SearcharxivSearch

arXiv subjects

Hongruyu Chen

Publications and source records attributed to Hongruyu Chen.

2 recordsLinked to original sources

Causal Machine Learning Methods for Estimating Personalised Treatment Effects -- Insights on validity from two large trials

Causal machine learning (ML) methods hold great promise for advancing precision medicine by estimating personalized treatment effects. However, their reliability remains largely unvalidated in empirical settings. In this study, we assessed the internal and external validity of 17 mainstream causal heterogeneity ML methods -- including metalearners, tree-based methods, and deep learning methods -- using data from two large randomized controlled trials: the International Stroke Trial (N=19,435) and the Chinese Acute Stroke Trial (N=21,106). Our findings reveal that none of the ML methods reliably validated their performance, neither internal nor external, showing significant discrepancies between training and test data on the proposed evaluation metrics. The individualized treatment effects estimated from training data failed to generalize to the test data, even in the absence of distribution shifts. These results raise concerns about the current applicability of causal ML models in precision medicine, and highlight the need for more robust validation techniques to ensure generalizability.

cs.LG

Distributional Uncertainty Propagation via Optimal Transport

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These constitute a very rich uncertainty model, which enjoys many desirable geometrical, statistical, and computational properties, and which: (1) naturally generalizes both robust and stochastic models, and (2) captures many additional real-world uncertainty phenomena (e.g., black swan events). Our contributions show that OT ambiguity sets are also analytically tractable: they propagate easily and intuitively through linear and nonlinear (possibly corrupted by noise) transformations, and the result of the propagation is again an OT ambiguity set or can be tightly upper bounded by an OT ambiguity set. In the context of dynamical systems, our results allow us to consider multiple sources of uncertainty (e.g., initial condition, additive noise, multiplicative noise) and to capture in closed-form, via an OT ambiguity set, the resulting uncertainty in the state at any future time. Our results are actionable, interpretable, and readily employable in a great variety of computationally tractable control and estimation formulations. To highlight this, we study three applications in trajectory planning, consensus algorithms, and least squares estimation. We conclude the paper with a list of exciting open problems enabled by our results.

math.OC