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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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2468 · Jun 202019922001200920172026
48 results for covariate-shift

This paper improves computational efficiency in kernel ridge regression under covariate shift.

problem Covariate shift in nonparametric regression.
method Random projections in RKHS to reduce computational demands.
result Significant computational savings can be achieved without compromising learning performance under covariate shift.

This paper rethinks confidence calibration under covariate shifts.

problem Calibration methods struggle with covariate shifts and unstable importance weighting.
method Derives Expectation consistency condition and proposes Expectation consistency loss (ECL).
result ECL loss is compatible with various types of calibration and has the same sample complexity as ECE.

New similarity measure for covariate shift improves nonparametric regression rates.

problem Improving nonparametric regression under covariate shift.
method Introducing a new similarity measure based on probability ratios.
result Shows a sharper rate of convergence compared to transfer exponent.

This paper explores how effective sample size, dimensionality, and model performance are related in covariate shift adaptation.

problem Understanding the relationship between effective sample size, dimensionality, and generalization in covariate shift adaptation.
method Building a unified theory connecting effective sample size, data dimensionality, and generalization in the context of covariate shift adaptation.
result Dimensionality reduction or feature selection can increase effective sample size, supporting the practice of reducing dimensionality before covariate shift adaptation.

Bayesian model averaging fails under covariate shift, affecting neural networks' performance.

problem Bayesian model averaging's failure in neural networks under covariate shift.
method Explained the issue and proposed novel priors to improve robustness.
result Bayesian model averaging is problematic under covariate shift, especially with linear feature dependencies.

Optimally tackles covariate shift in RKHS-based nonparametric regression.

problem Covariate shift in nonparametric regression over RKHS.
method Two families of covariate shift problems defined using likelihood ratios. Minimax rate-optimal estimators for KRR and reweighted KRR.
result KRR is minimax rate-optimal and strictly sub-optimal compared to naive estimator under covariate shift.

The paper proves a new method to improve generalization in covariate-shift scenarios.

problem Improving performance on test distributions that differ from training distributions.
method Independence-driven importance weighting algorithms for feature selection.
result Theoretical proof that these algorithms can identify optimal variables for covariate-shift generalization.

SGDm with fixed step-size diverges under covariate shift, similar to a parametric oscillator.

problem SGDm with fixed step-size diverges under covariate shift.
method Approximated learning system as a time-varying system of ODEs and characterized divergence/convergence modes.
result SGDm with fixed step-size can diverge under covariate shift, similar to resonance in oscillators.

New estimator handles covariate shift with closed-form solution and super-efficiency.

problem Handling covariate shift in missing data and causal inference problems.
method Minimum Wasserstein distance estimation framework.
result Closed-form expression and super-efficiency relative to semiparametric efficient estimator.

This paper examines how adversarial perturbations affect model performance and equilibrium learning.

problem Adversarial perturbations and covariate shifts impact model performance and equilibrium learning.
method Characterizes the extrapolation region in regression and classification, analyzes dynamics of adversarial learning games.
result Establishes two directional convergence results: a blessing in regression and a curse in classification.

Paper tackles unbounded density ratio estimation for covariate shift adaptation.

problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

Algorithm calibrates predictions for covariate shift using domain adaptation.

problem Uncertainty estimates overestimate certainty when real-world data differs from training data.
method Uses importance weighting and learns a feature map to equalize distributions.
result Outperforms existing approaches in calibrated prediction when covariate shift occurs.

Improved covariate shift handling with node-based Bayesian neural networks.

problem Improving generalization under covariate shift in neural networks.
method Introduced node-based Bayesian neural networks that learn latent noise variables to represent input corruptions.
result Node-based BNNs perform well under covariate shift due to input perturbations, improving uncertainty estimation and robustness.

Paper addresses off-policy evaluation and learning with covariate shift.

problem Evaluating and training a new policy using historical data with a covariate shift.
method Derives efficiency bounds and proposes doubly robust estimators for OPE and OPL under covariate shift.
result Proposes estimators for off-policy evaluation and learning under covariate shift.

