09-tmle3mopttx.Rmd

# (PART) Part 4: Advanced Topics {-}

# Optimal Individualized Treatment Regimes

_Ivana Malenica_

Based on the [`tmle3mopttx` `R` package](https://github.com/tlverse/tmle3mopttx)
by _Ivana Malenica, Jeremy Coyle, and Mark van der Laan_.

Updated: `r Sys.Date()`

## Learning Objectives
By the end of this lesson you will be able to:

1. Differentiate dynamic and optimal dynamic treatment interventions from static
   interventions.
2. Explain the benefits, and challenges, associated with using optimal
   individualized treatment regimes in practice.
3. Contrast the impact of implementing an optimal individualized treatment
   regime in the population with the impact of implementing static and dynamic
   treatment regimes in the population.
4. Estimate causal effects under optimal individualized treatment regimes with
   the `tmle3mopttx` `R` package.
5. Assess the mean under optimal individualized treatment with resource
   constraints.
6. Implement optimal individualized treatment rules based on sub-optimal
   rules, or "simple" rules, and recognize the practical benefit of these rules.
7. Construct "realistic" optimal individualized treatment regimes that respect
   real data and subject-matter knowledge limitations on interventions by
   only considering interventions that are supported by the data.
8. Measure variable importance as defined in terms of the optimal individualized
   treatment interventions.

---

## Introduction

Identifying which intervention will be effective for which patient
based on lifestyle, genetic and environmental factors is a common goal in
precision medicine. One opts to administer the intervention to individuals
who will benefit from it, instead of assigning treatment on a population level.

* This aim motivates a different type of intervention, as opposed to the static
  exposures we might be used to.

* In this chapter, we learn about dynamic (individualized) interventions that
  tailor the treatment decision based on the collected covariates.

---

To motivate these types of interventions, we turn to an actual randomized trial.

* The goal is to improve retention in HIV care.

* Several interventions show efficacy -- appointment reminders through text
  messages, small cash incentives for on-time clinic visits, and peer health
  workers.

* We want to improve effectiveness by assigning each patient the intervention
  they are most likely to benefit from.

* We also do not want to allocate resources to individuals who would not benefit
  from an intervention.

<br>

```{r, align='center', fig.cap="Illustration of a Dynamic Treatment Regime in a Clinical Setting", echo=FALSE, eval=TRUE, out.width='60%'}
knitr::include_graphics(path = "img/png/DynamicA_Illustration.png")
```


<br>

---

<br>

<div align="center"> In the statistics community, such a treatment strategy is
termed **individualized treatment regimes** (ITR). The (counterfactual) population
mean outcome under an ITR is the **value of the ITR**. </div>

<br>

* Suppose one wishes to maximize the population mean of an outcome, where for
  each individual we have access to some set of measured covariates.

* ITR with the maximal value is referred to as an **optimal ITR** or the
  **optimal individualized treatment**.

* The value of an optimal ITR is termed the **optimal value**, or the **mean
  under the optimal individualized treatment**.

* One opts to administer the intervention to individuals who will profit from
  it, instead of assigning treatment on a population level.

<br>
<div align="center"> **But how do we know which intervention works for which patient?** </div>
<br>

<br>

---


* In this chapter, we examine optimal individualized treatment regimes, and
  estimate the mean outcome under the ITR.

* The candidate rules are restricted to depend only on user-supplied subset of
  the baseline covariates.

* We will use `tmle3mopttx` to estimate optimal ITR and the corresponding value.


<br>

---

<br>


## Data Structure and Notation

* Suppose we observe $n$ independent and identically distributed observations of
the form $O=(W,A,Y) \sim P_0$. 

* $P_0 \in \mathcal{M}$, where $\mathcal{M}$ is the
fully nonparametric model.

* Denote $A \in \mathcal{A}$ as categorical treatment.

* Let
$\mathcal{A} \equiv \{a_1, \ldots, a_{n_A} \}$ and $n_A = |\mathcal{A}|$, with
$n_A$ denoting the number of categories.

* Denote $Y$ as the final outcome.

* $W$ a vector-valued collection of baseline covariates.

* Finally, let $V$ be a subset of the baseline covariates $W$ that
the rule might depend on.

<br>

---

<br>


* The likelihood of the data admits a factorization, implied by the time ordering of $O$.
\begin{align*}\label{eqn:likelihood_factorization}
  p_0(O) &= p_{Y,0}(Y|A,W) p_{A,0}(A|W) p_{W,0}(W) \\
         &= q_{Y,0}(Y|A,W) q_{A,0}(A|W) q_{W,0}(W),
\end{align*}

* Consequently, let
$$P_{Y,0}(Y|A,W)=Q_{Y,0}(Y|A,W),$$ $$P_{A,0}(A|W)=g_0(A|W)$$ and $$P_{W,0}(W)=Q_{W,0}(W).$$ 

<br>

* We also define $\bar{Q}_{Y,0}(A,W) \equiv E_0[Y|A,W]$.

