用概率方法高效设计多因素实验,减少实验量同时保证结果准确。
Probabilistic Factorial Experimental Design for Combinatorial Interventions
- 每种治疗按概率随机组合,通过伯努利分布控制参与率。
- 只需约 $O(kp^{3k} ln(p))$ 次观察即可准确估计任意 $k$ 阶交互效应。
- 适合高维实验设计,尤其适用于生物医学和工程中的复杂干预研究。
组合干预指对单一实验单元施加多个可能产生交互作用的治疗,在生物医学、工程等领域有广泛应用。当存在 $p$ 种可能的治疗时,所有 $2^p$ 种组合实验在 $p$ 增大时迅速变得不可行。本文提出概率因子实验设计,借鉴实验室实验的实践方式:实验者为每种治疗设定剂量,并将该组单元随机分配为独立采样自由度由剂量决定的乘积伯努利分布的组合。实验可分多轮进行,且可主动调整设计。针对治疗间最多为 $k$ 阶交互的模型,我们给出被动设置下的近似最优解:每个治疗剂量取 $ frac{1}{2}$ 时,估计任意 $k$-阶交互模型的误差仅比最优差 $1+O( frac{ ln(n)}{n})$,且所需样本量为 $Oig(kp^{3k} ln(p)ig)$。对于多轮场景,我们提供可数值优化的近似最优采集函数。并通过模拟验证了方法的有效性。
原文摘要 · Abstract (English)
A combinatorial intervention, consisting of multiple treatments applied to a single unit with potentially interactive effects, has substantial applications in fields such as biomedicine, engineering, and beyond. Given $p$ possible treatments, conducting all possible $2^p$ combinatorial interventions can be laborious and quickly becomes infeasible as $p$ increases. Here we introduce probabilistic factorial experimental design, formalized from how scientists perform lab experiments. In this framework, the experimenter selects a dosage for each possible treatment and applies it to a group of units. Each unit independently receives a random combination of treatments, sampled from a product Bernoulli distribution determined by the dosages. Additionally, the experimenter can carry out such experiments over multiple rounds, adapting the design in an active manner. We address the optimal experimental design problem within an intervention model that imposes bounded-degree interactions between treatments. In the passive setting, we provide a closed-form solution for the near-optimal design. Our results prove that a dosage of $\tfrac{1}{2}$ for each treatment is optimal up to a factor of $1+O(\tfrac{\ln(n)}{n})$ for estimating any $k$-way interaction model, regardless of $k$, and imply that $O\big(kp^{3k}\ln(p)\big)$ observations are required to accurately estimate this model. For the multi-round setting, we provide a near-optimal acquisition function that can be numerically optimized. We also explore several extensions of the design problem and finally validate our findings through simulations.
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