Learning Optimal Personalized Treatment Rules Using Robust Regression Informed K-NN (1811.06083v3)

Abstract: We develop a prediction-based prescriptive model for learning optimal personalized treatments for patients based on their Electronic Health Records (EHRs). Our approach consists of: (i) predicting future outcomes under each possible therapy using a robustified nonlinear model, and (ii) adopting a randomized prescriptive policy determined by the predicted outcomes. We show theoretical results that guarantee the out-of-sample predictive power of the model, and prove the optimality of the randomized strategy in terms of the expected true future outcome. We apply the proposed methodology to develop optimal therapies for patients with type 2 diabetes or hypertension using EHRs from a major safety-net hospital in New England, and show that our algorithm leads to a larger reduction of the HbA1c, for diabetics, or systolic blood pressure, for patients with hypertension, compared to the alternatives. We demonstrate that our approach outperforms the standard of care under the robustified nonlinear predictive model.