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Importance weighting is a standard tool for correcting distribution shift, but its statistical behavior under target shift -- where the label distribution changes between training and testing while the conditional distribution of inputs…

Machine Learning · Statistics 2026-03-04 Davit Gogolashvili

In machine learning, if the training data is an unbiased sample of an underlying distribution, then the learned classification function will make accurate predictions for new samples. However, if the training data is not an unbiased sample,…

Machine Learning · Computer Science 2019-01-15 Wouter M. Kouw , Marco Loog

Source-free domain adaptation (SFDA) aims to adapt a well-trained source model to an unlabelled target domain without accessing the source dataset, making it applicable in a variety of real-world scenarios. Existing SFDA methods ONLY assess…

Computer Vision and Pattern Recognition · Computer Science 2023-10-10 Longxiang Tang , Kai Li , Chunming He , Yulun Zhang , Xiu Li

This paper investigates when the importance weighting (IW) correction is needed to address covariate shift, a common situation in supervised learning where the input distributions of training and test data differ. Classic results show that…

Machine Learning · Statistics 2023-03-08 Davit Gogolashvili , Matteo Zecchin , Motonobu Kanagawa , Marios Kountouris , Maurizio Filippone

We study the transfer learning process between two linear regression problems. An important and timely special case is when the regressors are overparameterized and perfectly interpolate their training data. We examine a parameter transfer…

Machine Learning · Computer Science 2022-09-29 Yehuda Dar , Richard G. Baraniuk

Unsupervised domain adaptation aims to transfer knowledge from a labeled source domain to an unlabeled target domain. Previous methods focus on learning domain-invariant features to decrease the discrepancy between the feature distributions…

Machine Learning · Computer Science 2021-06-30 Yuntao Du , Yinghao Chen , Fengli Cui , Xiaowen Zhang , Chongjun Wang

Transfer learning is a problem defined over two domains. These two domains share the same feature space and class label space, but have significantly different distributions. One domain has sufficient labels, named as source domain, and the…

Machine Learning · Computer Science 2016-05-24 Hongqi Wang , Anfeng Xu , Shanshan Wang , Sunny Chughtai

Learning guarantees often rely on assumptions of i.i.d. data, which will likely be violated in practice once predictors are deployed to perform real-world tasks. Domain adaptation approaches thus appeared as a useful framework yielding…

Machine Learning · Computer Science 2021-06-29 Joao Monteiro , Xavier Gibert , Jianqiao Feng , Vincent Dumoulin , Dar-Shyang Lee

This study addresses the problem of calibrating network confidence while adapting a model that was originally trained on a source domain to a target domain using unlabeled samples from the target domain. The absence of labels from the…

Machine Learning · Computer Science 2024-09-09 Coby Penso , Jacob Goldberger

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…

Machine Learning · Statistics 2025-07-02 Sunay Joshi , Shayan Kiyani , George Pappas , Edgar Dobriban , Hamed Hassani

The empirical fact that classifiers, trained on given data collections, perform poorly when tested on data acquired in different settings is theoretically explained in domain adaptation through a shift among distributions of the source and…

Computer Vision and Pattern Recognition · Computer Science 2017-04-28 Fabio Maria Carlucci , Lorenzo Porzi , Barbara Caputo , Elisa Ricci , Samuel Rota Bulò

A typical assumption in supervised machine learning is that the train (source) and test (target) datasets follow completely the same distribution. This assumption is, however, often violated in uncertain real-world applications, which…

Machine Learning · Computer Science 2021-08-17 Masahiro Nomura , Yuta Saito

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

We show that in the context of classification the property of source and target distributions to be related by covariate shift may be lost if the information content captured in the covariates is reduced, for instance by dropping components…

Machine Learning · Statistics 2022-08-16 Dirk Tasche

Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand…

Computation · Statistics 2021-11-04 Matthew Dixon , Tyler Ward

Training Deep Neural Networks is complicated by the fact that the distribution of each layer's inputs changes during training, as the parameters of the previous layers change. This slows down the training by requiring lower learning rates…

Machine Learning · Computer Science 2015-03-03 Sergey Ioffe , Christian Szegedy

Classical Domain Adaptation methods acquire transferability by regularizing the overall distributional discrepancies between features in the source domain (labeled) and features in the target domain (unlabeled). They often do not…

Machine Learning · Computer Science 2023-06-01 Shumin Ma , Zhiri Yuan , Qi Wu , Yiyan Huang , Xixu Hu , Cheuk Hang Leung , Dongdong Wang , Zhixiang Huang

Modern regression problems often involve high-dimensional data and a careful tuning of the regularization hyperparameters is crucial to avoid overly complex models that may overfit the training data while guaranteeing desirable properties…

Machine Learning · Computer Science 2026-04-08 Maria-Florina Balcan , Saumya Goyal , Dravyansh Sharma

We prove that training a source model optimally for its own task is generically suboptimal when the objective is downstream transfer. We study the source-side optimization problem in L2-SP ridge regression and show a fundamental mismatch…

Machine Learning · Statistics 2026-01-07 C. Evans Hedges