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Title: Estimating individualized treatment rules using outcome weighted learning
Authors: Zhao, Y.
Zeng, D.
Rush, A.J. 
Kosorok, M.R.
Keywords: Bayes classifier
Dynamic treatment regime
Individualized treatment rule
Risk bound
Weighted support vector machine
Issue Date: 2012
Citation: Zhao, Y., Zeng, D., Rush, A.J., Kosorok, M.R. (2012). Estimating individualized treatment rules using outcome weighted learning. Journal of the American Statistical Association 107 (499) : 1106-1118. ScholarBank@NUS Repository.
Abstract: There is increasing interest in discovering individualized treatment rules (ITRs) for patients who have heterogeneous responses to treatment. In particular, one aims to find an optimal ITR that is a deterministic function of patient-specific characteristics maximizing expected clinical outcome. In this article, 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 ITR 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. © 2012 American Statistical Association.
Source Title: Journal of the American Statistical Association
ISSN: 01621459
DOI: 10.1080/01621459.2012.695674
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