Muhang Tian

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective Markov Decision Process (MOMDP). We derive an extended form of Bellman optimality for nonlinear optimization that explicitly considers time and current accumulated reward. Using this formulation, we describe an approximation algorithm for computing an approximately optimal non-stationary policy in pseudopolynomial time for smooth scalarization functions with a constant number of rewards. We prove the approximation analytically and demonstrate the algorithm experimentally, showing that there can be a substantial gap between the optimal policy computed by our algorithm and alternative baselines.

Electronic health records (EHRs) are rich sources of patient-level data, offering valuable resources for medical data analysis. However, privacy concerns often restrict access to EHRs, hindering downstream analysis. Current EHR deidentification methods are flawed and can lead to potential privacy leakage. Additionally, existing publicly available EHR databases are limited, preventing the advancement of medical research using EHR. This study aims to overcome these challenges by generating realistic and privacy-preserving synthetic EHRs time series efficiently. We introduce a new method for generating diverse and realistic synthetic EHR time series data using denoizing diffusion probabilistic models. We conducted experiments on 6 databases: Medical Information Mart for Intensive Care III and IV, the eICU Collaborative Research Database (eICU), and non-EHR datasets on Stocks and Energy. We compared our proposed method with 8 existing methods. Our results demonstrate that our approach significantly outperforms all existing methods in terms of data fidelity while requiring less training effort. Additionally, data generated by our method yield a lower discriminative accuracy compared to other baseline methods, indicating the proposed method can generate data with less privacy risk. The proposed model utilizes a mixed diffusion process to generate realistic synthetic EHR samples that protect patient privacy. This method could be useful in tackling data availability issues in the field of healthcare by reducing barrier to EHR access and supporting research in machine learning for health. The proposed diffusion model-based method can reliably and efficiently generate synthetic EHR time series, which facilitates the downstream medical data analysis. Our numerical results show the superiority of the proposed method over all other existing methods.

Prediction of mortality in intensive care unit (ICU) patients typically relies on black box models (that are unacceptable for use in hospitals) or hand-tuned interpretable models (that might lead to the loss in performance). We aim to bridge the gap between these two categories by building on modern interpretable ML techniques to design interpretable mortality risk scores that are as accurate as black boxes. We developed a new algorithm, GroupFasterRisk, which has several important benefits: it uses both hard and soft direct sparsity regularization, it incorporates group sparsity to allow more cohesive models, it allows for monotonicity constraint to include domain knowledge, and it produces many equally-good models, which allows domain experts to choose among them. For evaluation, we leveraged the largest existing public ICU monitoring datasets (MIMIC III and eICU). Models produced by GroupFasterRisk outperformed OASIS and SAPS II scores and performed similarly to APACHE IV/IVa while using at most a third of the parameters. For patients with sepsis/septicemia, acute myocardial infarction, heart failure, and acute kidney failure, GroupFasterRisk models outperformed OASIS and SOFA. Finally, different mortality prediction ML approaches performed better based on variables selected by GroupFasterRisk as compared to OASIS variables. GroupFasterRisk’s models performed better than risk scores currently used in hospitals, and on par with black box ML models, while being orders of magnitude sparser. Because GroupFasterRisk produces a variety of risk scores, it allows design flexibility - the key enabler of practical model creation. GroupFasterRisk is a fast, accessible, and flexible procedure that allows learning a diverse set of sparse risk scores for mortality prediction.

Digitization and the internet have made data extensively available in the current century. Machine learning, a computational and statistical technique capable of drawing insights from data, has demonstrated its capability to provide support for human relevant tasks in pattern recognition, generative modeling, and agent control. Progress in machine learning has brought tremendous improvement in performance across various tasks aforementioned. Nevertheless, despite these advancements, challenges persist in implementing additional constraints on machine learning techniques in order to more appropriately support humankind. When applied to human-relevant tasks, it is vital for machine learning techniques to take into consideration their effect on social inequality and trustworthiness. Additionally, although data availability has increased, certain fields like healthcare contain barriers to data access that could thwart the development of machine learning. Motivated by these challenges, my research has concentrated on developing methods that address interpretability, fairness, and data scarcity within machine learning, aiming to refine their application and efficacy in human-relevant domains.

We study fair multi-objective reinforcement learning in which an agent must learn a policy that simultaneously achieves high reward on multiple dimensions of a vector-valued reward. Motivated by the fair resource allocation literature, we model this as an expected welfare maximization problem, for some nonlinear fair welfare function of the vector of long-term cumulative rewards. One canonical example of such a function is the Nash Social Welfare, or geometric mean, the log transform of which is also known as the Proportional Fairness objective. We show that even approximately optimal optimization of the expected Nash Social Welfare is computationally intractable even in the tabular case. Nevertheless, we provide a novel adaptation of Q-learning that combines nonlinear scalarized learning updates and non-stationary action selection to learn effective policies for optimizing nonlinear welfare functions. We show that our algorithm is provably convergent, and we demonstrate experimentally that our approach outperforms techniques based on linear scalarization, mixtures of optimal linear scalarizations, or stationary action selection for the Nash Social Welfare Objective.