Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action $a$ to take for a target unit after observing its covariates $\tilde{x}$ and predicted outcomes $\hat{p}(\tilde{y} \mid \tilde{x}, a)$. An example case is personalized medicine and the decision of which treatment to give to a patient. A common problem when learning these models from observational data is imbalance, that is, difference in treated/control covariate distributions, which is known to increase the upper bound of the expected ITE estimation error. We propose to assess the decision-making reliability by estimating the ITE model’s Type S error rate, which is the probability of the model inferring the sign of the treatment effect wrong. Furthermore, we use the estimated reliability as a criterion for active learning, in order to collect new (possibly expensive) observations, instead of making a forced choice based on unreliable predictions. We demonstrate the effectiveness of this decision-making aware active learning in two decision-making tasks: in simulated data with binary outcomes and in a medical dataset with synthetic and continuous treatment outcomes.

Motivation: Precision medicine requires the ability to predict the efficacies of different treatments for a given individual using high-dimensional genomic measurements. However, identifying predictive features remains a challenge when the sample size is small. Incorporating expert knowledge offers a promising approach to improve predictions, but collecting such knowledge is laborious if the number of candidate features is very large. Results: We introduce a probabilistic framework to incorporate expert feedback about the impact of genomic measurements on the outcome of interest and present a novel approach to collect the feedback efficiently, based on Bayesian experimental design. The new approach outperformed other recent alternatives in two medical applications: prediction of metabolic traits and prediction of sensitivity of cancer cells to different drugs, both using genomic features as predictors. Furthermore, the intelligent approach to collect feedback reduced the workload of the expert to approximately 11%, compared to a baseline approach. Availability and implementation: Source code implementing the introduced computational methods is freely available at https://github.com/AaltoPML/knowledge-elicitation-for-precision-medicine. Supplementary information: Supplementary data are available at Bioinformatics online.

Providing accurate predictions is challenging for machine learning algorithms when the number of features is larger than the number of samples in the data. Prior knowledge can improve machine learning models by indicating relevant variables and parameter values. Yet, this prior knowledge is often tacit and only available from domain experts. We present a novel approach that uses interactive visualization to elicit the tacit prior knowledge and uses it to improve the accuracy of prediction models. The main component of our approach is a user model that models the domain expert's knowledge of the relevance of different features for a prediction task. In particular, based on the expert's earlier input, the user model guides the selection of the features on which to elicit user's knowledge next. The results of a controlled user study show that the user model significantly improves prior knowledge elicitation and prediction accuracy, when predicting the relative citation counts of scientific documents in a specific domain.