<br>

---

<br>


## Causal Effect of an OIT

We define relationships between variables with **structural equations**:

\begin{align*}
  W &= f_W(U_W) \\ A &= f_A(W, U_A) \\ Y &= f_Y(A, W, U_Y).
\end{align*}

* $U=(U_W,U_A,U_Y)$ denotes the exogenous random variables, drawn from $U \sim P_U$.

* The endogenous variables, written as $O=(W,A,Y)$, correspond to the observed data.

<br>

---

<br>

<div align="center"> **Causal effects are defined as
hypothetical interventions on SEM.**  </div>

<br>

* Consider dynamic treatment rules, denoted as $d$, in the set of all possible rules
$\mathcal{D}$. 

* In a point treatment setting, $d$ is a deterministic function 
that takes as input $V$ and outputs a treatment decision where 

<br>

$$V \rightarrow d(V) \in \{a_1, \cdots, a_{n_A} \}.$$ 

<br>

---

<br>


For a given rule $d$, our modified system then takes the following form:

\begin{align*}
  W &= f_W(U_W) \\ A &= d(V) \\ Y_{d(V)} &= f_Y(d(V), W, U_Y).
\end{align*}

<br>

* The counterfactual outcome $Y_{d(V)}$ denotes the outcome for a patient had
  their treatment been assigned using the dynamic rule $d(V)$ (possibly contrary
  to the fact).

* Distribution of the counterfactual outcomes is $P_{U,X}$, implied by the
  distribution of exogenous variables $U$ and structural equations $f$.

* The set of all possible counterfactual distributions are encompassed by the
  causal model $\mathcal{M}^F$, where $P_{U,X} \in \mathcal{M}^F$.

<br>

<div align="center"> **"What is the expected outcome had every subject received treatment according to the 
(optimal) rule $d$?"** </div>

<br>

---

<br>


We can consider different treatment rules, all in the set $\mathcal{D}$:

1. The **true rule**, $d_0$, and the corresponding causal parameter
   $E_{U,X}[Y_{d_0(V)}]$ denoting the expected outcome under the
   true treatment rule $d_0(V)$.

2. The **estimated rule**, $d_n$, and the corresponding causal parameter
   $E_{U,X}[Y_{d_n(V)}]$ denoting the expected outcome under the
   estimated treatment rule $d_n(V)$.

<br>

<div align="center"> In this chapter, we will focus on the value under the estimated rule $d_n$, 
a __data-adaptive parameter__. </div>

<br>

<div align="center"> **Note that its true value depends on the sample!** </div>

<br>

---

<br>

The optimal individualized rule is the rule with the maximal value:
$$d_{opt}(V) \equiv \text{argmax}_{d(V) \in \mathcal{D}}
E_{P_{U,X}}[Y_{d(V)}].$$

<br>

Our causal target parameter of interest is the expected outcome under
the estimated optimal individualized rule:

$$\Psi_{d_{n, \text{opt}}(V)}(P_{U,X}) := E_{P_{U,X}}[Y_{d_{n,
\text{opt}}(V)}].$$

<br>

---

<br>

### Identification and Statistical Estimand

<div align="center"> In order for the causal quantities to be estimated from the
observed data, they need to be identified with statistical parameters. </div> 

<br>

* This step of the roadmap requires me make a few assumptions:

1. _Strong ignorability_: $A$ independent of $Y^{d_n(v)} \mid W$, for all $a \in \mathcal{A}$.

2. _Positivity (or overlap)_: $P_0(\min_{a \in \mathcal{A}} g_0(a \mid W) > 0) = 1$

<br>

---

<br>

Under the above causal assumptions, we can identify the causal target parameter 
with observed data using the G-computation formula. 

* The value of an individualized 
rule can now be expressed as

$$E_0[Y_{d_n(V)}] = E_{0,W}[\bar{Q}_{Y,0}(A=d_n(V),W)].$$
<br>

<div align="center"> **"Mean outcome if (possibly contrary to fact), treatment was assigned according to the rule $d_n$."**  </div>

<br>

---

<br>

* Finally, the statistical counterpart to the causal parameter of interest is
defined as:

$$\psi_0 = E_{0,W}[\bar{Q}_{Y,0}(A=d_{n,\text{opt}}(V),W)].$$
<br>

<div align="center"> **"Mean outcome if (possibly contrary to fact), treatment was assigned according to the optimal rule $d_{n,\text{opt}}$."**  </div>

<br>

---

<br>

### High-level idea

<br>

1. Learn the optimal ITR using the Super Learner.

<br>

2. Estimate its value with the cross-validated Targeted Minimum Loss-based
Estimator (CV-TMLE).

<br>

---

<br>

### Why CV-TMLE?

* CV-TMLE is necessary as the non-cross-validated TMLE 
is biased upward for the mean outcome under the rule, and therefore overly optimistic. 

* More generally however, using CV-TMLE allows us more freedom in estimation and therefore greater 
data adaptivity, without sacrificing inference.

