Abstract:Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment scheduling, anti-poaching, and -- the motivation for this work -- digital health. For such high stakes settings, decisions must both improve outcomes and prevent disparities between groups (e.g., ensure health equity). We study equitable objectives for RMABs (ERMABs) for the first time. We consider two equity-aligned objectives from the fairness literature, minimax reward and max Nash welfare. We develop efficient algorithms for solving each -- a water filling algorithm for the former, and a greedy algorithm with theoretically motivated nuance to balance disparate group sizes for the latter. Finally, we demonstrate across three simulation domains, including a new digital health model, that our approaches can be multiple times more equitable than the current state of the art without drastic sacrifices to utility. Our findings underscore our work's urgency as RMABs permeate into systems that impact human and wildlife outcomes. Code is available at https://github.com/google-research/socialgood/tree/equitable-rmab
Abstract:We aim to create a framework for transfer learning using latent factor models to learn the dependence structure between a larger source dataset and a target dataset. The methodology is motivated by our goal of building a risk-assessment model for surgery patients, using both institutional and national surgical outcomes data. The national surgical outcomes data is collected through NSQIP (National Surgery Quality Improvement Program), a database housing almost 4 million patients from over 700 different hospitals. We build a latent factor model with a hierarchical prior on the loadings matrix to appropriately account for the different covariance structure in our data. We extend this model to handle more complex relationships between the populations by deriving a scale mixture formulation using stick-breaking properties. Our model provides a transfer learning framework that utilizes all information from both the source and target data, while modeling the underlying inherent differences between them.