Paper:
Published as a conference paper at ICLR 2018 DEEP SENSING: ACTIVE SENSING USING MULTI- DIRECTIONAL RECURRENT NEURAL NETWORKS
For every prediction we might wish to make, we must decide what to observe (what source of information) and when to observe it. Because making observations is costly, this decision must trade off the value of information against the cost of observation. Making observations (sensing) should be an active choice. To solve the problem of active sensing we develop a novel deep learning architecture: Deep Sensing. At training time, Deep Sensing learns how to issue predictions at various cost-performance points. To do this, it creates a different presentation at each of a variety of different performance levels, each associated with a particular set of measurement rates (costs). This requires learning how to estimate the value of real measurements vs. inferred measurements, which in turn requires learning how to infer missing (unobserved) measurements. To infer missing measurements, we develop a Multi-directional Recurrent Neural Network (M-RNN). An M-RNN differs from a bi-directional RNN in that it sequentially operates across streams in addition to within streams, and because the timing of inputs into the hidden layers is both lagged and advanced. At runtime, the operator prescribes a performance level or a cost constraint, and Deep Sensing determines what measurements to take and what to infer from those measurements, and then issues predictions. To demonstrate the power of our method, we apply it to two real-world medical datasets with significantly improved performance.

Review:
This is a very interesting submission that takes an interesting angle on clinical time series modeling, namely, actively choosing when to measure while simultaneously attempting to impute missing measurements and predict outcomes of interest. The proposed solution formulates everything as a giant learning problem that involves learning (a) an interpolation function that predicts a missing measurement from its past and present, (b) an imputation function that predicts a missing measurement from other variables at the same time step, (c) a prediction function that predicts outcomes of interest, including forecasting future measurements, (d) an error estimation function that estimates error of the forecasts in (c). These four pieces are then used in combination with a heuristic to decide when certain variables should be measured. This framework is used with a GRU-RNN architecture and in experiments with two datasets, outperforms a number of strong baselines.
I am inclined toward accepting this paper due to the significance of the problem, the ingenuity of their proposed approach, and the strength of the empirical results. However, I think that there is a lot of room for improvement in the current manuscript, which is difficult to read and fully grasp. This will lessen its impact in the long run, so I encourage the authors to strive to make it clearer. If they succeed in improving it during the review period, I will gladly raise my score.
NOTE: please do a thorough editorial pass for the next version -- I found at least one typo in the references (Yu, et al. "Active sensin.")
QUALITY
This is solid research, and I have few complaints about the work itself (most of my feedback will focus on clarity). I will list some strengths (+) and weaknesses (-) below and try to provide actionable feedback:
+ Very important problem that receives limited attention from the community
+ I like the formulation of active sensing as a prediction loss optimization problem
+ The learning problem is pretty intuitive and is well-suited to deep learning architectures since it yields a differentiable (albeit complex) loss function
+ The results speak for themselves -- for adverse event prediction in the MIMIC-III task, DS improves upon the nearest baseline by almost 9 points in AUC! More interestingly, using Deep Sensing to create a "resampled" version of the data set improves the performance of the baselines. It also achieves much more accurate imputation than standard approaches.
- The proposed approach is pretty complex, and it's unclear what is the relative contribution of each component. I think it is incumbent to do an ablation study where different components are removed to see how performance degrades, if at all. For example, how would the model perform with interpolation but not imputation? Is bidirectional interpolation necessary, or would forward interpolation work sufficiently well (the obvious disadvantage of the bidirectional approach is the need to rerun inference at each new time step). Is it necessary to use both the actual AND predicted measurements as inputs (what if we instead used actual measurements when available and predicted otherwise)?
- The experiments are thorough with a nice selection of baselines, but I wonder if perhaps Futoma, et al. [1] would be a stronger baseline than Choi, Che, or Lipton. They showed improvements over similar magnitude over baselines for predicting sepsis, and their approach (a differentiable GP-approximating layer) is conceptually simpler and has other benefits. I think it could be combined with the active sensing framework in this paper.
- The one question this framework appears incapable of answering in a straightforward manner is WHEN the next set of measurements should be made. One could imagine a heuristic in which predictive loss/gain are assessed at different points in the future, but the search space will be huge, particularly if one wants to optimize over measurements at different points, e.g., maybe the optimal strategy is to take roughly hourly vitals but no labs until 12 hours from now. Indeed, it might be impossible to train such a model properly since the sampling times in the available training data are highly biased.
