Dynamic treatment regimens (DTRs) aim at tailoring individualized sequential treatment rules that maximize cumulative beneficial outcomes by accommodating patients' heterogeneity in decision-making. For many chronic diseases including type 2 diabetes mellitus (T2D), treatments are usually multifaceted in the sense that aggressive treatments with a higher expected reward are also likely to elevate the risk of acute adverse events. In this paper, we propose a new weighted learning framework, namely benefit-risk dynamic treatment regimens (BR-DTRs), to address the benefit-risk trade-off. The new framework relies on a backward learning procedure by restricting the induced risk of the treatment rule to be no larger than a pre-specified risk constraint at each treatment stage. Computationally, the estimated treatment rule solves a weighted support vector machine problem with a modified smooth constraint. Theoretically, we show that the proposed DTRs are Fisher consistent, and we further obtain the convergence rates for both the value and risk functions. Finally, the performance of the proposed method is demonstrated via extensive simulation studies and application to a real study for T2D patients.

The individualized treatment recommendation (ITR) is an important analytic framework for precision medicine. The goal of ITR is to assign the best treatments to patients based on their individual characteristics. From the machine learning perspective, the solution to the ITR problem can be formulated as a weighted classification problem to maximize the mean benefit from the recommended treatments given patients' characteristics. Several ITR methods have been proposed in both the binary setting and the multicategory setting. In practice, one may prefer a more flexible recommendation that includes multiple treatment options. This motivates us to develop methods to obtain a set of near-optimal individualized treatment recommendations alternative to each other, called alternative individualized treatment recommendations (A-ITR). We propose two methods to estimate the optimal A-ITR within the outcome weighted learning (OWL) framework. Simulation studies and a real data analysis for Type 2 diabetic patients with injectable antidiabetic treatments are conducted to show the usefulness of the proposed A-ITR framework. We also show the consistency of these methods and obtain an upper bound for the risk between the theoretically optimal recommendation and the estimated one. An R package "aitr" has been developed, found at https://github.com/menghaomiao/aitr.

Multiple types of heterogeneity including label heterogeneity and feature heterogeneity often co-exist in many real-world data mining applications, such as diabetes treatment classification, gene functionality prediction, and brain image analysis. To effectively leverage such heterogeneity, in this article, we propose a novel graph-based model for Learning with both Label and Feature heterogeneity, namely L 2 F . It models the label correlation by requiring that any two label-specific classifiers behave similarly on the same views if the associated labels are similar, and imposes the view consistency by requiring that view-based classifiers generate similar predictions on the same examples. The objective function for L 2 F is jointly convex. To solve the optimization problem, we propose an iterative algorithm, which is guaranteed to converge to the global optimum. One appealing feature of L 2 F is that it is capable of handling data with missing views and labels. Furthermore, we analyze its generalization performance based on Rademacher complexity, which sheds light on the benefits of jointly modeling the label and feature heterogeneity. Experimental results on various biomedical datasets show the effectiveness of the proposed approach.

The synthesis of an effective multi-category nonlinear classifier with the capability to output calibrated posterior probabilities to enable post-processing is of great significance in practical recognition situations because the posterior probability reflects the assessment uncertainty. However, the estimation of posterior probability for multi-category classifiers is an unwieldy problem in the realm of pattern recognition, which usually is more intractable than that in dichotomic cases. In this paper, with the aid of binary tree representation for nested structures, a new polychotomous classification and posterior probability estimation scheme is developed on the strength of Bayesian decision theory. In particular, by capitalising on the intrinsic conexus between hierarchical structure and multi-scale analysis, the polychotomous multi-scale Bayesian kernel Fisher discriminant (KFD) is implemented for building the classifier at different scales for different levels. Finally, the performance of the proposed classification and posterior probability estimation algorithm is validated by designing a multi-category Bayesian KFD classifier for a benchmark satellite images dataset.

Multiple types of heterogeneity, such as label heterogeneity and feature heterogeneity, often co-exist in many real-world data mining applications, such as news article categorization, gene functionality prediction. To effectively leverage such heterogeneity, in this paper, we propose a novel graph-based framework for Learning with both Label and Feature heterogeneities, namely L2F. It models the label correlation by requiring that any two label-specific classifiers behave similarly on the same views if the associated labels are similar, and imposes the view consistency by requiring that view-based classifiers generate similar predictions on the same examples. To solve the resulting optimization problem, we propose an iterative algorithm, which is guaranteed to converge to the global optimum. Furthermore, we analyze its generalization performance based on Rademacher complexity, which sheds light on the benefits of jointly modeling the label and feature heterogeneity. Experimental results on various data sets show the effectiveness of the proposed approach.