Matthieu Doutreligne

Matthieu Doutreligne, Gaël Varoquaux

As predictive models -- e.g., from machine learning -- give likely outcomes, they may be used to reason on the effect of an intervention, a causal-inference task. The increasing complexity of health data has opened the door to a plethora of models, but also the Pandora box of model selection: which of these models yield the most valid causal estimates? Here we highlight that classic machine-learning model selection does not select the best outcome models for causal inference. Indeed, causal model selection should control both outcome errors for each individual, treated or not treated, whereas only one outcome is observed. Theoretically, simple risks used in machine learning do not control causal effects when treated and non-treated population differ too much. More elaborate risks build proxies of the causal error using ``nuisance'' re-weighting to compute it on the observed data. But does computing these nuisance adds noise to model selection? Drawing from an extensive empirical study, we outline a good causal model-selection procedure: using the so-called $R\text{-risk}$; using flexible estimators to compute the nuisance models on the train set; and splitting out 10\% of the data to compute risks.

Alexandre Perez-Lebel, Gael Varoquaux, Sanmi Koyejo et al.

Probabilistic classifiers are central for making informed decisions under uncertainty. Based on the maximum expected utility principle, optimal decision rules can be derived using the posterior class probabilities and misclassification costs. Yet, in practice only learned approximations of the oracle posterior probabilities are available. In this work, we quantify the excess risk (a.k.a. regret) incurred using approximate posterior probabilities in batch binary decision-making. We provide analytical expressions for miscalibration-induced regret ($R^{\mathrm{CL}}$), as well as tight and informative upper and lower bounds on the regret of calibrated classifiers ($R^{\mathrm{GL}}$). These expressions allow us to identify regimes where recalibration alone addresses most of the regret, and regimes where the regret is dominated by the grouping loss, which calls for post-training beyond recalibration. Crucially, both $R^{\mathrm{CL}}$ and $R^{\mathrm{GL}}$ can be estimated in practice using a calibration curve and a recent grouping loss estimator. On NLP experiments, we show that these quantities identify when the expected gain of more advanced post-training is worth the operational cost. Finally, we highlight the potential of multicalibration approaches as efficient alternatives to costlier fine-tuning approaches.

Xavier Tannier, Nicolas Paris, Hugo Cisneros et al.

Objective: Natural language processing can help minimize human intervention in identifying patients meeting eligibility criteria for clinical trials, but there is still a long way to go to obtain a general and systematic approach that is useful for researchers. We describe two methods taking a step in this direction and present their results obtained during the n2c2 challenge on cohort selection for clinical trials. Materials and Methods: The first method is a weakly supervised method using an unlabeled corpus (MIMIC) to build a silver standard, by producing semi-automatically a small and very precise set of rules to detect some samples of positive and negative patients. This silver standard is then used to train a traditional supervised model. The second method is a terminology-based approach where a medical expert selects the appropriate concepts, and a procedure is defined to search the terms and check the structural or temporal constraints. Results: On the n2c2 dataset containing annotated data about 13 selection criteria on 288 patients, we obtained an overall F1-measure of 0.8969, which is the third best result out of 45 participant teams, with no statistically significant difference with the best-ranked team. Discussion: Both approaches obtained very encouraging results and apply to different types of criteria. The weakly supervised method requires explicit descriptions of positive and negative examples in some reports. The terminology-based method is very efficient when medical concepts carry most of the relevant information. Conclusion: It is unlikely that much more annotated data will be soon available for the task of identifying a wide range of patient phenotypes. One must focus on weakly or non-supervised learning methods using both structured and unstructured data and relying on a comprehensive representation of the patients.