- One thing potentially missing from this paper is a theoretical analysis to understand and analyze its behavior and performance. My very superficial analysis is that the prediction loss/gain framework is related to minimizing entropy and that the heuristic for choosing which variables to measure is a greedy search. A theoretical treatment to understand whether and how this approach might be sub-optimal would be very desirable.
- Are the measurement and prediction "confidence intervals" proper confidence intervals (in the formal statistical sense)? I don't think so -- I wonder if there are alternatives for measuring uncertainty (formal CIs or maybe a Bayesian approach?).
CLARITY
My main complaint about this paper is clarity -- it is not difficult to read per se, but it is difficult to fully grok the details of the approach and the experimental setup. From the current manuscript, I do not feel confident that I could re-implement Deep Sensing or reproduce the experiments. This is especially important in healthcare research, where there is a minor reproducibility crisis, even for resarch using MIMIC (see [2]). Of course, this can be alleviated by publishing the code and using a public benchmark [3], but it can't hurt to clarify these details in the paper itself (and to add an appendix if length is an issue).
Here are some potential areas for improvement:
- The structure of the paper is a bit weird. In particular section 2 (pages 2-4) seems to be a grab bag of miscellaneous topics, at least by the headers. I think the content is fine -- perhaps section 2 can be renamed as "Background," subsection 2.1 renamed as "Notation," and subsection 2.2 renamed as "Problem Formulation" (or similar). I'd just combine subsection 2.3 with the previous one and explain that Figure 1 illustrates the problem formulation.
- The active sensing procedure (subsection 2.2, page 3, equation 1 and the equations just above) is unclear. How are the minimization and maximization performed (gradient descent, line search, etc.)? How is the search for the subset of measurement variables performed (greedy search)? The latter is a discrete search, and I doubt it's, e.g., submodular, so it must be a nontrivial optimization.
- Related, I'm a little confused about equation 1: C_T is the set of variables that should be measured, but C_T is being used to index prediction targets -- is this a typo?
- The related work section is pretty extensive, but I wonder if it should also include work on active learning (Bayesian active learning, in particular, has been applied to sensing), submodular optimization (for sensor placement, which can be thought of as a spatial version of active sensing), and reinforcement learning.
- I don't understand how the training data for the interpolation and imputation functions are constructed. I *think* that is what is described in the Adaptive Sampling subsection on page 8, but that is unclear. The word "representations" is used here, but that's an overloaded term in machine learning, and its meaning here is unclear from context. It appears that maybe there's an iterative procedure in which we alternate between training a model and then resampling the data using the model -- starting with the full data set.
- The distinction between training and inference is not clear to me, at least with respect to the active sensing component. Is selective sampling performed during training? If so, what happens if the model elects to sample a variable at time t that is not actually measured in the data?
- I don't follow subsection 4.2 (pages 8-9) at all -- what is it describing? If by "runtime" the authors refer to the computational complexity of the algorithm, then I would expect a Big-O analysis (none is provided -- it's just a rather vague discussion of what happens). I'd recommend removing this entire subsection and replacing it with, e.g., an Algorithm figure with pseudocode, as a more succinct description.
- For the experiments, the authors provide insufficient detail about the data and task setup. Since MIMIC is publicly available, then readers ought (hypothetically) to be able to reproduce the experiments, but that is not currently possible. As an example, what adverse events are being predicted? How are they defined?
- Figure 4 is nice, but it's not immediately obvious what the connection between observation rate and sampling cost. The authors should explain how a given observation rate is encoded as cost in the loss function.
ORIGINALITY
While active sensing is not a new research topic per se, there has been very limited research into the specific question of choosing what clinical variables to measure when in the context of a given prediction problem. This is a topic that (in my experience) is frequently discussed but rarely studied in clinical informatics circles. Hence, this is a very original line of inquiry, and the prediction loss/gain framing is a unique angle.
SIGNIFICANCE
I anticipate this paper will generate significant interest and follow-up work, at least among clinical informaticists and machine learning + health researchers. The main blockers to a significant impact are the clarity of writing issues listed above -- and if the authors fail to publish their code.
REFERENCES
[1] Futoma, et al. An Improved Multi-Output Gaussian Process RNN with Real-Time Validation for Early Sepsis Detection. MLHC 2017.
[2] Johnson, et al. Reproducibility in critical care: a mortality prediction case study. MLHC 2017
[3] Harutyunyan, et al. Multitask Learning and Benchmarking with Clinical Time Series Data. arXiv.