用最优分布距离划分实验组,减少随机分组带来的偏差。
WHOMP: Optimizing Randomized Controlled Trials via Wasserstein Homogeneity
- 基于Wasserstein距离构建分组优化方法,平衡组内多样性与组间相似性。
- 理论证明其能显著降低第一类和第二类错误,优于传统分组方式。
- 提供可调参数选择不同稳定性-方差权衡,适合临床试验等严谨研究。
我们研究如何将数据集划分为子组,以最大化组内多样性并最小化组间差异。提出一种新型分组方法——Wasserstein同质性分组(WHOMP),可最优地降低因分组不平衡导致的意外偏差,从而减少对照试验中的第一类和第二类错误。通过理论分析,对比了WHOMP与随机采样、协变量自适应随机化、重抽样及反聚类等现有方法,验证其优势。我们揭示了最优解中组均值与方差稳定性之间的内在权衡,并设计算法获得这些解,同时为实践者提供灵活选择工具。数值实验进一步证实WHOMP在降低误差方面的优越性。
原文摘要 · Abstract (English)
We investigate methods for partitioning datasets into subgroups that maximize diversity within each subgroup while minimizing dissimilarity across subgroups. We introduce a novel partitioning method called the $\textit{Wasserstein Homogeneity Partition}$ (WHOMP), which optimally minimizes type I and type II errors that often result from imbalanced group splitting or partitioning, commonly referred to as accidental bias, in comparative and controlled trials. We conduct an analytical comparison of WHOMP against existing partitioning methods, such as random subsampling, covariate-adaptive randomization, rerandomization, and anti-clustering, demonstrating its advantages. Moreover, we characterize the optimal solutions to the WHOMP problem and reveal an inherent trade-off between the stability of subgroup means and variances among these solutions. Based on our theoretical insights, we design algorithms that not only obtain these optimal solutions but also equip practitioners with tools to select the desired trade-off. Finally, we validate the effectiveness of WHOMP through numerical experiments, highlighting its superiority over traditional methods.
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