<br>

---

<br>

## Binary Treatment

<div align="center"> **How do we estimate the optimal individualized treatment regime?** </div>

<br>

* In the case of binary treatment, a key quantity for optimal ITR is the **blip** function.

* Optimal ITR assigns treatment to individuals falling in strata in which the
stratum specific average treatment effect, the blip function, is positive. 

* Consequently, it does not assign treatment to individuals for which this 
quantity is negative.

<br>

We define the blip function as:

$$\bar{Q}_0(V) \equiv E_0[Y_1-Y_0|V] \equiv E_0[\bar{Q}_{Y,0}(1,W) - \bar{Q}_{Y,0}(0,W) | V], $$
or the average treatment effect within a stratum of $V$.

<br>

Optimal individualized rule can now be derived as: 
$$d_{opt}(V) = I(\bar{Q}_{0}(V) > 0).$$

<br>

---

<br>

We follow the below steps in order to obtain value of the ITR:

<br>

1. Estimate $\bar{Q}_{Y,0}(A,W)$ and $g_0(A|W)$ using `sl3`. We denote such estimates
as $\bar{Q}_{Y,n}(A,W)$ and $g_n(A|W)$.

<br>

2. Apply the doubly robust Augmented-Inverse Probability Weighted (A-IPW) transform to
our outcome, where we define:

$$D_{\bar{Q}_Y,g,a}(O) \equiv \frac{I(A=a)}{g(A|W)} (Y-\bar{Q}_Y(A,W)) + \bar{Q}_Y(A=a,W)$$
<br>

---

<br>

Few notes on the A-IPW transform:

* Under the randomization and positivity assumptions, we have that
$E[D_{\bar{Q}_Y,g,a}(O) | V] = E[Y_a |V].$ 

* Due to the double robust nature
of the A-IPW transform, consistency of $E[Y_a |V]$ will depend on correct estimation
of either $\bar{Q}_{Y,0}(A,W)$ or $g_0(A|W)$. 

* In a randomized trial, we are
guaranteed a consistent estimate of $E[Y_a |V]$ even if we get $\bar{Q}_{Y,0}(A,W)$ wrong!

<br>

Using this transform, we can define the following contrast:

$$D_{\bar{Q}_Y,g}(O) = D_{\bar{Q}_Y,g,a=1}(O) - D_{\bar{Q}_Y,g,a=0}(O).$$
<br>

We estimate the blip function, $\bar{Q}_{0,a}(V)$, by regressing $D_{\bar{Q}_Y,g}(O)$ on $V$.

<br>

Our estimated rule is $d(V) = \text{argmax}_{a \in \mathcal{A}} \bar{Q}_{0,a}(V)$.

---

<br>

Finally, get the mean under the OIT:

3. We obtain inference for the mean outcome under the estimated optimal rule using CV-TMLE.

<br>

---

<br>

All combined: 

1. Estimate $\bar{Q}_{Y,0}(A,W)$ and $g_0(A|W)$ using `sl3`. We denote such estimates
as $\bar{Q}_{Y,n}(A,W)$ and $g_n(A|W)$.

<br>

2. Apply the doubly robust Augmented-Inverse Probability Weighted (A-IPW) transform to
our outcome. Our estimated rule is $d(V) = \text{argmax}_{a \in \mathcal{A}} \bar{Q}_{0,a}(V)$.

<br>

3. We obtain inference for the mean outcome under the estimated optimal rule using CV-TMLE.

<br>

---

<br>

###  Causal Effect of OIT with Binary A

To start, let us load the packages we will use and set a seed for simulation:

```{r setup-mopttx, message=FALSE, warning=FALSE}
library(data.table)
library(sl3)
library(tmle3)
library(tmle3mopttx)
library(devtools)
library(here)
set.seed(111)
```

<br>

---

<br>

#### Simulate Data

Our data generating distribution is of the following form:

$$W \sim \mathcal{N}(\bf{0},I_{3 \times 3})$$
$$P(A=1|W) = \frac{1}{1+\exp^{(-0.8*W_1)}}$$

\begin{align}
  P(Y=1|A,W) &= 0.5\text{logit}^{-1}[-5I(A=1)(W_1-0.5) \\
  &+ 5I(A=0)(W_1-0.5)] +0.5\text{logit}^{-1}(W_2W_3)
\end{align}

<br>

---

<br>

```{r load_data_bin, echo=FALSE}
load(here("data", "tmle3mopttx_bin.RData"))
```

```{r load sim_bin_data, eval=FALSE, echo=FALSE}
data("data_bin")
data <- data_bin
```

```{r load sim_bin_data_head}
head(data)
```

* The above composes our observed data structure $O = (W, A, Y)$.

* Note that the mean under the OIT is $\psi_0=0.578$ for this data generating
distribution.

