The van der Schaar Lab’s researchers have had a total of 5 papers accepted to ICLR 2021 (May 4 – 8, 2021). Additionally, Mihaela van der Schaar will be taking part in 3 workshops, one of which will be organized by Ioana Bica, one of the lab’s PhD students.
ICLR is globally renowned for presenting and publishing cutting-edge research on all aspects of deep learning used in the fields of artificial intelligence, statistics and data science.
Collectively, these ICLR 2021 workshops and papers showcase the diverse strengths of the lab’s small research team, and cover a number of its key research pillars, such as understanding clinical decision-making, automated machine learning (autoML), time-series learning, interpretability, and synthetic data generation.
Titles, authors and abstracts for all 5 papers, and details regarding all 3 workshops, are provided below.
Clairvoyance: A Pipeline Toolkit for Medical Time Series
Time-series learning is the bread and butter of data-driven clinical decision support, and the recent explosion in ML research has demonstrated great potential in various healthcare settings. At the same time, medical time-series problems in the wild are challenging due to their highly composite nature: They entail design choices and interactions among components that preprocess data, impute missing values, select features, issue predictions, estimate uncertainty, and interpret models. Despite exponential growth in electronic patient data, there is a remarkable gap between the potential and realized utilization of ML for clinical research and decision support. In particular, orchestrating a real-world project lifecycle poses challenges in engineering (i.e. hard to build), evaluation (i.e. hard to assess), and efficiency (i.e. hard to optimize).
Designed to address these issues simultaneously, Clairvoyance proposes a unified, end-to-end, autoML-friendly pipeline that serves as a (i) software toolkit, (ii) empirical standard, and (iii) interface for optimization. Our ultimate goal lies in facilitating transparent and reproducible experimentation with complex inference workflows, providing integrated pathways for (1) personalized prediction, (2) treatment effect estimation, and (3) information acquisition. Through illustrative examples on real-world data in outpatient, general wards, and intensive-care settings, we illustrate the applicability of the pipeline paradigm on core tasks in the healthcare journey.
To the best of our knowledge, Clairvoyance is the first to demonstrate viability of a comprehensive and automatable pipeline for clinical time-series ML.
Learning “What-if” Explanations for Sequential Decision-Making
Building interpretable parameterizations of real-world decision-making on the basis of demonstrated behavior—i.e. trajectories of observations and actions made by an expert maximizing some unknown reward function—is essential for introspecting and auditing policies in different institutions.
In this paper, we propose learning explanations of expert decisions by modeling their reward function in terms of preferences with respect to “what if” outcomes: Given the current history of observations, what would happen if we took a particular action? To learn these cost-benefit tradeoffs associated with the expert’s actions, we integrate counterfactual reasoning into batch inverse reinforcement learning. This offers a principled way of defining reward functions and explaining expert behavior, and also satisfies the constraints of real-world decision-making—where active experimentation is often impossible (e.g. in healthcare). Additionally, by estimating the effects of different actions, counterfactuals readily tackle the off-policy nature of policy evaluation in the batch setting, and can naturally accommodate settings where the expert policies depend on histories of observations rather than just current states.
Through illustrative experiments in both real and simulated medical environments, we highlight the effectiveness of our batch, counterfactual inverse reinforcement learning approach in recovering accurate and interpretable descriptions of behavior.
Explaining by Imitating: Understanding Decisions by Interpretable Policy Learning
Understanding human behavior from observed data is critical for transparency and accountability in decision-making. Consider real-world settings such as healthcare, in which modeling a decision maker’s policy is challenging—with no access to underlying states, no knowledge of environment dynamics, and no allowance for live experimentation.
We desire learning a data-driven representation of decisionmaking behavior that (1) inheres transparency by design, (2) accommodates partial observability, and (3) operates completely offline. To satisfy these key criteria, we propose a novel model-based Bayesian method for interpretable policy learning (“INTERPOLE”) that jointly estimates an agent’s (possibly biased) belief-update process together with their (possibly suboptimal) belief-action mapping.
Through experiments on both simulated and real world data for the problem of Alzheimer’s disease diagnosis, we illustrate the potential of our approach as an investigative device for auditing, quantifying, and understanding human decision making behavior.
Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need for an inner-loop MDP solver, and even non-Bayesian methods that do themselves scale often require extensive interaction with the environment to perform well, being inappropriate for high stakes or costly applications such as healthcare.
In this paper we introduce our method, Auto-encoded Variational Reward Imitation Learning (AVRIL), that addresses both of these issues by jointly learning an approximate posterior distribution over the reward that scales to arbitrarily complicated state spaces alongside an appropriate policy in a completely offline manner through a variational approach to said latent reward.
Applying our method to real medical data alongside classic control simulations, we demonstrate Bayesian reward inference in environments beyond the scope of current methods, as well as task performance competitive with focused offline imitation learning algorithms.
Generating synthetic time-series data is crucial in various application domains, such as medical prognosis, wherein research is hamstrung by the lack of access to data due to concerns over privacy. Most of the recently proposed methods for generating synthetic time-series rely on implicit likelihood modeling using generative adversarial networks (GANs)—but such models can be difficult to train, and may jeopardize privacy by “memorizing” temporal patterns in training data.
In this paper, we propose an explicit likelihood model based on a novel class of normalizing flows that view time-series data in the frequency-domain rather than the time-domain. The proposed flow, dubbed a Fourier flow, uses a discrete Fourier transform (DFT) to convert variable-length time-series with arbitrary sampling periods into fixedlength spectral representations, then applies a (data dependent) spectral filter to the frequency-transformed time-series.
We show that, by virtue of the DFT analytic properties, the Jacobian determinants and inverse mapping for the Fourier flow can be computed efficiently in linearithmic time, without imposing explicit structural constraints as in existing flows such as NICE (Dinh et al. (2014)), RealNVP (Dinh et al. (2016)) and GLOW (Kingma & Dhariwal (2018)). Experiments show that Fourier flows perform competitively compared to state-of-the-art baselines.
The International Conference on Learning Representations (ICLR) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence called representation learning, but generally referred to as deep learning.
ICLR is globally renowned for presenting and publishing cutting-edge research on all aspects of deep learning used in the fields of artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, text understanding, gaming, and robotics.
Participants at ICLR span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
For a full list of the van der Schaar Lab’s publications, click here.