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Optimal biomarker combinations for treatment-selection can be derived by minimizing total burden to the population caused by the targeted disease and its treatment. However, when multiple biomarkers are present, including all in the model can be expensive and hurt model performance. To remedy this, we consider feature selection in optimization by minimizing an extended total burden that additionally incorporates biomarker measurement costs. Formulating it as a 0-norm penalized weighted classification, we develop various procedures for estimating linear and nonlinear combinations. Through simulations and a real data example, we demonstrate the importance of incorporating feature-selection and marker cost when deriving treatment-selection rules.
Recent development in data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, researchers can search for the optimal individualized treatment r
Selecting causal inference models for estimating individualized treatment effects (ITE) from observational data presents a unique challenge since the counterfactual outcomes are never observed. The problem is challenged further in the unsupervised do
Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule (ITR) that m
Model selection is a fundamental part of the applied Bayesian statistical methodology. Metrics such as the Akaike Information Criterion are commonly used in practice to select models but do not incorporate the uncertainty of the models parameters and
Motivated by the need for efficient and personalized learning in mobile health, we investigate the problem of online kernel selection for Gaussian Process regression in the multi-task setting. We propose a novel generative process on the kernel compo