<br>

---

<br>

Next, we specify the role that each variable in the data set plays as the nodes in a DAG.

```{r data_nodes2-mopttx}
# organize data and nodes for tmle3
node_list <- list(
  W = c("W1", "W2", "W3"),
  A = "A",
  Y = "Y"
)
node_list
```

* We now have an observed data structure (`data`), and a specification of the role
that each variable in the data set plays as the nodes in a DAG.

<br>

---

<br>

#### Constructing Stacked Regressions with `sl3`

We generate three different ensemble learners that must be fit.

1. learners for the outcome regression,

2. propensity score, and

3. blip function.

```{r mopttx_sl3_lrnrs2}
# Define sl3 library and metalearners:
lrn_mean  <- Lrnr_mean$new()
lrn_glm   <- Lrnr_glm_fast$new()
lrn_lasso <- Lrnr_glmnet$new()
lrnr_hal  <- Lrnr_hal9001$new(reduce_basis=1/sqrt(nrow(data)) )

## Define the Q learner:
Q_learner <- Lrnr_sl$new(
  learners = list(lrn_lasso, lrn_mean, lrn_glm),
  metalearner = Lrnr_nnls$new()
)

## Define the g learner:
g_learner <- Lrnr_sl$new(
  learners = list(lrn_lasso, lrn_glm),
  metalearner = Lrnr_nnls$new()
)

## Define the B learner:
b_learner <- Lrnr_sl$new(
  learners = list(lrn_mean, lrn_glm, lrn_lasso),
  metalearner = Lrnr_nnls$new()
)
```

We make the above explicit with respect to standard
notation by bundling the ensemble learners into a list object below:

```{r mopttx_make_lrnr_list}
# specify outcome and treatment regressions and create learner list
learner_list <- list(Y = Q_learner, A = g_learner, B = b_learner)
learner_list
```

<br>

---

<br>

#### Targeted Estimation

To start, we will initialize a specification for the TMLE of our parameter of
interest simply by calling `tmle3_mopttx_blip_revere`.

* We specify the argument  `V = c("W1", "W2", "W3")` in order to communicate that 
we're interested in learning a rule dependent on `V` covariates.

* We also need to specify the type of blip we will use in this estimation problem, and
the list of learners used.

* In addition, we need to specify whether we want to maximize or minimize the
mean outcome under the rule (`maximize=TRUE`).

```{r mopttx_spec_init_complex, eval=FALSE}
# initialize a tmle specification
tmle_spec <- tmle3_mopttx_blip_revere(
  V = c("W1", "W2", "W3"), type = "blip1",
  learners = learner_list,
  maximize = TRUE, complex = TRUE,
  realistic = FALSE, resource = 1, 
  interpret=TRUE
)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex, eval=FALSE}
# fit the TML estimator
fit <- tmle3(tmle_spec, data, node_list, learner_list)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_res, eval=TRUE}
# see the result
fit
```

<br>

<div align="center"> We can see that the confidence interval covers the truth! </div>

<br>

---

<br>

We can also get the interpretable surrogate rule in terms of HAL:

```{r mopttx_fit_tmle_auto_blip_revere_complex_HAL, eval=TRUE}
# Interpretable rule
head(tmle_spec$blip_fit_interpret$coef)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_HAL2, eval=TRUE}
# Interpretable rule
head(tmle_spec$blip_fit_interpret$term)
```

<br>

---

<br>

#### Resource constraint

We can also restrict the number of individuals that get the treatment, even if giving 
treatment is beneficial (according to the estimated blip). 

* In order to impose a resource constraint, we have to specify the percent 
of individuals that will
benefit the most from getting treatment.

* For example, if `resource=1`, all
individuals with blip higher than zero will get treatment.

* If `resource=0`, none will get treatment. 

```{r mopttx_spec_init_complex_resource, eval=FALSE}
# initialize a tmle specification
tmle_spec_resource <- tmle3_mopttx_blip_revere(
  V = c("W1", "W2", "W3"), type = "blip1",
  learners = learner_list,
  maximize = TRUE, complex = TRUE,
  realistic = FALSE, resource = 0.80
)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_resource, eval=FALSE}
# fit the TML estimator
fit_resource <- tmle3(tmle_spec_resource, data, node_list, learner_list)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_resource_res, eval=TRUE}
# see the result
fit_resource
```

<br>

---

<br>

We can compare the number of individuals that got treatment with and without the 
resource constraint:

```{r mopttx_compare_resource}
# Number of individuals with A=1 (no resource constraint):
table(tmle_spec$return_rule)

# Number of individuals with A=1 (resource constraint):
table(tmle_spec_resource$return_rule)
```

<br>

---

<br>

#### Empty V

```{r mopttx_spec_init_complex_V_empty}
# initialize a tmle specification
tmle_spec_V_empty <- tmle3_mopttx_blip_revere(
  type = "blip1",
  learners = learner_list,
  maximize = TRUE, complex = TRUE,
  realistic = FALSE, resource = 1
)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_V_empty, eval=FALSE}
# fit the TML estimator
fit_V_empty <- tmle3(tmle_spec_V_empty, data, node_list, learner_list)
```

```{r mopttx_fit_tmle_auto_blip_revere_complex_V_empty_res, eval=TRUE}
# see the result:
fit_V_empty
```



<br>

---

<br>

## Categorical Treatment

<div align="center"> **QUESTION:** What if the treatment is categorical, with more than two categories? 
Can we still use the blip function? </div>

<br>

* We define **pseudo-blips**: vector valued entities where the output for a given
$V$ is a vector of length equal to the number of treatment categories, $n_A$.

