Estimating individualized optimal combination therapies through outcome weighted deep learning algorithms.

With the advancement in drug development, multiple treatments are available for a single disease. Patients can often benefit from taking multiple treatments simultaneously. For example, patients in Clinical Practice Research Datalink with chronic diseases such as type 2 diabetes can receive multiple treatments simultaneously. Therefore, it is important to estimate what combination therapy from which patients can benefit the most. However, to recommend the best treatment combination is not a single label but a multilabel classification problem. In this paper, we propose a novel outcome weighted deep learning algorithm to estimate individualized optimal combination therapy. The Fisher consistency of the proposed loss function under certain conditions is also provided. In addition, we extend our method to a family of loss functions, which allows adaptive changes based on treatment interactions. We demonstrate the performance of our methods through simulations and real data analysis.