A Mathematical Model for Interpretable Clinical Decision Support with Applications in Gynecology

Over time, methods for the development of clinical decision support (CDS) systems have evolved from interpretable and easy-to-use scoring systems to very complex and non-interpretable mathematical models. In order to accomplish effective decision support, CDS systems should provide information on how the model arrives at a certain decision. To address the issue of incompatibility between performance, interpretability and applicability of CDS systems, this paper proposes an innovative model structure, automatically leading to interpretable and easily applicable models. The resulting models can be used to guide clinicians when deciding upon the appropriate treatment, estimating patient-specific risks and to improve communication with patients.We propose the interval coded scoring (ICS) system, which imposes that the effect of each variable on the estimated risk is constant within consecutive intervals. The number and position of the intervals are automatically obtained by solving an optimization problem, which additionally performs variable selection. The resulting model can be visualised by means of appealing scoring tables and color bars. ICS models can be used within software packages, in smartphone applications, or on paper, which is particularly useful for bedside medicine and home-monitoring. The ICS approach is illustrated on two gynecological problems: diagnosis of malignancy of ovarian tumors using a dataset containing 3,511 patients, and prediction of first trimester viability of pregnancies using a dataset of 1,435 women. Comparison of the performance of the ICS approach with a range of prediction models proposed in the literature illustrates the ability of ICS to combine optimal performance with the interpretability of simple scoring systems.The ICS approach can improve patient-clinician communication and will provide additional insights in the importance and influence of available variables. Future challenges include extensions of the proposed methodology towards automated detection of interaction effects, multi-class decision support systems, prognosis and high-dimensional data

APPROXIMATION OF LIMIT STATE SURFACES IN MONOTONIC MONTE CARLO SETTINGS

International audienceThis article investigates the theoretical convergence properties of the estimators produced by a numerical exploration of a monotonic function with multivariate random inputs in a structural reliability framework.The quantity to be estimated is a probability typically associated to an undesirable (unsafe) event and the function is usually implemented as a computer model. The estimators produced by a Monte Carlo numerical design are two subsets of inputs leading to safe and unsafe situations, the measures of which can be traduced as deterministic bounds for the probability. Several situations are considered, when the design is independent, identically distributed or not, or sequential. As a major consequence, a consistent estimator of the (limit state) surface separating the subsets under isotonicity and regularity arguments can be built, and its convergence speed can be exhibited. This estimator is built by aggregating semi-supervized binary classifiers chosen as constrained Support Vector Machines. Numerical experiments conducted on toy examples highlight that they work faster than recently developed monotonic neural networks with comparable predictable power. They are therefore more adapted when the computational time is a key issue

Contributions à l'analyse de fiabilité structurale : prise en compte de contraintes de monotonie pour les modèles numériques

This thesis takes place in a structural reliability context which involves numerical model implementing a physical phenomenon. The reliability of an industrial component is summarised by two indicators of failure,a probability and a quantile. The studied numerical models are considered deterministic and black-box. Nonetheless, the knowledge of the studied physical phenomenon allows to make some hypothesis on this model. The original work of this thesis comes from considering monotonicity properties of the phenomenon for computing these indicators. The main interest of this hypothesis is to provide a sure control on these indicators. This control takes the form of bounds obtained by an appropriate design of numerical experiments. This thesis focuses on two themes associated to this monotonicity hypothesis. The first one is the study of these bounds for probability estimation. The influence of the dimension and the chosen design of experiments on the bounds are studied. The second one takes into account the information provided by these bounds to estimate as best as possible a probability or a quantile. For probability estimation, the aim is to improve the existing methods devoted to probability estimation under monotonicity constraints. The main steps built for probability estimation are then adapted to bound and estimate a quantile. These methods have then been applied on an industrial case.Cette thèse se place dans le contexte de la fiabilité structurale associée à des modèles numériques représentant un phénomène physique. On considère que la fiabilité est représentée par des indicateurs qui prennent la forme d'une probabilité et d'un quantile. Les modèles numériques étudiés sont considérés déterministes et de type boîte-noire. La connaissance du phénomène physique modélisé permet néanmoins de faire des hypothèses de forme sur ce modèle. La prise en compte des propriétés de monotonie dans l'établissement des indicateurs de risques constitue l'originalité de ce travail de thèse. Le principal intérêt de cette hypothèse est de pouvoir contrôler de façon certaine ces indicateurs. Ce contrôle prend la forme de bornes obtenues par le choix d'un plan d'expériences approprié. Les travaux de cette thèse se concentrent sur deux thématiques associées à cette hypothèse de monotonie. La première est l'étude de ces bornes pour l'estimation de probabilité. L'influence de la dimension et du plan d'expériences utilisé sur la qualité de l'encadrement pouvant mener à la dégradation d'un composant ou d'une structure industrielle sont étudiées. La seconde est de tirer parti de l'information de ces bornes pour estimer au mieux une probabilité ou un quantile. Pour l'estimation de probabilité, l'objectif est d'améliorer les méthodes existantes spécifiques à l'estimation de probabilité sous des contraintes de monotonie. Les principales étapes d'estimation de probabilité ont ensuite été adaptées à l'encadrement et l'estimation d'un quantile. Ces méthodes ont ensuite été mises en pratique sur un cas industriel

Primal-Dual Monotone Kernel Regression

Abstract. This paper considers the estimation of monotone nonlinear regression functions based on Support Vector Machines (SVMs), Least Squares SVMs (LS-SVMs) and other kernel machines. It illustrates how to employ the primal-dual optimization framework characterizing (LS-)SVMs in order to derive a globally optimal one-stage estimator for monotone regression. As a practical application, this letter considers the smooth estimation of the cumulative distribution functions (cdf) which leads to a kernel regressor that incorporates a Kolmogorov-Smirnoff discrepancy measure, a Tikhonov based regularization scheme and a monotonicity constraint