* As such, we define it as:
$$\bar{Q}_0^{pblip}(V) = \{\bar{Q}_{0,a}^{pblip}(V): a \in \mathcal{A} \}.$$

<br>

---

<br>

We implement three different pseudo-blips in `tmle3mopttx`.

1. **Blip1** corresponds to choosing a reference category of treatment, and
defining the blip for all other categories relative to the specified reference:
$$\bar{Q}_{0,a}^{pblip-ref}(V) \equiv E_0(Y_a-Y_0|V)$$
<br>

2. **Blip2** corresponds to defining the blip relative to the average of
all categories:
$$\bar{Q}_{0,a}^{pblip-avg}(V) \equiv E_0(Y_a- \frac{1}{n_A} \sum_{a \in \mathcal{A}} Y_a|V)$$
<br>

3. **Blip3** reflects an extension of Blip2, where the average is now a weighted average:
$$\bar{Q}_{0,a}^{pblip-wavg}(V) \equiv E_0(Y_a- \frac{1}{n_A} \sum_{a \in \mathcal{A}} Y_{a} P(A=a|V)
|V)$$

<br>

---

<br>

### Causal Effect of OIT with Categorical A

We now need to pay attention to the **type of blip** we define in the estimation stage,
as well as **how we construct our learners.**

#### Simulated Data

First, we load the simulated data. Here, our data generating distribution was
of the following form:

<br>

$$W \sim \mathcal{N}(\bf{0},I_{4 \times 4})$$
$$P(A|W) = \frac{1}{1+\exp^{(-(0.05*I(A=1)*W_1+0.8*I(A=2)*W_1+0.8*I(A=3)*W_1))}}$$

$$P(Y|A,W)=0.5\text{logit}^{-1}[15I(A=1)(W_1-0.5) - 3I(A=2)(2W_1+0.5) \\
+ 3I(A=3)(3W_1-0.5)] +\text{logit}^{-1}(W_2W_1)$$

<br>

---

<br>

We can just load the data available as part of the package as follows:

```{r load_results, eval=TRUE, echo=FALSE}
load(here("data", "tmle3mopttx_cat.RData"))
```

```{r load sim_cat_data, eval=FALSE, echo=FALSE}
data("data_cat_realistic")
```

```{r load sim_cat_data_head, eval=TRUE}
head(data)
```

* The above constructs our observed data structure $O = (W, A, Y)$. 

* The true mean under the OIT is $\psi=0.658$, which is the quantity we aim
to estimate.

<br>

---

<br>

```{r data_nodes-mopttx}
# organize data and nodes for tmle3
data <- data_cat_realistic
node_list <- list(
  W = c("W1", "W2", "W3", "W4"),
  A = "A",
  Y = "Y"
)
node_list
```

We can see the number of observed categories of treatment below:

```{r data_cats-mopttx}
# organize data and nodes for tmle3
table(data$A)
```

<br>

---

<br>

#### Constructing Stacked Regressions with `sl3`

**QUESTION:** With categorical treatment, what is the dimension of the blip now?
What is the dimension for the current example? How would we go about estimating it?

<br>

```{r sl3_lrnrs-mopttx, eval=TRUE}
# Initialize few of the learners:
lrn_xgboost_50 <- Lrnr_xgboost$new(nrounds = 50)
lrn_mean <- Lrnr_mean$new()
lrn_glm <- Lrnr_glm_fast$new()

## Define the Q learner, which is just a regular learner:
Q_learner <- Lrnr_sl$new(
  learners = list(lrn_xgboost_50, lrn_mean, lrn_glm),
  metalearner = Lrnr_nnls$new()
)

## Define the g learner, which is a multinomial learner:
# specify the appropriate loss of the multinomial learner:
mn_metalearner <- make_learner(Lrnr_solnp,
  eval_function = loss_loglik_multinomial,
  learner_function = metalearner_linear_multinomial
)
g_learner <- make_learner(Lrnr_sl, list(lrn_xgboost_50, lrn_mean), mn_metalearner)

## Define the Blip learner, which is a multivariate learner:
learners <- list(lrn_xgboost_50, lrn_mean, lrn_glm)
b_learner <- create_mv_learners(learners = learners)
```

<br>

---

<br>

* We need to estimate $g_0(A|W)$ for a categorical $A$:
we use the **multinomial** Super Learner option available within the `sl3` package.

