Walter Dempsey

Rachel T Gonzalez, Madeline R Abbott, Brahmajee Nallamothu et al.

The ubiquitous nature of mobile health (mHealth) technology has expanded opportunities for the integration of reinforcement learning into traditional clinical trial designs, allowing researchers to learn individualized treatment policies during the study. LowSalt4Life 2 (LS4L2) is a recent trial aimed at reducing sodium intake among hypertensive individuals through an app-based intervention. A reinforcement learning algorithm, which was deployed in one of the trial arms, was designed to send reminder notifications to promote app engagement in contexts where the notification would be effective, i.e., when a participant is likely to open the app in the next 30-minute and not when prior data suggested reduced effectiveness. Such an algorithm can improve app-based mHealth interventions by reducing participant burden and more effectively promoting behavior change. We encountered various challenges during the implementation of the learning algorithm, which we present as a template to solving challenges in future trials that deploy reinforcement learning algorithms. We provide template solutions based on LS4L2 for solving the key challenges of (i) defining a relevant reward, (ii) determining a meaningful timescale for optimization, (iii) specifying a robust statistical model that allows for automation, (iv) balancing model flexibility with computational cost, and (v) addressing missing values in gradually collected data.

Anna L. Trella, Walter Dempsey, Asim H. Gazi et al. · harvard

For the non-stationary multi-armed bandit (MAB) problem, many existing methods allow a general mechanism for the non-stationarity, but rely on a budget for the non-stationarity that is sub-linear to the total number of time steps $T$. In many real-world settings, however, the mechanism for the non-stationarity can be modeled, but there is no budget for the non-stationarity. We instead consider the non-stationary bandit problem where the reward means change due to a latent, auto-regressive (AR) state. We develop Latent AR LinUCB (LARL), an online linear contextual bandit algorithm that does not rely on the non-stationary budget, but instead forms good predictions of reward means by implicitly predicting the latent state. The key idea is to reduce the problem to a linear dynamical system which can be solved as a linear contextual bandit. In fact, LARL approximates a steady-state Kalman filter and efficiently learns system parameters online. We provide an interpretable regret bound for LARL with respect to the level of non-stationarity in the environment. LARL achieves sub-linear regret in this setting if the noise variance of the latent state process is sufficiently small with respect to $T$. Empirically, LARL outperforms various baseline methods in this non-stationary bandit problem.