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We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well-established methodology…

Machine Learning · Statistics 2025-03-12 Maximilian Autenrieth , David A. van Dyk , Roberto Trotta , David C. Stenning

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as…

Machine Learning · Statistics 2013-06-05 Bernhard Schölkopf , Dominik Janzing , Jonas Peters , Kun Zhang

Unsupervised Domain Adaptation aims to learn a model on a source domain with labeled data in order to perform well on unlabeled data of a target domain. Current approaches focus on learning \textit{Domain Invariant Representations}. It…

Machine Learning · Computer Science 2019-07-30 Victor Bouvier , Philippe Very , Céline Hudelot , Clément Chastagnol

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

Existing calibration algorithms address the problem of covariate shift via unsupervised domain adaptation. However, these methods suffer from the following limitations: 1) they require unlabeled data from the target domain, which may not be…

Machine Learning · Computer Science 2021-10-19 Yunye Gong , Xiao Lin , Yi Yao , Thomas G. Dietterich , Ajay Divakaran , Melinda Gervasio

Many machine learning methods assume that the training and test data follow the same distribution. However, in the real world, this assumption is very often violated. In particular, the phenomenon that the marginal distribution of the data…

Machine Learning · Computer Science 2023-04-20 Masanari Kimura , Hideitsu Hino

Standard supervised machine learning assumes that the distribution of the source samples used to train an algorithm is the same as the one of the target samples on which it is supposed to make predictions. However, as any data scientist…

Machine Learning · Computer Science 2020-02-12 Pirmin Lemberger , Ivan Panico

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

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

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

Since the establishment of vision-language foundation models as the new mainstay in low-shot vision classification tasks, the question of domain generalization arising from insufficient target data is assuming more importance. This scarcity…

Computer Vision and Pattern Recognition · Computer Science 2025-04-09 Behraj Khan , Rizwan Qureshi , Nouman Muhammad Durrani , Tahir Syed

The endeavor to preserve the generalization of a fair and invariant classifier across domains, especially in the presence of distribution shifts, becomes a significant and intricate challenge in machine learning. In response to this…

Machine Learning · Computer Science 2024-05-22 Chen Zhao , Kai Jiang , Xintao Wu , Haoliang Wang , Latifur Khan , Christan Grant , Feng Chen

We consider the problem of using expert data with unobserved confounders for imitation and reinforcement learning. We begin by defining the problem of learning from confounded expert data in a contextual MDP setup. We analyze the…

Machine Learning · Computer Science 2021-10-14 Guy Tennenholtz , Assaf Hallak , Gal Dalal , Shie Mannor , Gal Chechik , Uri Shalit

Making predictions that are fair with regard to protected group membership (race, gender, age, etc.) has become an important requirement for classification algorithms. Existing techniques derive a fair model from sampled labeled data…

Machine Learning · Computer Science 2021-02-09 Ashkan Rezaei , Anqi Liu , Omid Memarrast , Brian Ziebart

Confidence calibration for classification models is vital in safety-critical decision-making scenarios and has received extensive attention. General confidence calibration methods assume training and test data are independent and…

Machine Learning · Computer Science 2026-05-22 Jinzong Dong , Zhaohui Jiang , Bo Yang

Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this…

Statistics Theory · Mathematics 2026-05-18 Simon Viel

A common assumption in semi-supervised learning is that the labeled, unlabeled, and test data are drawn from the same distribution. However, this assumption is not satisfied in many applications. In many scenarios, the data is collected…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Mahed Abroshan , Mohammad Mahdi Khalili , Laura Toni , Miguel R. D. Rodrigues

In real-world classification problems, the class balance in the training dataset does not necessarily reflect that of the test dataset, which can cause significant estimation bias. If the class ratio of the test dataset is known, instance…

Machine Learning · Computer Science 2012-06-22 Marthinus Du Plessis , Masashi Sugiyama

In many computer vision classification tasks, class priors at test time often differ from priors on the training set. In the case of such prior shift, classifiers must be adapted correspondingly to maintain close to optimal performance.…

Computer Vision and Pattern Recognition · Computer Science 2021-12-06 Tomas Sipka , Milan Sulc , Jiri Matas