* We need to estimate the blip using a **multivariate** Super Learner 
available within the `sl3` package.

<br>

In order to see which learners can
be used to estimate $g_0(A|W)$ in `sl3`, we run the following:

```{r cat_learners}
# See which learners support multi-class classification:
sl3_list_learners(c("categorical"))
```

```{r make_lrnr_list-mopttx}
# specify outcome and treatment regressions and create learner list
learner_list <- list(Y = Q_learner, A = g_learner, B = b_learner)
learner_list
```

<br>

---

<br>

#### Targeted Estimation

```{r spec_init, eval=FALSE}
# initialize a tmle specification
tmle_spec_cat <- tmle3_mopttx_blip_revere(
  V = c("W1", "W2", "W3", "W4"), type = "blip2",
  learners = learner_list, maximize = TRUE, complex = TRUE,
  realistic = FALSE
)
```

```{r fit_tmle_auto, eval=FALSE}
# fit the TML estimator
fit_cat <- tmle3(tmle_spec_cat, data, node_list, learner_list)
```

```{r fit_tmle_auto_res, eval=TRUE}
# see the result:
fit_cat

# How many individuals got assigned each treatment?
table(tmle_spec_cat$return_rule)
```

We can see that the confidence interval covers the truth.

<br>

<div align="center"> **NOTICE the distribution of the assigned treatment! We will need this shortly.** </div>

<br>

---

<br>

## Extensions

We consider multiple extensions to the procedure described for
estimating the value of the ITR.

<br>

* One might be interested in a grid of possible suboptimal rules, corresponding to
potentially limited knowledge of potential effect modifiers (**Simpler Rules**).

<br>

* Certain regimes might be preferred, but due to positivity restraints are not realistic to implement (**Realistic Interventions**).

<br>

---

<br>

### Simpler Rules

We define $S$-optimal rules as the optimal rule that considers all possible subsets
of $V$ covariates, with card($S$) $\leq$ card($V$) and $\emptyset \in S$.

* This allows us to consider sub-optimal rules that are easier to estimate:
we allow for statistical inference for the counterfactual mean outcome under the sub-optimal rule.

```{r mopttx_spec_init_noncomplex, eval=FALSE}
# initialize a tmle specification
tmle_spec_cat_simple <- tmle3_mopttx_blip_revere(
  V = c("W4", "W3", "W2", "W1"), type = "blip2",
  learners = learner_list,
  maximize = TRUE, complex = FALSE, realistic = FALSE
)
```

```{r mopttx_fit_tmle_auto_blip_revere_noncomplex, eval=FALSE}
# fit the TML estimator
fit_cat_simple <- tmle3(tmle_spec_cat_simple, data, node_list, learner_list)
```

```{r mopttx_fit_tmle_auto_blip_revere_noncomplex_res, eval=TRUE}
# see the result:
fit_cat_simple
```

<br>

Even though the user specified all baseline covariates as the basis
for rule estimation, a simpler rule is sufficient to
maximize the mean under the optimal individualized treatment.

<br>

**QUESTION:** How does the set of covariates picked by `tmle3mopttx`
   compare to the baseline covariates the true rule depends on?
   
<br>

---

<br>   

### Realistic Optimal Individual Regimes

`tmle3mopttx` also provides an option to estimate the mean under the
realistic, or implementable, optimal individualized treatment.

* It is often the case that assigning particular regime might optimize 
the desired outcome, but due to
global or practical positivity constrains, such treatment
can never be implemented (or is highly unlikely).

* Specifying `realistic="TRUE"`, we consider possibly suboptimal
treatments that optimize the outcome in question while being
supported by the data.

```{r mopttx_spec_init_realistic, eval=FALSE}
# initialize a tmle specification
tmle_spec_cat_realistic <- tmle3_mopttx_blip_revere(
  V = c("W4", "W3", "W2", "W1"), type = "blip2",
  learners = learner_list,
  maximize = TRUE, complex = TRUE, realistic = TRUE
)
```

```{r mopttx_fit_tmle_auto_blip_revere_realistic, eval=FALSE}
# fit the TML estimator
fit_cat_realistic <- tmle3(tmle_spec_cat_realistic, data, node_list, learner_list)
```

```{r mopttx_fit_tmle_auto_blip_revere_realistic_res, eval=TRUE}
# see the result:
fit_cat_realistic

# How many individuals got assigned each treatment?
table(tmle_spec_cat_realistic$return_rule)
```

<br>

<div align="center"> **QUESTION:** Referring back to the data-generating distribution, why do you
think the distribution of allocated treatment changed from the distribution 
we had under the "non-realistic"" rule?  </div>

<br>

---

<br>

### Missingness and `tmle3mopttx`

In this section, we present how to use the `tmle3mopttx` package when the data is subject 
to missingness. Currently we support missing process on the following nodes:

1. outcome node, $Y$;

all other types of missingness are handled by `sl3` package. Let's add some missingness to 
our outcome.

