In many machine learning applications, the training distribution used to learn a probabilistic classifier differs from the testing distribution on which the classifier will be used to make predictions. Traditional methods correct the distribution shift by reweighting the training data with the ratio of the density between test and training data. But in many applications training takes place without prior knowledge of the testing. Recently, methods have been proposed to address the shift by learning causal structure, but they rely on the diversity of multiple training data to a good performance, and have complexity limitations in high dimensions. In this paper, we propose a novel Deep Global Balancing Regression algorithm to jointly optimize a deep auto-encoder model and a global balancing model for stable prediction across unknown environments. The global balancing model constructs balancing weights that facilitate estimating of partial effects of features, a problem that is challenging in high dimensions, and thus helps to identify stable, causal relationships between features and outcomes. The deep auto-encoder model is designed to reduce the dimensionality of the feature space, thus making global balancing easier. We show, both theoretically and with empirical experiments, that our algorithm can make stable predictions across unknown environments.1. We obtain X·,−j in experiment by setting the value of j th variable in X as zero.2. We use sigmoid function σ(x) = 1 1+exp(−x) as non-linear activation function.
For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same distribution as the training data, and the other is that the model is correctly specified. In real applications, however, we often have little prior knowledge on the test data and on the underlying true model. Under model misspecification, agnostic distribution shift between training and test data leads to inaccuracy of parameter estimation and instability of prediction across unknown test data. To address these problems, we propose a novel Decorrelated Weighting Regression (DWR) algorithm which jointly optimizes a variable decorrelation regularizer and a weighted regression model. The variable decorrelation regularizer estimates a weight for each sample such that variables are decorrelated on the weighted training data. Then, these weights are used in the weighted regression to improve the accuracy of estimation on the effect of each variable, thus help to improve the stability of prediction across unknown test data. Extensive experiments clearly demonstrate that our DWR algorithm can significantly improve the accuracy of parameter estimation and stability of prediction with model misspecification and agnostic distribution shift.
In severe viral pneumonia, including Coronavirus disease 2019 (COVID-19), the viral replication phase is often followed by hyperinflammation, which can lead to acute respiratory distress syndrome, multi-organ failure, and death. We previously demonstrated that alpha-1 adrenergic receptor (⍺1-AR) antagonists can prevent hyperinflammation and death in mice. Here, we conducted retrospective analyses in two cohorts of patients with acute respiratory distress (ARD, n = 18,547) and three cohorts with pneumonia (n = 400,907). Federated across two ARD cohorts, we find that patients exposed to ⍺1-AR antagonists, as compared to unexposed patients, had a 34% relative risk reduction for mechanical ventilation and death (OR = 0.70, p = 0.021). We replicated these methods on three pneumonia cohorts, all with similar effects on both outcomes. All results were robust to sensitivity analyses. These results highlight the urgent need for prospective trials testing whether prophylactic use of ⍺1-AR antagonists ameliorates lower respiratory tract infection-associated hyperinflammation and death, as observed in COVID-19.
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