Active search is a learning paradigm where we seek to identify as many members of a rare, valuable class as possible given a labeling budget. Previous work on active search has assumed access to a faithful (and expensive) oracle reporting experimental results. However, some settings offer access to cheaper surrogates such as computational simulation that may aid in the search. We propose a model of multifidelity active search, as well as a novel, computationally efficient policy for this setting that is motivated by state-of-the-art classical policies. Our policy is nonmyopic and budget aware, allowing for a dynamic tradeoff between exploration and exploitation. We evaluate the performance of our solution on real-world datasets and demonstrate significantly better performance than natural benchmarks.

OBJECTIVE: Providing behavioral health interventions via smartphones allows these interventions to be adapted to the changing behavior, preferences, and needs of individuals. This can be achieved through reinforcement learning (RL), a sub-area of machine learning. However, many challenges could affect the effectiveness of these algorithms in the real world. We provide guidelines for decision-making. MATERIALS AND METHODS: Using thematic analysis, we describe challenges, considerations, and solutions for algorithm design decisions in a collaboration between health services researchers, clinicians, and data scientists. We use the design process of an RL algorithm for a mobile health study "DIAMANTE" for increasing physical activity in underserved patients with diabetes and depression. Over the 1.5-year project, we kept track of the research process using collaborative cloud Google Documents, Whatsapp messenger, and video teleconferencing. We discussed, categorized, and coded critical challenges. We grouped challenges to create thematic topic process domains. RESULTS: Nine challenges emerged, which we divided into 3 major themes: 1. Choosing the model for decision-making, including appropriate contextual and reward variables; 2. Data handling/collection, such as how to deal with missing or incorrect data in real-time; 3. Weighing the algorithm performance vs effectiveness/implementation in real-world settings. CONCLUSION: The creation of effective behavioral health interventions does not depend only on final algorithm performance. Many decisions in the real world are necessary to formulate the design of problem parameters to which an algorithm is applied. Researchers must document and evaulate these considerations and decisions before and during the intervention period, to increase transparency, accountability, and reproducibility. TRIAL REGISTRATION: clinicaltrials.gov, NCT03490253.