<br>

```{r data_nodes-add-missigness-mopttx, eval=FALSE}
data_missing <- data_cat_realistic

#Add some random missingless:
rr <- sample(nrow(data_missing), 100, replace = FALSE)
data_missing[rr,"Y"]<-NA
```

```{r data_nodes-add-missigness-mopttx_res, eval=TRUE}
# look at the data again:
summary(data_missing$Y)
```

<br>

___

<br>

To start, we must first add to our library.

```{r sl3_lrnrs-add-mopttx}
delta_learner <- Lrnr_sl$new(
  learners = list(lrn_mean, lrn_glm),
  metalearner = Lrnr_nnls$new()
)

# specify outcome and treatment regressions and create learner list
learner_list <- list(Y = Q_learner, A = g_learner, B = b_learner, delta_Y=delta_learner)
learner_list
```

Now `delta_Y` fits the missing outcome process.

<br>

___

<br>

```{r spec_init_missingness, eval=FALSE}
# initialize a tmle specification
tmle_spec_cat_miss <- tmle3_mopttx_blip_revere(
  V = c("W1", "W2", "W3", "W4"), type = "blip2",
  learners = learner_list, maximize = TRUE, complex = TRUE,
  realistic = FALSE
)
```

```{r fit_tmle_auto2, eval=FALSE}
# fit the TML estimator
fit_cat_miss <- tmle3(tmle_spec_cat_miss, data_missing, node_list, learner_list)
```

```{r fit_tmle_auto2_res, eval=TRUE}
fit_cat_miss
```

<br>

---

<br>



### Variable Importance Analysis

In order to run `tmle3mopttx` variable importance measure, we
need to considered covariates that are categorical variables.

* For illustration purpose, we bin baseline covariates corresponding 
to the data-generating distribution described in the previous section:

```{r data_vim-nodes-mopttx}
# bin baseline covariates to 3 categories:
data$W1<-ifelse(data$W1<quantile(data$W1)[2],1,ifelse(data$W1<quantile(data$W1)[3],2,3))

node_list <- list(
  W = c("W3", "W4", "W2"),
  A = c("W1", "A"),
  Y = "Y"
)
node_list
```

* Note that our node list now includes $W_1$ as treatments as well!

* Don't worry, we will still properly adjust for all baseline covariates when
considering $A$ as treatment.

<br>

---

<br>

#### Targeted Estimation

We will initialize a specification for the TMLE of our parameter of
interest (called a `tmle3_Spec` in the `tlverse` nomenclature) simply by calling
`tmle3_mopttx_vim`.

```{r mopttx_spec_init_vim, eval=FALSE}
# initialize a tmle specification
tmle_spec_vim <- tmle3_mopttx_vim(
  V=c("W2"),
  type = "blip2",
  learners = learner_list,
  maximize = FALSE,
  method = "SL",
  complex = TRUE,
  realistic = FALSE
)

# fit the TML estimator
vim_results <- tmle3_vim(tmle_spec_vim, data, node_list, learner_list,
  adjust_for_other_A = TRUE
)
```

```{r mopttx_fit_tmle_auto_vim, eval=TRUE}
# see results:
print(vim_results)
```

<br>

The final result of `tmle3_vim` with the `tmle3mopttx` spec is an ordered list
of mean outcomes under the optimal individualized treatment for all categorical
covariates in our dataset.

<br>

---

<br>

## Exercise

### Real World Data and `tmle3mopttx`

Finally, we cement everything we learned so far with a real data application.

As in the previous sections, we will be using the WASH Benefits data,
corresponding to the effect of water quality, sanitation, hand washing, and
nutritional interventions on child development in rural Bangladesh trial.

The main aim of the cluster-randomized controlled trial was to assess the
impact of six intervention groups, including:

1. Control

2. Handwashing with soap

3. Improved nutrition through counselling and provision of lipid-based nutrient supplements

4. Combined water, sanitation, handwashing, and nutrition.

5. Improved sanitation

6. Combined water, sanitation, and handwashing

7. Chlorinated drinking water

We aim to estimate the optimal ITR and the corresponding value under the optimal ITR
for the main intervention in WASH Benefits data.

Our outcome of interest is the weight-for-height Z-score, whereas our treatment is
the six intervention groups aimed at improving living conditions.

<br>

---

<br>

Questions:

1. Define $V$ as mother's education (`momedu`), current living conditions (`floor`),
   and possession of material items including the refrigerator (`asset_refrig`).
   Do we want to minimize or maximize the outcome? Which blip type should we use?
   Construct an appropriate `sl3` library for $A$, $Y$ and $B$.

2. Based on the $V$ defined in the previous question, estimate the mean under the ITR for
   the main randomized intervention used in the WASH Benefits trial
   with weight-for-height Z-score as the outcome. What's the TMLE value of the optimal ITR?
   How does it change from the initial estimate? Which intervention is the most dominant?
   Why do you think that is?

