Kimberly Villalobos Carballo

Kimberly Villalobos Carballo, Liangyuan Na, Yu Ma et al.

Tabular medical records remain the most readily available data format for applying machine learning in healthcare. However, traditional data preprocessing ignores valuable contextual information in tables and requires substantial manual cleaning and harmonisation, creating a bottleneck for model development. We introduce TabText, a preprocessing and feature extraction method that leverages contextual information and streamlines the curation of tabular medical data. This method converts tables into contextual language and applies pretrained large language models (LLMs) to generate task-independent numerical representations. These fixed embeddings are then used as input for various predictive tasks. TabText was evaluated on nine inpatient flow prediction tasks (e.g., ICU admission, discharge, mortality) using electronic medical records across six hospitals from a US health system, and on nine publicly available datasets from the UCI Machine Learning Repository, covering tasks such as cancer diagnosis, recurrence, and survival. TabText models trained on unprocessed data from a single hospital (572,964 patient-days, Jan 2018-Dec 2020) achieved accurate performance (AUC 0.75-0.94) when tested prospectively on 265,917 patient-days from Jan 2021-Apr 2022, and generalised well to five additional hospitals not used for training. When augmenting preprocessed tabular records with these contextual embeddings, out-of-sample AUC improved by up to 4 additive percentage points in challenging tasks such as ICU transfer and breast cancer recurrence, while providing little to no benefit for already high-performing tasks. Findings were consistent across both private and public datasets.

Dimitris Bertsimas, Kimberly Villalobos Carballo

We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a reproducing kernel Hilbert space and performs functional stochastic gradient descent to minimize the empirical regularized loss. By incorporating sparsification techniques based on function subspace projections we are able to overcome the computational complexity that standard kernel methods introduce as the data size increases. We prove that the proposed approach is asymptotically optimal for multistage stochastic optimization with side information. Across various computational experiments on stochastic inventory management problems, {our method performs well in multidimensional settings} and remains tractable when the data size is large. Lastly, by computing lower bounds for the optimal loss of the inventory control problem, we show that the proposed method produces decision rules with near-optimal average performance.

Dimitris Bertsimas, Kimberly Villalobos Carballo, Léonard Boussioux et al.

This paper presents a novel holistic deep learning framework that simultaneously addresses the challenges of vulnerability to input perturbations, overparametrization, and performance instability from different train-validation splits. The proposed framework holistically improves accuracy, robustness, sparsity, and stability over standard deep learning models, as demonstrated by extensive experiments on both tabular and image data sets. The results are further validated by ablation experiments and SHAP value analysis, which reveal the interactions and trade-offs between the different evaluation metrics. To support practitioners applying our framework, we provide a prescriptive approach that offers recommendations for selecting an appropriate training loss function based on their specific objectives. All the code to reproduce the results can be found at https://github.com/kimvc7/HDL.

Dimitris Bertsimas, Yu Ma, Kimberly Villalobos Carballo et al.

Hospitals lack automated systems to harness the growing volume of heterogeneous clinical and operational data to effectively forecast critical events. Early identification of patients at risk for deterioration is essential not only for patient care quality monitoring but also for physician care management. However, translating varied data streams into accurate and interpretable risk assessments poses significant challenges due to inconsistent data formats. We develop a multimodal machine learning framework, the Early Warning Index (EWI), to predict the aggregate risk of ICU admission, emergency response team dispatch, and mortality. Key to EWI's design is a human-in-the-loop process: clinicians help determine alert thresholds and interpret model outputs, which are enhanced by explainable outputs using Shapley Additive exPlanations (SHAP) to highlight clinical and operational factors (e.g., scheduled surgeries, ward census) driving each patient's risk. We deploy EWI in a hospital dashboard that stratifies patients into three risk tiers. Using a dataset of 18,633 unique patients at a large U.S. hospital, our approach automatically extracts features from both structured and unstructured electronic health record (EHR) data and achieves C-statistics of 0.796. It is currently used as a triage tool for proactively managing at-risk patients. The proposed approach saves physicians valuable time by automatically sorting patients of varying risk levels, allowing them to concentrate on patient care rather than sifting through complex EHR data. By further pinpointing specific risk drivers, the proposed model provides data-informed adjustments to caregiver scheduling and allocation of critical resources. As a result, clinicians and administrators can avert downstream complications, including costly procedures or high readmission rates and improve overall patient flow.

Caio de Prospero Iglesias, Kimberly Villalobos Carballo, Dimitris Bertsimas

We address the problem of policy selection in contextual stochastic optimization (CSO), where covariates are available as contextual information and decisions must satisfy hard feasibility constraints. In many CSO settings, multiple candidate policies--arising from different modeling paradigms--exhibit heterogeneous performance across the covariate space, with no single policy uniformly dominating. We propose Prescribe-then-Select (PS), a modular framework that first constructs a library of feasible candidate policies and then learns a meta-policy to select the best policy for the observed covariates. We implement the meta-policy using ensembles of Optimal Policy Trees trained via cross-validation on the training set, making policy choice entirely data-driven. Across two benchmark CSO problems--single-stage newsvendor and two-stage shipment planning--PS consistently outperforms the best single policy in heterogeneous regimes of the covariate space and converges to the dominant policy when such heterogeneity is absent. All the code to reproduce the results can be found at https://anonymous.4open.science/r/Prescribe-then-Select-TMLR.

