Residual Weighted Learning for Estimating Individualized Treatment Rules.

TitleResidual Weighted Learning for Estimating Individualized Treatment Rules.
Publication TypeJournal Article
Year of Publication2017
AuthorsZhou, Xin, Nicole Mayer-Hamblett, Umer Khan, and Michael R. Kosorok
JournalJ Am Stat Assoc
Date Published2017

Personalized medicine has received increasing attention among statisticians, computer scientists, and clinical practitioners. A major component of personalized medicine is the estimation of individualized treatment rules (ITRs). Recently, Zhao et al. (2012) proposed outcome weighted learning (OWL) to construct ITRs that directly optimize the clinical outcome. Although OWL opens the door to introducing machine learning techniques to optimal treatment regimes, it still has some problems in performance. (1) The estimated ITR of OWL is affected by a simple shift of the outcome. (2) The rule from OWL tries to keep treatment assignments that subjects actually received. (3) There is no variable selection mechanism with OWL. All of them weaken the finite sample performance of OWL. In this article, we propose a general framework, called Residual Weighted Learning (RWL), to alleviate these problems, and hence to improve finite sample performance. Unlike OWL which weights misclassification errors by clinical outcomes, RWL weights these errors by residuals of the outcome from a regression fit on clinical covariates excluding treatment assignment. We utilize the smoothed ramp loss function in RWL, and provide a difference of convex (d.c.) algorithm to solve the corresponding non-convex optimization problem. By estimating residuals with linear models or generalized linear models, RWL can effectively deal with different types of outcomes, such as continuous, binary and count outcomes. We also propose variable selection methods for linear and nonlinear rules, respectively, to further improve the performance. We show that the resulting estimator of the treatment rule is consistent. We further obtain a rate of convergence for the difference between the expected outcome using the estimated ITR and that of the optimal treatment rule. The performance of the proposed RWL methods is illustrated in simulation studies and in an analysis of cystic fibrosis clinical trial data.

Alternate JournalJ Am Stat Assoc
Original PublicationResidual weighted learning for estimating individualized treatment rules.
PubMed ID28943682
PubMed Central IDPMC5607057
Grant ListUL1 TR001111 / TR / NCATS NIH HHS / United States
UL1 TR002319 / TR / NCATS NIH HHS / United States
P01 CA142538 / CA / NCI NIH HHS / United States
UL1 TR000423 / TR / NCATS NIH HHS / United States
U01 HL080310 / HL / NHLBI NIH HHS / United States