3. Using the same formulation as in questions 1 and 2, estimate the realistic optimal ITR
   and the corresponding value of the realistic ITR. Did the results change? Which intervention
   is the most dominant under realistic rules? Why do you think that is?  
   
<br>

---

<br>   
   
### Solutions

To start, let's load the data, convert all columns to be of class `numeric`,
and take a quick look at it:

```{r load-washb-data, message=FALSE, warning=FALSE, cache=FALSE, eval=FALSE}
washb_data <- fread("https://raw.githubusercontent.com/tlverse/tlverse-data/master/wash-benefits/washb_data.csv", stringsAsFactors = TRUE)
washb_data <- washb_data[!is.na(momage), lapply(.SD, as.numeric)]
head(washb_data, 3)
```

As before, we specify the NPSEM via the `node_list` object.

```{r washb-data-npsem-mopttx, message=FALSE, warning=FALSE, cache=FALSE, eval=FALSE}
node_list <- list(W = names(washb_data)[!(names(washb_data) %in% c("whz", "tr", "momheight"))],
                  A = "tr", Y = "whz")
``` 

We pick few potential effect modifiers, including mother's education, current
living conditions (floor), and possession of material items including the refrigerator.
We concentrate of these covariates as they might be indicative of the socio-economic status
of individuals involved in the trial. We can explore the distribution of our $V$, $A$ and $Y$:

```{r summary_WASH, eval=FALSE}
#V1, V2 and V3:
table(washb_data$momedu)
table(washb_data$floor)
table(washb_data$asset_refrig)

#A:
table(washb_data$tr)

#Y:
summary(washb_data$whz)
```

We specify a simple library for the outcome regression, propensity score
and the blip function. Since our treatment is categorical, we need to define a
multinomial learner for $A$ and multivariate learner for $B$. We 
will define the `xgboost` over a grid of parameters, and initialize a mean learner.

```{r sl3_lrnrs-WASH-mopttx, eval=FALSE}
# Initialize few of the learners:
grid_params = list(nrounds = c(100, 500),
                     eta = c(0.01, 0.1))
grid = expand.grid(grid_params, KEEP.OUT.ATTRS = FALSE)
xgb_learners = apply(grid, MARGIN = 1, function(params_tune) {
    do.call(Lrnr_xgboost$new, c(as.list(params_tune)))
  })
lrn_mean <- Lrnr_mean$new()

## Define the Q learner, which is just a regular learner:
Q_learner <- Lrnr_sl$new(
  learners = list(xgb_learners[[1]], xgb_learners[[2]], xgb_learners[[3]],
                  xgb_learners[[4]], lrn_mean),
  metalearner = Lrnr_nnls$new()
)

## Define the g learner, which is a multinomial learner:
#specify the appropriate loss of the multinomial learner:
mn_metalearner <- make_learner(Lrnr_solnp, loss_function = loss_loglik_multinomial,
                               learner_function = metalearner_linear_multinomial)
g_learner <- make_learner(Lrnr_sl, list(xgb_learners[[4]], lrn_mean), mn_metalearner)

## Define the Blip learner, which is a multivariate learner:
learners <- list(xgb_learners[[1]], xgb_learners[[2]], xgb_learners[[3]],
                  xgb_learners[[4]], lrn_mean)
b_learner <- create_mv_learners(learners = learners)

learner_list <- list(Y = Q_learner, A = g_learner, B = b_learner)
```

As seen before, we initialize the `tmle3_mopttx_blip_revere` Spec in order to 
answer Question 1. We want to maximize our outcome, with higher the weight-for-height Z-score
the better. We will also use `blip2` as the blip type, but note that we could have used `blip1`
as well since "Control" is a good reference category. 

```{r spec_init_WASH, eval=FALSE}
## Question 2:

#Initialize a tmle specification
tmle_spec_Q <- tmle3_mopttx_blip_revere(
  V = c("momedu", "floor", "asset_refrig"), type = "blip2",
  learners = learner_list, maximize = TRUE, complex = TRUE,
  realistic = FALSE
)

#Fit the TML estimator.
fit_Q <- tmle3(tmle_spec_Q, data=washb_data, node_list, learner_list)
fit_Q

#Which intervention is the most dominant? 
table(tmle_spec_Q$return_rule)
```

Using the same formulation as before, we estimate the realistic optimal ITR 
and the corresponding value of the realistic ITR:

```{r spec_init_WASH_simple_q3, eval=FALSE}
## Question 3:

#Initialize a tmle specification with "realistic=TRUE":
tmle_spec_Q_realistic <- tmle3_mopttx_blip_revere(
  V = c("momedu", "floor", "asset_refrig"), type = "blip2",
  learners = learner_list, maximize = TRUE, complex = TRUE,
  realistic = TRUE
)

#Fit the TML estimator.
fit_Q_realistic <- tmle3(tmle_spec_Q_realistic, data=washb_data, node_list, learner_list)
fit_Q_realistic

table(tmle_spec_Q_realistic$return_rule)
```