Liangyuan Na, Kimberly Villalobos Carballo, Jean Pauphilet et al.

Problem definition: Access to accurate predictions of patients' outcomes can enhance medical staff's decision-making, which ultimately benefits all stakeholders in the hospitals. A large hospital network in the US has been collaborating with academics and consultants to predict short-term and long-term outcomes for all inpatients across their seven hospitals. Methodology/results: We develop machine learning models that predict the probabilities of next 24-hr/48-hr discharge and intensive care unit transfers, end-of-stay mortality and discharge dispositions. All models achieve high out-of-sample AUC (75.7%-92.5%) and are well calibrated. In addition, combining 48-hr discharge predictions with doctors' predictions simultaneously enables more patient discharges (10%-28.7%) and fewer 7-day/30-day readmissions ($p$-value $<0.001$). We implement an automated pipeline that extracts data and updates predictions every morning, as well as user-friendly software and a color-coded alert system to communicate these patient-level predictions (alongside explanations) to clinical teams. Managerial implications: Since we have been gradually deploying the tool, and training medical staff, over 200 doctors, nurses, and case managers across seven hospitals use it in their daily patient review process. We observe a significant reduction in the average length of stay (0.67 days per patient) following its adoption and anticipate substantial financial benefits (between \$55 and \$72 million annually) for the healthcare system.

Luis R. Soenksen, Yu Ma, Cynthia Zeng et al.

Artificial intelligence (AI) systems hold great promise to improve healthcare over the next decades. Specifically, AI systems leveraging multiple data sources and input modalities are poised to become a viable method to deliver more accurate results and deployable pipelines across a wide range of applications. In this work, we propose and evaluate a unified Holistic AI in Medicine (HAIM) framework to facilitate the generation and testing of AI systems that leverage multimodal inputs. Our approach uses generalizable data pre-processing and machine learning modeling stages that can be readily adapted for research and deployment in healthcare environments. We evaluate our HAIM framework by training and characterizing 14,324 independent models based on HAIM-MIMIC-MM, a multimodal clinical database (N=34,537 samples) containing 7,279 unique hospitalizations and 6,485 patients, spanning all possible input combinations of 4 data modalities (i.e., tabular, time-series, text, and images), 11 unique data sources and 12 predictive tasks. We show that this framework can consistently and robustly produce models that outperform similar single-source approaches across various healthcare demonstrations (by 6-33%), including 10 distinct chest pathology diagnoses, along with length-of-stay and 48-hour mortality predictions. We also quantify the contribution of each modality and data source using Shapley values, which demonstrates the heterogeneity in data modality importance and the necessity of multimodal inputs across different healthcare-relevant tasks. The generalizable properties and flexibility of our Holistic AI in Medicine (HAIM) framework could offer a promising pathway for future multimodal predictive systems in clinical and operational healthcare settings.

Dimitris Bertsimas, Xavier Boix, Kimberly Villalobos Carballo et al.

Many state-of-the-art adversarial training methods for deep learning leverage upper bounds of the adversarial loss to provide security guarantees against adversarial attacks. Yet, these methods rely on convex relaxations to propagate lower and upper bounds for intermediate layers, which affect the tightness of the bound at the output layer. We introduce a new approach to adversarial training by minimizing an upper bound of the adversarial loss that is based on a holistic expansion of the network instead of separate bounds for each layer. This bound is facilitated by state-of-the-art tools from Robust Optimization; it has closed-form and can be effectively trained using backpropagation. We derive two new methods with the proposed approach. The first method (Approximated Robust Upper Bound or aRUB) uses the first order approximation of the network as well as basic tools from Linear Robust Optimization to obtain an empirical upper bound of the adversarial loss that can be easily implemented. The second method (Robust Upper Bound or RUB), computes a provable upper bound of the adversarial loss. Across a variety of tabular and vision data sets we demonstrate the effectiveness of our approach -- RUB is substantially more robust than state-of-the-art methods for larger perturbations, while aRUB matches the performance of state-of-the-art methods for small perturbations.

Dimitris Bertsimas, Léonard Boussioux, Ryan Cory Wright et al.

The COVID-19 pandemic has created unprecedented challenges worldwide. Strained healthcare providers make difficult decisions on patient triage, treatment and care management on a daily basis. Policy makers have imposed social distancing measures to slow the disease, at a steep economic price. We design analytical tools to support these decisions and combat the pandemic. Specifically, we propose a comprehensive data-driven approach to understand the clinical characteristics of COVID-19, predict its mortality, forecast its evolution, and ultimately alleviate its impact. By leveraging cohort-level clinical data, patient-level hospital data, and census-level epidemiological data, we develop an integrated four-step approach, combining descriptive, predictive and prescriptive analytics. First, we aggregate hundreds of clinical studies into the most comprehensive database on COVID-19 to paint a new macroscopic picture of the disease. Second, we build personalized calculators to predict the risk of infection and mortality as a function of demographics, symptoms, comorbidities, and lab values. Third, we develop a novel epidemiological model to project the pandemic's spread and inform social distancing policies. Fourth, we propose an optimization model to re-allocate ventilators and alleviate shortages. Our results have been used at the clinical level by several hospitals to triage patients, guide care management, plan ICU capacity, and re-distribute ventilators. At the policy level, they are currently supporting safe back-to-work policies at a major institution and equitable vaccine distribution planning at a major pharmaceutical company, and have been integrated into the US Center for Disease Control's pandemic forecast.