Sepsyn-OLCP: An Online Learning-based Framework for Early Sepsis Prediction with Uncertainty Quantification using Conformal Prediction

Abstract: Sepsis is a life-threatening syndrome with high morbidity and mortality in hospitals. Early prediction of sepsis plays a crucial role in facilitating early interventions for septic patients. However, early sepsis prediction systems with uncertainty quantification and adaptive learning are scarce. This paper proposes Sepsyn-OLCP, a novel online learning algorithm for early sepsis prediction by integrating conformal prediction for uncertainty quantification and Bayesian bandits for adaptive decision-making. By combining the robustness of Bayesian models with the statistical uncertainty guarantees of conformal prediction methodologies, this algorithm delivers accurate and trustworthy predictions, addressing the critical need for reliable and adaptive systems in high-stakes healthcare applications such as early sepsis prediction. We evaluate the performance of Sepsyn-OLCP in terms of regret in stochastic bandit setting, the area under the receiver operating characteristic curve (AUROC), and F-measure. Our results show that Sepsyn-OLCP outperforms existing individual models, increasing AUROC of a neural network from 0.64 to 0.73 without retraining and high computational costs. And the model selection policy converges to the optimal strategy in the long run. We propose a novel reinforcement learning-based framework integrated with conformal prediction techniques to provide uncertainty quantification for early sepsis prediction. The proposed methodology delivers accurate and trustworthy predictions, addressing a critical need in high-stakes healthcare applications like early sepsis prediction.