Holistic Deep LearningDimitris 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.
6.6APJun 30, 2020
From predictions to prescriptions: A data-driven response to COVID-19Dimitris 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.
Crosslingual Document Embedding as Reduced-Rank Ridge RegressionMartin Josifoski, Ivan S. Paskov, Hristo S. Paskov et al.
There has recently been much interest in extending vector-based word representations to multiple languages, such that words can be compared across languages. In this paper, we shift the focus from words to documents and introduce a method for embedding documents written in any language into a single, language-independent vector space. For training, our approach leverages a multilingual corpus where the same concept is covered in multiple languages (but not necessarily via exact translations), such as Wikipedia. Our method, Cr5 (Crosslingual reduced-rank ridge regression), starts by training a ridge-regression-based classifier that uses language-specific bag-of-word features in order to predict the concept that a given document is about. We show that, when constraining the learned weight matrix to be of low rank, it can be factored to obtain the desired mappings from language-specific bags-of-words to language-independent embeddings. As opposed to most prior methods, which use pretrained monolingual word vectors, postprocess them to make them crosslingual, and finally average word vectors to obtain document vectors, Cr5 is trained end-to-end and is thus natively crosslingual as well as document-level. Moreover, since our algorithm uses the singular value decomposition as its core operation, it is highly scalable. Experiments show that our method achieves state-of-the-art performance on a crosslingual document retrieval task. Finally, although not trained for embedding sentences and words, it also achieves competitive performance on crosslingual sentence and word retrieval tasks.