Phevos Paschalidis

Phevos Paschalidis, Constantinos Daskalakis, Devavrat Shah

We study causal inference under outcome interference for sequential, observational settings. Specifically, we consider settings where the binary outcomes over N units are Markovian across T time steps. At each time step, the outcomes of N units have dependencies captured through an Ising model; each outcome is also impacted through an external field capturing the effects of its treatment as well as latent confounders. Similar to panel data literature, these latent confounders are modeled to have a low-rank factor structure. Our data is a single sample from this high-dimensional distribution. To estimate causal quantities of interest, we provide a computationally efficient method based on Maximum Pseudo-Likelihood Estimation (MPLE) for learning the model parameters. Under mild assumptions, we establish non-asymptotic consistency for parameter estimation and show this translates to faithful estimation of causal quantities of interest after sampling from the learned model. We demonstrate the efficacy of the method through synthetic experiments as well as a real-world case-study investigating causal effects of vaccine rates on COVID-19 death rates within US counties nationwide.

Phevos Paschalidis, Vasiliki Stoumpou, Lisa Everest et al.

Transcatheter Aortic Valve Replacement (TAVR) has emerged as a minimally invasive treatment option for patients with severe aortic stenosis, a life-threatening cardiovascular condition. Multiple transcatheter heart valves (THV) have been approved for use in TAVR, but current guidelines regarding valve type prescription remain an active topic of debate. We propose a data-driven clinical support tool to identify the optimal valve type with the objective of minimizing the risk of permanent pacemaker implantation (PPI), a predominant postoperative complication. We synthesize a novel dataset that combines U.S. and Greek patient populations and integrates three distinct data sources (patient demographics, computed tomography scans, echocardiograms) while harmonizing differences in each country's record system. We introduce a leaf-level analysis to leverage population heterogeneity and avoid benchmarking against uncertain counterfactual risk estimates. The final prescriptive model shows a reduction in PPI rates of 26% and 16% compared with the current standard of care in our internal U.S. population and external Greek validation cohort, respectively. To the best of our knowledge, this work represents the first unified, personalized prescription strategy for THV selection in TAVR.

Dimitris Bertsimas, Vassilis Digalakis, Yu Ma et al.

We consider the problem of retraining machine learning (ML) models when new batches of data become available. Existing approaches greedily optimize for predictive power independently at each batch, without considering the stability of the model's structure or analytical insights across retraining iterations. We propose a model-agnostic framework for finding sequences of models that are stable across retraining iterations. We develop a mixed-integer optimization formulation that is guaranteed to recover Pareto optimal models (in terms of the predictive power-stability trade-off) with good generalization properties, as well as an efficient polynomial-time algorithm that performs well in practice. We focus on retaining consistent analytical insights-which is important to model interpretability, ease of implementation, and fostering trust with users-by using custom-defined distance metrics that can be directly incorporated into the optimization problem. We evaluate our framework across models (regression, decision trees, boosted trees, and neural networks) and application domains (healthcare, vision, and language), including deployment in a production pipeline at a major US hospital. We find that, on average, a 2% reduction in predictive power leads to a 30% improvement in stability.

Phevos Paschalidis, Runyu Zhang, Na Li

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a connected graph $G$ with $K$ nodes. Upon arrival at each node, agents observe a random reward drawn from a node-dependent probability distribution. The reward of the system is modeled as a weighted sum of the rewards the agents observe, where the weights capture some transformation of the reward associated with multiple agents sampling the same node at the same time. We propose an Upper Confidence Bound (UCB)-based learning algorithm, Multi-G-UCB, and prove that its expected regret over $T$ steps is bounded by $O(γN\log(T)[\sqrt{KT} + DK])$, where $D$ is the diameter of graph $G$ and $γ$ a boundedness parameter associated with the weight functions. Lastly, we numerically test our algorithm by comparing it to alternative methods.