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Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…

Machine Learning · Statistics 2022-07-20 Adarsh Subbaswamy , Bryant Chen , Suchi Saria

Methods of transfer learning try to combine knowledge from several related tasks (or domains) to improve performance on a test task. Inspired by causal methodology, we relax the usual covariate shift assumption and assume that it holds true…

Machine Learning · Statistics 2018-09-25 Mateo Rojas-Carulla , Bernhard Schölkopf , Richard Turner , Jonas Peters

In transfer learning, we wish to make inference about a target population when we have access to data both from the distribution itself, and from a different but related source distribution. We introduce a flexible framework for transfer…

Machine Learning · Statistics 2021-09-03 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution…

Machine Learning · Statistics 2026-02-13 Hongseok Namkoong , Yuanzhe Ma , Peter W. Glynn

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

When concept shifts and sample scarcity are present in the target domain of interest, nonparametric regression learners often struggle to generalize effectively. The technique of transfer learning remedies these issues by leveraging data or…

Machine Learning · Statistics 2025-01-22 Haotian Lin , Matthew Reimherr

Transfer learning is essential when sufficient data comes from the source domain, with scarce labeled data from the target domain. We develop estimators that achieve minimax linear risk for linear regression problems under distribution…

Machine Learning · Computer Science 2021-06-24 Qi Lei , Wei Hu , Jason D. Lee

Causal representation learning has emerged as the center of action in causal machine learning research. In particular, multi-domain datasets present a natural opportunity for showcasing the advantages of causal representation learning over…

Machine Learning · Computer Science 2023-12-12 Kartik Ahuja , Amin Mansouri , Yixin Wang

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

Learning models that are robust to distribution shifts is a key concern in the context of their real-life applicability. Invariant Risk Minimization (IRM) is a popular framework that aims to learn robust models from multiple environments.…

Machine Learning · Computer Science 2023-04-04 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability…

Machine Learning · Statistics 2024-05-07 Jose Blanchet , Peng Cui , Jiajin Li , Jiashuo Liu

In this paper we formulate and study an optimal switching problem under partial information. In our model the agent/manager/investor attempts to maximize the expected reward by switching between different states/investments. However, he is…

Optimization and Control · Mathematics 2014-03-10 Kai Li , Kaj Nyström , Marcus Olofsson

In this paper, we explore the knowledge transfer under the setting of matrix completion, which aims to enhance the estimation of a low-rank target matrix with auxiliary data available. We propose a transfer learning procedure given prior…

Machine Learning · Statistics 2025-07-04 Dali Liu , Haolei Weng

In safety-critical applications, machine learning models should generalize well under worst-case distribution shifts, that is, have a small robust risk. Invariance-based algorithms can provably take advantage of structural assumptions on…

Machine Learning · Statistics 2025-02-06 Julia Kostin , Nicola Gnecco , Fanny Yang

In analyses with severe data-limitations, augmenting the target dataset with information from ancillary datasets in the application domain, called source datasets, can lead to significantly improved statistical procedures. However, existing…

Machine Learning · Statistics 2025-08-01 Nathan Wycoff , Ali Arab , Lisa O. Singh

While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…

Machine Learning · Computer Science 2023-06-21 Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

Transfer learning aims to improve inference in a target domain by leveraging information from related source domains, but its effectiveness critically depends on how cross-domain heterogeneity is modeled and controlled. When the conditional…

Statistics Theory · Mathematics 2026-02-23 Hanxiao Chen , Debarghya Mukherjee

We develop new algorithms for estimating heterogeneous treatment effects, combining recent developments in transfer learning for neural networks with insights from the causal inference literature. By taking advantage of transfer learning,…

We study transfer learning for estimating piecewise-constant signals when source data, which may be relevant but disparate, are available in addition to the target data. We first investigate transfer learning estimators that respectively…

Methodology · Statistics 2024-07-30 Fan Wang , Yi Yu
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