“Distributionally Robust Learning with Applications to Health Analytics”

Speaker: Yannis Paschalidis
Boston University
http://sites.bu.edu/paschalidis/ 

Abstract: We will present a distributionally robust optimization approach to learning predictive models, using general loss functions that can be used either in the context of classification or regression. Motivated by medical applications, we assume that training data are contaminated with (unknown) outliers. The learning problem is formulated as the problem of minimizing the worst case expected loss over a family of distributions within a certain Wasserstein ball centered at the empirical distribution obtained from the training data. We will explore the generality of this approach, its robustness properties, its ability to explain a host of “ad-hoc” regularized learning methods, and we will establish rigorous out-of-sample performance guarantees.  

Beyond predictions, we will discuss methods that can leverage the robust predictive models to make decisions and offer specific personalized prescriptions and recommendations to improve future outcomes. We will provide some examples of medical applications of our methods, including predicting hospitalizations for chronic disease patients, predicting hospital length-of-stay for surgical patients, and making treatment recommendations for diabetes and hypertension.

Speaker Bio: Yannis Paschalidis is a Professor and Data Science Fellow in Electrical and Computer Engineering, Systems Engineering, and Biomedical Engineering at Boston University. He is the Director of the Center for Information and Systems Engineering (CISE). He obtained a Diploma (1991) from the National Technical University of Athens, Greece, and an M.S. (1993) and a Ph.D. (1996) from the Massachusetts Institute of Technology (MIT), all in Electrical Engineering and Computer Science. He has been at Boston University since 1996. His current research interests lie in the fields of systems and control, networks, optimization, operations research, computational biology, and medical informatics.  

Prof. Paschalidis’ work has been recognized with a CAREER award (2000) from the National Science Foundation, the second prize in the 1997 George E. Nicholson paper competition by INFORMS, the best student paper award at the 9th Intl. Symposium of Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks (WiOpt 2011) won by one of his Ph.D. students for a joint paper, an IBM/IEEE Smarter Planet Challenge Award, and a finalist best paper award at the IEEE International Conference on Robotics and Automation (ICRA). His work on protein docking (with his collaborators) has been recognized for best performance in modeling selected protein-protein complexes against 64 other predictor groups (2009 Protein Interaction Evaluation Meeting). His recent work on health informatics won an IEEE Computer Society Crowd Sourcing Prize. He was an invited participant at the 2002 Frontiers of Engineering Symposium organized by the National Academy of Engineering, and at the 2014 National Academies Keck Futures Initiative (NAFKI) Conference. Prof. Paschalidis is a Fellow of the IEEE and the founding Editor-in-Chief of the IEEE Transactions on Control of Network Systems.

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