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Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

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

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

Hyperparameter optimization constitutes a large part of typical modern machine learning workflows. This arises from the fact that machine learning methods and corresponding preprocessing steps often only yield optimal performance when…

A common pursuit in modern statistical learning is to attain satisfactory generalization out of the source data distribution (OOD). In theory, the challenge remains unsolved even under the canonical setting of covariate shift for the linear…

Machine Learning · Statistics 2025-02-14 Yuanshi Liu , Haihan Zhang , Qian Chen , Cong Fang

Multitask learning is widely used in practice to train a low-resource target task by augmenting it with multiple related source tasks. Yet, naively combining all the source tasks with a target task does not always improve the prediction…

Machine Learning · Computer Science 2023-12-29 Dongyue Li , Huy L. Nguyen , Hongyang R. Zhang

Recently, several optimization methods have been successfully applied to the hyperparameter optimization of deep neural networks (DNNs). The methods work by modeling the joint distribution of hyperparameter values and corresponding error.…

Machine Learning · Computer Science 2016-08-02 Ilija Ilievski , Jiashi Feng

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

We address the goal of conducting inference about a smooth finite-dimensional parameter by utilizing individual-level data from various independent sources. Recent advancements have led to the development of a comprehensive theory capable…

Statistics Theory · Mathematics 2025-11-19 Ellen Graham , Marco Carone , Andrea Rotnitzky

We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…

Statistics Theory · Mathematics 2026-03-09 Petr Zamolodtchikov

In this paper we consider the binary transfer learning problem, focusing on how to select and combine sources from a large pool to yield a good performance on a target task. Constraining our scenario to real world, we do not assume the…

Computer Vision and Pattern Recognition · Computer Science 2016-09-16 Ilja Kuzborskij , Francesco Orabona , Barbara Caputo

Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…

Machine Learning · Statistics 2025-07-01 Zhen Zhang , Xin Liu , Shaoli Wang , Jiaye Teng

Information from related source studies can often enhance the findings of a target study. However, the distribution shift between target and source studies can severely impact the efficiency of knowledge transfer. In the high-dimensional…

Methodology · Statistics 2025-11-26 Ruiqi Bai , Yijiao Zhang , Hanbo Yang , Zhongyi Zhu

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Machine Learning · Computer Science 2021-10-18 Hadi S. Jomaa , Jonas Falkner , Lars Schmidt-Thieme

Unsupervised models can provide supplementary soft constraints to help classify new, "target" data since similar instances in the target set are more likely to share the same class label. Such models can also help detect possible…

Machine Learning · Computer Science 2012-06-06 Ayan Acharya , Eduardo R. Hruschka , Joydeep Ghosh , Sreangsu Acharyya

Transfer learning has become an essential technique to exploit information from the source domain to boost performance of the target task. Despite the prevalence in high-dimensional data, heterogeneity and heavy tails are insufficiently…

Machine Learning · Statistics 2023-11-07 Jiayu Huang , Mingqiu Wang , Yuanshan Wu

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter…

Machine Learning · Statistics 2018-11-01 Jungtaek Kim , Saehoon Kim , Seungjin Choi

Transfer learning is beneficial for survival analysis, especially when the target study has a limited number of events. However, existing transfer learning methods rely on the restrictive assumption that the target and source studies share…

Methodology · Statistics 2026-03-13 Yu Gu , Donglin Zeng , D. Y. Lin

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley