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Abstract Pre-training is a powerful paradigm in machine learning to pass information across models. For example, suppose one has a modest-sized dataset of images of cats and dogs and plans to fit a deep neural network to classify them. With pre-training, we start with a neural network trained on a large corpus of images of not just cats and dogs but hundreds of classes. We fix all network weights except the top layer(s) and fine tune on our dataset. This often results in dramatically better performance than training solely on our dataset. Here, we ask: ‘Can pre-training help the lasso?’. We propose a framework where the lasso is fit on a large dataset and then fine-tuned on a smaller dataset. The latter can be a subset of the original, or have a different but related outcome. This framework has a wide variety of applications, including stratified and multi-response models. In the stratified model setting, lasso pre-training first estimates coefficients common to all groups, then estimates group-specific coefficients during fine-tuning. Under appropriate assumptions, support recovery of the common coefficients is superior to the usual lasso trained on individual groups. This separate identification of common and individual coefficients also aids scientific understanding. 

The main objective of most clinical trials is to estimate the effect of some treatment compared to a control condition. We define the signal‐to‐noise ratio (SNR) as the ratio of the true treatment effect to the SE of its estimate. In a previous publication in this journal, we estimated the distribution of the SNR among the clinical trials in the Cochrane Database of Systematic Reviews (CDSR). We found that the SNR is often low, which implies that the power against the true effect is also low in many trials. Here we use the fact that the CDSR is a collection of meta‐analyses to quantitatively assess the consequences. Among trials that have reached statistical significance we find considerable overoptimism of the usual unbiased estimator and under‐coverage of the associated confidence interval. Previously, we have proposed a novel shrinkage estimator to address this “winner's curse.” We compare the performance of our shrinkage estimator to the usual unbiased estimator in terms of the root mean squared error, the coverage and the bias of the magnitude. We find superior performance of the shrinkage estimator both conditionally and unconditionally on statistical significance. 

Summary Cross‐validation (CV) is one of the most widely used techniques in statistical learning for estimating the test error of a model, but its behavior is not yet fully understood. It has been shown that standard confidence intervals for test error using estimates from CV may have coverage below nominal levels. This phenomenon occurs because each sample is used in both the training and testing procedures during CV and as a result, the CV estimates of the errors become correlated. Without accounting for this correlation, the estimate of the variance is smaller than it should be. One way to mitigate this issue is by estimating the mean squared error of the prediction error instead using nested CV. This approach has been shown to achieve superior coverage compared to intervals derived from standard CV. In this work, we generalize the nested CV idea to the Cox proportional hazards model and explore various choices of test error for this setting. 

Abstract The COVID-19 pandemic has taken a devastating toll around the world. Since January 2020, the World Health Organization estimates 14.9 million excess deaths have occurred globally. Despite this grim number quantifying the deadly impact, the underlying factors contributing to COVID-19 deaths at the population level remain unclear. Prior studies indicate that demographic factors like proportion of population older than 65 and population health explain the cross-country difference in COVID-19 deaths. However, there has not been a comprehensive analysis including variables describing government policies and COVID-19 vaccination rate. Furthermore, prior studies focus on COVID-19 death rather than excess death to assess the impact of the pandemic. Through a robust statistical modeling framework, we analyze 80 countries and show that actionable public health efforts beyond just the factors intrinsic to each country are important for explaining the cross-country heterogeneity in excess death. 

We propose a method for supervised learning with multiple sets of features (“views”). The multiview problem is especially important in biology and medicine, where “-omics” data, such as genomics, proteomics, and radiomics, are measured on a common set of samples. “Cooperative learning” combines the usual squared-error loss of predictions with an “agreement” penalty to encourage the predictions from different data views to agree. By varying the weight of the agreement penalty, we get a continuum of solutions that include the well-known early and late fusion approaches. Cooperative learning chooses the degree of agreement (or fusion) in an adaptive manner, using a validation set or cross-validation to estimate test set prediction error. One version of our fitting procedure is modular, where one can choose different fitting mechanisms (e.g., lasso, random forests, boosting, or neural networks) appropriate for different data views. In the setting of cooperative regularized linear regression, the method combines the lasso penalty with the agreement penalty, yielding feature sparsity. The method can be especially powerful when the different data views share some underlying relationship in their signals that can be exploited to boost the signals. We show that cooperative learning achieves higher predictive accuracy on simulated data and real multiomics examples of labor-onset prediction. By leveraging aligned signals and allowing flexible fitting mechanisms for different modalities, cooperative learning offers a powerful approach to multiomics data fusion. 

Clinical diagnosis typically incorporates physical examination, patient history, various laboratory tests, and imaging studies but makes limited use of the human immune system’s own record of antigen exposures encoded by receptors on B cells and T cells. We analyzed immune receptor datasets from 593 individuals to develop MAchine Learning for Immunological Diagnosis, an interpretive framework to screen for multiple illnesses simultaneously or precisely test for one condition. This approach detects specific infections, autoimmune disorders, vaccine responses, and disease severity differences. Human-interpretable features of the model recapitulate known immune responses to severe acute respiratory syndromecoronavirus2, influenza, and human immunodeficiency virus, highlight antigen-specific receptors, and reveal distinct characteristics of systemic lupus erythematosus and type-1 diabetes autoreactivity. This analysis framework has broad potential for scientific and clinical interpretation of immune responses. 

We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an assessment approach by constructing pseudo‐observations of the HTE based on matching. Our contributions are three‐fold: first, we introduce a novel matching distance derived from proximity scores in random forests; second, we formulate the matching problem as an average minimum‐cost flow problem and provide an efficient algorithm; third, we propose a match‐then‐split principle for the assessment with cross‐validation. We demonstrate the efficacy of the assessment approach using simulations and a real dataset.