Capturing the conditional covariances or correlations among the elements of a multivariate response vector based on covariates is important to various fields including neuroscience, epidemiology and biomedicine. We propose a new method called Covariance Regression with Random Forests (CovRegRF) to estimate the covariance matrix of a multivariate response given a set of covariates, using a random forest framework. Random forest trees are built with a splitting rule specially designed to maximize the difference between the sample covariance matrix estimates of the child nodes. We also propose a significance test for the partial effect of a subset of covariates. We evaluate the performance of the proposed method and significance test through a simulation study which shows that the proposed method provides accurate covariance matrix estimates and that the Type-1 error is well controlled. An application of the proposed method to thyroid disease data is also presented. CovRegRF is implemented in a freely available R package on CRAN.

Scaling adaptive traffic signal control involves dealing with combinatorial state and action spaces. Multi-agent reinforcement learning attempts to address this challenge by distributing control to specialized agents. However, specialization hinders generalization and transferability, and the computational graphs underlying neural-network architectures—dominating in the multi-agent setting—do not offer the flexibility to handle an arbitrary number of entities which changes both between road networks, and over time as vehicles traverse the network. We introduce Inductive Graph Reinforcement Learning (IG-RL) based on graph-convolutional networks which adapts to the structure of any road network, to learn detailed representations of traffic signal controllers and their surroundings. Our decentralized approach enables learning of a transferable-adaptive-traffic-signal-control policy. After being trained on an arbitrary set of road networks, our model can generalize to new road networks and traffic distributions, with no additional training and a constant number of parameters, enabling greater scalability compared to prior methods. Furthermore, our approach can exploit the granularity of available data by capturing the (dynamic) demand at both the lane level and the vehicle level. The proposed method is tested on both road networks and traffic settings never experienced during training. We compare IG-RL to multi-agent reinforcement learning and domain-specific baselines. In both synthetic road networks and in a larger experiment involving the control of the 3,971 traffic signals of Manhattan, we show that different instantiations of IG-RL outperform baselines.

MOTIVATION: Investigating the relationships between two sets of variables helps to understand their interactions and can be done with canonical correlation analysis (CCA). However, the correlation between the two sets can sometimes depend on a third set of covariates, often subject-related ones such as age, gender or other clinical measures. In this case, applying CCA to the whole population is not optimal and methods to estimate conditional CCA, given the covariates, can be useful. RESULTS: We propose a new method called Random Forest with Canonical Correlation Analysis (RFCCA) to estimate the conditional canonical correlations between two sets of variables given subject-related covariates. The individual trees in the forest are built with a splitting rule specifically designed to partition the data to maximize the canonical correlation heterogeneity between child nodes. We also propose a significance test to detect the global effect of the covariates on the relationship between two sets of variables. The performance of the proposed method and the global significance test is evaluated through simulation studies that show it provides accurate canonical correlation estimations and well-controlled Type-1 error. We also show an application of the proposed method with EEG data. AVAILABILITY AND IMPLEMENTATION: RFCCA is implemented in a freely available R package on CRAN (https://CRAN.R-project.org/package=RFCCA). SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

MOTIVATION: Personalized medicine often relies on accurate estimation of a treatment effect for specific subjects. This estimation can be based on the subject's baseline covariates but additional complications arise for a time-to-event response subject to censoring. In this paper, the treatment effect is measured as the difference between the mean survival time of a treated subject and the mean survival time of a control subject. We propose a new random forest method for estimating the individual treatment effect with survival data. The random forest is formed by individual trees built with a splitting rule specifically designed to partition the data according to the individual treatment effect. For a new subject, the forest provides a set of similar subjects from the training dataset that can be used to compute an estimation of the individual treatment effect with any adequate method. RESULTS: The merits of the proposed method are investigated with a simulation study where it is compared to numerous competitors, including recent state-of-the-art methods. The results indicate that the proposed method has a very good and stable performance to estimate the individual treatment effects. Two examples of application with a colon cancer data and breast cancer data show that the proposed method can detect a treatment effect in a sub-population even when the overall effect is small or nonexistent. AVAILABILITY AND IMPLEMENTATION: The authors are working on an R package implementing the proposed method and it will be available soon. In the meantime, the code can be obtained from the first author at [email protected]. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.