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Estimating Individualized Treatment Rules Using Outcome Weighted Learning.

Publication ,  Journal Article
Zhao, Y; Zeng, D; Rush, AJ; Kosorok, MR
Published in: J Am Stat Assoc
September 1, 2012

There is increasing interest in discovering individualized treatment rules for patients who have heterogeneous responses to treatment. In particular, one aims to find an optimal individualized treatment rule which is a deterministic function of patient specific characteristics maximizing expected clinical outcome. In this paper, we first show that estimating such an optimal treatment rule is equivalent to a classification problem where each subject is weighted proportional to his or her clinical outcome. We then propose an outcome weighted learning approach based on the support vector machine framework. We show that the resulting estimator of the treatment rule is consistent. We further obtain a finite sample bound for the difference between the expected outcome using the estimated individualized treatment rule and that of the optimal treatment rule. The performance of the proposed approach is demonstrated via simulation studies and an analysis of chronic depression data.

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Published In

J Am Stat Assoc

DOI

ISSN

0162-1459

Publication Date

September 1, 2012

Volume

107

Issue

449

Start / End Page

1106 / 1118

Location

United States

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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Zhao, Y., Zeng, D., Rush, A. J., & Kosorok, M. R. (2012). Estimating Individualized Treatment Rules Using Outcome Weighted Learning. J Am Stat Assoc, 107(449), 1106–1118. https://doi.org/10.1080/01621459.2012.695674
Zhao, Yingqi, Donglin Zeng, A John Rush, and Michael R. Kosorok. “Estimating Individualized Treatment Rules Using Outcome Weighted Learning.J Am Stat Assoc 107, no. 449 (September 1, 2012): 1106–18. https://doi.org/10.1080/01621459.2012.695674.
Zhao Y, Zeng D, Rush AJ, Kosorok MR. Estimating Individualized Treatment Rules Using Outcome Weighted Learning. J Am Stat Assoc. 2012 Sep 1;107(449):1106–18.
Zhao, Yingqi, et al. “Estimating Individualized Treatment Rules Using Outcome Weighted Learning.J Am Stat Assoc, vol. 107, no. 449, Sept. 2012, pp. 1106–18. Pubmed, doi:10.1080/01621459.2012.695674.
Zhao Y, Zeng D, Rush AJ, Kosorok MR. Estimating Individualized Treatment Rules Using Outcome Weighted Learning. J Am Stat Assoc. 2012 Sep 1;107(449):1106–1118.
Journal cover image

Published In

J Am Stat Assoc

DOI

ISSN

0162-1459

Publication Date

September 1, 2012

Volume

107

Issue

449

Start / End Page

1106 / 1118

Location

United States

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics