we approach the NAM from a Bayesian perspective in order to quantify the uncertainty in the recovered interactions. Linearized Laplace approximation enables inference of these interactions directly in function space and yields a tractable estimate of the marginal likelihood, which can be used to perform implicit feature selection through an empirical Bayes procedure. Empirically, we show that Laplace-approximated NAMs (LA-NAM) are both more robust to noise and easier to interpret than their non-Bayesian counterpart for tabular regression and classification tasks.

Authors Kouroche Bouchiat, Alexander Immer, Hugo Yèche, Gunnar Rätsch, Vincent Fortuin

Submitted AABI 2023

Link

Abstract Understanding deep learning model behavior is critical to accepting machine learning-based decision support systems in the medical community. Previous research has shown that jointly using clinical notes with electronic health record (EHR) data improved predictive performance for patient monitoring in the intensive care unit (ICU). In this work, we explore the underlying reasons for these improvements. While relying on a basic attention-based model to allow for interpretability, we first confirm that performance significantly improves over state-of-the-art EHR data models when combining EHR data and clinical notes. We then provide an analysis showing improvements arise almost exclusively from a subset of notes containing broader context on patient state rather than clinician notes. We believe such findings highlight deep learning models for EHR data to be more limited by partially-descriptive data than by modeling choice, motivating a more data-centric approach in the field.

Authors Severin Husmann, Hugo Yèche, Gunnar Rätsch, Rita Kuznetsova

Submitted Workshop on Learning from Time Series for Health, 36th Conference on Neural Information Processing Systems (NeurIPS 2022)

Link

Abstract Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary classification, ignoring temporal dependencies between samples, whereas we propose to exploit this structure. We first introduce a common theoretical framework unifying dynamic survival analysis and early event prediction. Following an analysis of objectives from both fields, we propose Temporal Label Smoothing (TLS), a simpler, yet best-performing method that preserves prediction monotonicity over time. By focusing the objective on areas with a stronger predictive signal, TLS improves performance over all baselines on two large-scale benchmark tasks. Gains are particularly notable along clinically relevant measures, such as event recall at low false-alarm rates. TLS reduces the number of missed events by up to a factor of two over previously used approaches in early event prediction.

Authors Hugo Yèche, Alizée Pace, Gunnar Rätsch, Rita Kuznetsova

Submitted ICML 2023

Link DOI

Abstract The recent success of machine learning methods applied to time series collected from Intensive Care Units (ICU) exposes the lack of standardized machine learning benchmarks for developing and comparing such methods. While raw datasets, such as MIMIC-IV or eICU, can be freely accessed on Physionet, the choice of tasks and pre-processing is often chosen ad-hoc for each publication, limiting comparability across publications. In this work, we aim to improve this situation by providing a benchmark covering a large spectrum of ICU-related tasks. Using the HiRID dataset, we define multiple clinically relevant tasks in collaboration with clinicians. In addition, we provide a reproducible end-to-end pipeline to construct both data and labels. Finally, we provide an in-depth analysis of current state-of-the-art sequence modeling methods, highlighting some limitations of deep learning approaches for this type of data. With this benchmark, we hope to give the research community the possibility of a fair comparison of their work.

Authors Hugo Yèche, Rita Kuznetsova, Marc Zimmermann, Matthias Hüser, Xinrui Lyu, Martin Faltys, Gunnar Rätsch

Submitted NeurIPS 2021 (Datasets and Benchmarks)

Link

Abstract Intensive care units (ICU) are increasingly looking towards machine learning for methods to provide online monitoring of critically ill patients. In machine learning, online monitoring is often formulated as a supervised learning problem. Recently, contrastive learning approaches have demonstrated promising improvements over competitive supervised benchmarks. These methods rely on well-understood data augmentation techniques developed for image data which do not apply to online monitoring. In this work, we overcome this limitation by supplementing time-series data augmentation techniques with a novel contrastive learning objective which we call neighborhood contrastive learning (NCL). Our objective explicitly groups together contiguous time segments from each patient while maintaining state-specific information. Our experiments demonstrate a marked improvement over existing work applying contrastive methods to medical time-series.

Authors Hugo Yèche, Gideon Dresdner, Francesco Locatello, Matthias Hüser, Gunnar Rätsch

Submitted ICML 2021

Link