Proposes a new method to adapt to covariate shifts in supervised learning.

problem Covariate shift in training and testing samples with different marginal distributions.
method Minimax risk classification (MRC) approach that weights both training and testing samples.
result Significantly enhanced classification performance in synthetic and empirical experiments.

We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of simulations. Our approach is based on Bayesian inference with kernel mean embeddin…

2018-09-21abs ↗pdf ↗

This paper establishes non-asymptotic learning bounds for the DR covariate shift adaptation.

problem Distribution shift between training and test domains in machine learning.
method Doubly-robust (DR) estimator combining density ratio estimation and pilot regression model.
result First non-asymptotic learning bounds for DR covariate shift adaptation.

A new one-step method for covariate shift adaptation.

problem Real-world data often violates the assumption of same distribution for training and test samples.
method Proposes a one-step optimization approach to jointly learn the model and weights.
result The proposed method achieves a generalization error bound and is empirically effective.

Structured credal learning separates covariate shift and label disagreement.

problem Uncertainty in real-world learning tasks due to covariate shift and noisy labels.
method Introduces a structured credal learning framework that explicitly separates these sources.
result Geometric bounds and decomposition reveal how covariate shifts affect label disagreement contributions.

Proposes a method to improve regression model performance with limited target data using fused-regularizer.

problem Model shifts and covariate shifts in high-dimensional regression.
method Two-step method with fused-regularizer to leverage source data for target task.
result Robust to covariate shifts, minimax-optimal under certain conditions, and validated by numerical tests.

Paper tackles moment estimation under covariate shift with a two-stage algorithm.

problem Estimating moments under covariate shift when source and target distributions differ.
method Proposes a two-stage algorithm: first, an optimal estimator for the source distribution; second, likelihood ratio reweighting for calibration.
result Achieves minimax optimal bound for moment estimation.

Study shows pretraining and finetuning can effectively tackle covariate shift in linear regression.

problem Linear regression under covariate shift where source and target distributions differ but conditional distribution remains similar.
method Pretraining on source data and finetuning on target data using online SGD.
result Transfer learning with O(N2)O(N^2) source data is as effective as supervised learning with NN target data.

Proposes SVI for covariate-shift generalization with sparse variable independence.

problem Covariate-shift generalization with limited data and unstable variables.
method Introduces sparsity constraint and combines reweighting and selection in an iterative way.
result Improves covariate-shift generalization performance on synthetic and real-world datasets.

Develops a method for kernel ridge regression under covariate shift using pseudo-labels.

problem Learning a regression function with small mean squared error over a target distribution with labeled data from a different feature distribution.
method Split labeled data into two subsets, conduct kernel ridge regression on each, use imputation model to fill missing labels, and select the best candidate model.
result Non-asymptotic excess risk bounds demonstrate effective adaptation to target distribution and covariate shift.

Method improves treatment effect prediction robust to unknown covariate shifts.

problem Estimating heterogeneous treatment effects for different populations.
method Post-processing CATE T-learners with multi-accurate predictors to handle unknown covariate shifts.
result Improves bias and mean squared error in simulations with covariate shifts.

Paper introduces a method to create robust representations against covariate shifts.

problem Distribution shift between training and testing data in machine learning.
method Introduces a variational objective with two components: discriminative representation and invariant support.
result Optimal representations ensure robustness to covariate shifts, improving performance on DomainBed.

In real supervised learning scenarios, it is not uncommon that the training and test sample follow different probability distributions, thus rendering the necessity to correct the sampling bias. Focusing on a particular covariate shift problem, we derive high probability confidence bounds for the kernel mean matching (…

2012-06-18abs ↗pdf ↗

In this paper we formally analyse the use of sparse filtering algorithms to perform covariate shift adaptation. We provide a theoretical analysis of sparse filtering by evaluating the conditions required to perform covariate shift adaptation. We prove that sparse filtering can perform adaptation only if the conditional…

2016-07-22abs ↗pdf ↗