Fulton Wang

Fulton Wang, Cynthia Rudin

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme dimension reduction, i.e. to very low dimensions, in improving the performance of importance weighting methods for handling covariate shift, which fail in high dimensions due to potentially high train/test covariate divergence and the inability to accurately estimate the requisite density ratios. We first formulate and solve a problem optimizing over linear subspaces a combination of their predictive utility and train/test divergence within. Applying it to simulated and real data, we show extreme dimension reduction helps sometimes but not always, due to a bias introduced by dimension reduction.

Fulton Wang, Cynthia Rudin

A causal falling rule list (CFRL) is a sequence of if-then rules that specifies heterogeneous treatment effects, where (i) the order of rules determines the treatment effect subgroup a subject belongs to, and (ii) the treatment effect decreases monotonically down the list. A given CFRL parameterizes a hierarchical bayesian regression model in which the treatment effects are incorporated as parameters, and assumed constant within model-specific subgroups. We formulate the search for the CFRL best supported by the data as a Bayesian model selection problem, where we perform a search over the space of CFRL models, and approximate the evidence for a given CFRL model using standard variational techniques. We apply CFRL to a census wage dataset to identify subgroups of differing wage inequalities between men and women.

Fulton Wang, Tyler H. McCormick, Cynthia Rudin et al.

We propose a Bayesian model that predicts recovery curves based on information available before the disruptive event. A recovery curve of interest is the quantified sexual function of prostate cancer patients after prostatectomy surgery. We illustrate the utility of our model as a pre-treatment medical decision aid, producing personalized predictions that are both interpretable and accurate. We uncover covariate relationships that agree with and supplement that in existing medical literature.

Fulton Wang, Cynthia Rudin

Falling rule lists are classification models consisting of an ordered list of if-then rules, where (i) the order of rules determines which example should be classified by each rule, and (ii) the estimated probability of success decreases monotonically down the list. These kinds of rule lists are inspired by healthcare applications where patients would be stratified into risk sets and the highest at-risk patients should be considered first. We provide a Bayesian framework for learning falling rule lists that does not rely on traditional greedy decision tree learning methods.