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Related papers: Robust Importance Weighting for Covariate Shift

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This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…

Machine Learning · Statistics 2025-05-21 Andrea Della Vecchia , Arnaud Mavakala Watusadisi , Ernesto De Vito , Lorenzo Rosasco

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…

Machine Learning · Statistics 2020-03-20 Keiichi Kisamori , Motonobu Kanagawa , Keisuke Yamazaki

We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

Subpopulation shift exists widely in many real-world applications, which refers to the training and test distributions that contain the same subpopulation groups but with different subpopulation proportions. Ignoring subpopulation shifts…

Machine Learning · Computer Science 2023-04-11 Zongbo Han , Zhipeng Liang , Fan Yang , Liu Liu , Lanqing Li , Yatao Bian , Peilin Zhao , Qinghua Hu , Bingzhe Wu , Changqing Zhang , Jianhua Yao

Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…

Machine Learning · Statistics 2020-10-27 Bijan Mazaheri , Siddharth Jain , Jehoshua Bruck

A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…

Machine Learning · Computer Science 2021-05-04 Tianyi Zhang , Ikko Yamane , Nan Lu , Masashi Sugiyama

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…

Methodology · Statistics 2025-03-21 Linying Yang , Robin J. Evans

Interest in generative models has grown tremendously in the past decade. However, their training performance can be adversely affected by contamination, where outliers are encoded in the representation of the model. This results in the…

Machine Learning · Statistics 2020-06-24 Arun Pandey , Joachim Schreurs , Johan A. K. Suykens

Empirical risk minimization (ERM) is known in practice to be non-robust to distributional shift where the training and the test distributions are different. A suite of approaches, such as importance weighting, and variants of…

Machine Learning · Computer Science 2023-02-08 Runtian Zhai , Chen Dan , Zico Kolter , Pradeep Ravikumar

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

There has been great interest in enhancing the robustness of neural network classifiers to defend against adversarial perturbations through adversarial training, while balancing the trade-off between robust accuracy and standard accuracy.…

Machine Learning · Computer Science 2022-10-24 Chester Holtz , Tsui-Wei Weng , Gal Mishne

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the importance-weighted risk estimator produces sub-optimal hyperparameter estimates in problem settings where…

Machine Learning · Computer Science 2019-08-28 Wouter M. Kouw , Jesse H. Krijthe , Marco Loog

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

Machine Learning · Statistics 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim

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 estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…

Machine Learning · Statistics 2025-10-06 Vasilis Syrgkanis , Ruohan Zhan

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

Machine Learning · Computer Science 2020-11-17 Miao Cheng , Xinge You

Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…

Machine Learning · Computer Science 2018-01-01 Anqi Liu , Rizal Fathony , Brian D. Ziebart

Model merging aims to combine multiple fine-tuned models into a single set of weights that performs well across all source tasks. While prior work has shown that merging can approximate the performance of individual fine-tuned models for…

Machine Learning · Computer Science 2025-10-17 Mohammadsajad Alipour , Mohammad Mohammadi Amiri