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Hyun-Joon Yang

Publications and source records attributed to Hyun-Joon Yang.

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Integrative learning of individualized treatment rules from multiple studies with partially overlapping treatments

An individualized treatment rule (ITR) tailors treatments to a patient's specific characteristics. However, randomized controlled trials (RCTs) are often underpowered to detect the treatment effect heterogeneity needed for reliable ITR estimation. To address this limitation, there is growing interest in leveraging information from multiple studies to improve statistical power and support individualized decision-making. A key challenge in this context is that available RCTs may not evaluate the same set of treatments. In this paper, we propose an integrative learning framework that synthesizes evidence across multiple RCTs that share a common comparator but differ in their alternative treatment arms. Our method integrates information through a regularized weighted misclassification risk function and adaptively determines the contribution of each study to the ITRs of the others. We rigorously study the excess risk of the resulting estimator. Simulation studies demonstrate that the proposed approaches improve the estimation of both value and benefit functions. We illustrate the utility of our methodology using data from two landmark studies of major depressive disorder: the Establishing Moderators and Biosignatures of Antidepressant Response in Clinical Care study and the International Study to Predict Optimized Treatment in Depression study, both of which include a selective serotonin reuptake inhibitor as a common treatment arm. We find that the separate learning method outperforms one-size-fits-all methods, and our integrative methods further improve performance.

stat.ME

Robust Tests in Online Decision-Making

Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user specific information acquired through wearable devices. Important considerations include the type of, and frequency with which data is collected (e.g. GPS, or continuous monitoring), as such factors can severely impact app performance and users' adherence. In order to balance the need to collect data that is useful with the constraint of impacting app performance, one needs to be able to assess the usefulness of variables. Bandit feedback data are sequentially correlated, so traditional testing procedures developed for independent data cannot apply. Recently, a statistical testing procedure was developed for the actor-critic bandit algorithm. An actor-critic algorithm maintains two separate models, one for the actor, the action selection policy, and the other for the critic, the reward model. The performance of the algorithm as well as the validity of the test are guaranteed only when the critic model is correctly specified. However, misspecification is frequent in practice due to incorrect functional form or missing covariates. In this work, we propose a modified actor-critic algorithm which is robust to critic misspecification and derive a novel testing procedure for the actor parameters in this case.

stat.ML