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Transformer model architectures have revolutionized the natural language processing (NLP) domain and continue to produce state-of-the-art results in text-based applications. Prior to the emergence of transformers, traditional NLP models such as recurrent and convolutional neural networks demonstrated promising utility for patient-level predictions and health forecasting from longitudinal datasets. However, to our knowledge only few studies have explored transformers for predicting clinical outcomes from electronic health record (EHR) data, and in our estimation, none have adequately derived a health-specific tokenization scheme to fully capture the heterogeneity of EHR systems. In this study, we propose a dynamic method for tokenizing both discrete and continuous patient data, and present a transformer-based classifier utilizing a joint embedding space for integrating disparate temporal patient measurements. We demonstrate the feasibility of our clinical AI framework through multi-task ICU patient acuity estimation, where we simultaneously predict six mortality and readmission outcomes. Our longitudinal EHR tokenization and transformer modeling approaches resulted in more accurate predictions compared with baseline machine learning models, which suggest opportunities for future multimodal data integrations and algorithmic support tools using clinical transformer networks. 

We consider the setting in which an electric power utility seeks to curtail its peak electricity demand by offering a fixed group of customers a uniform price for reductions in consumption relative to their predetermined baselines. The underlying demand curve, which describes the aggregate reduction in consumption in response to the offered price, is assumed to be affine and subject to unobservable random shocks. Assuming that both the parameters of the demand curve and the distribution of the random shocks are initially unknown to the utility, we investigate the extent to which the utility might dynamically adjust its offered prices to maximize its cumulative risk-sensitive payoff over a finite number of T days. In order to do so effectively, the utility must design its pricing policy to balance the tradeoff between the need to learn the unknown demand model (exploration) and maximize its payoff (exploitation) over time. In this paper, we propose such a pricing policy, which is shown to exhibit an expected payoff loss over T days that is at most O( p T), relative to an oracle pricing policy that knows the underlying demand model. Moreover, the proposed pricing policy is shown to yield a sequence of prices that converge to the oracle optimal prices in the mean square sense. 

We consider the setting in which an electric power utility seeks to curtail its peak electricity demand by offering a fixed group of customers a uniform price for reductions in consumption relative to their predetermined baselines. The underlying demand curve, which describes the aggregate reduction in consumption in response to the offered price, is assumed to be affine and subject to unobservable random shocks. Assuming that both the parameters of the demand curve and the distribution of the random shocks are initially unknown to the utility, we investigate the extent to which the utility might dynamically adjust its offered prices to maximize its cumulative risk-sensitive payoff over a finite number of T days. In order to do so effectively, the utility must design its pricing policy to balance the tradeoff between the need to learn the unknown demand model (exploration) and maximize its payoff (exploitation) over time. In this paper, we propose such a pricing policy, which is shown to exhibit an expected payoff loss over T days that is at most O(√T), relative to an oracle who knows the underlying demand model. Moreover, the proposed pricing policy is shown to yield a sequence of prices that converge to the oracle optimal prices in the mean square sense.