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In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

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

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

We study generalization under labeled shift for categorical and general normed label spaces. We propose a series of methods to estimate the importance weights from labeled source to unlabeled target domain and provide confidence bounds for…

Machine Learning · Computer Science 2021-06-08 Kamyar Azizzadenesheli

A distribution shift between the training and test data can severely harm performance of machine learning models. Importance weighting addresses this issue by assigning different weights to data points during training. We argue that…

Machine Learning · Statistics 2025-11-17 Floris Holstege , Bram Wouters , Noud van Giersbergen , Cees Diks

We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…

Methodology · Statistics 2025-07-25 Kaizheng Wang

Importance weighting is a fundamental procedure in statistics and machine learning that weights the objective function or probability distribution based on the importance of the instance in some sense. The simplicity and usefulness of the…

Machine Learning · Computer Science 2024-05-15 Masanari Kimura , Hideitsu Hino

Sample reweighting is one of the most widely used methods for correcting the error of least squares learning algorithms in reproducing kernel Hilbert spaces (RKHS), that is caused by future data distributions that are different from the…

Machine Learning · Computer Science 2023-07-24 Duc Hoan Nguyen , Sergei V. Pereverzyev , Werner Zellinger

We propose Regularized Learning under Label shifts (RLLS), a principled and a practical domain-adaptation algorithm to correct for shifts in the label distribution between a source and a target domain. We first estimate importance weights…

Machine Learning · Computer Science 2020-08-10 Kamyar Azizzadenesheli , Anqi Liu , Fanny Yang , Animashree Anandkumar

Importance weighting is a classic technique to handle distribution shifts. However, prior work has presented strong empirical and theoretical evidence demonstrating that importance weights can have little to no effect on overparameterized…

Machine Learning · Computer Science 2022-03-07 Ke Alexander Wang , Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

A pervasive phenomenon in machine learning applications is distribution shift, where training and deployment conditions for a machine learning model differ. As distribution shift typically results in a degradation in performance, much…

Machine Learning · Statistics 2024-01-23 Philip Amortila , Tongyi Cao , Akshay Krishnamurthy

Bias in datasets can be very detrimental for appropriate statistical estimation. In response to this problem, importance weighting methods have been developed to match any biased distribution to its corresponding target unbiased…

Machine Learning · Computer Science 2022-09-12 Antoine de Mathelin , Francois Deheeger , Mathilde Mougeot , Nicolas Vayatis

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et…

Machine Learning · Statistics 2024-01-30 Hwanwoo Kim , Xin Zhang , Jiwei Zhao , Qinglong Tian

Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…

Methodology · Statistics 2024-10-29 Masahiro Kato , Kota Matsui , Ryo Inokuchi

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…

Machine Learning · Statistics 2024-06-06 Yihang Chen , Fanghui Liu , Taiji Suzuki , Volkan Cevher

Importance-weighted risk minimization is a key ingredient in many machine learning algorithms for causal inference, domain adaptation, class imbalance, and off-policy reinforcement learning. While the effect of importance weighting is…

Machine Learning · Computer Science 2019-06-17 Jonathon Byrd , Zachary C. Lipton

Distribution shifts pose significant challenges for model calibration and model selection tasks in the unsupervised domain adaptation problem -- a scenario where the goal is to perform well in a distribution shifted domain without labels.…

Machine Learning · Computer Science 2024-07-18 Taejong Joo , Diego Klabjan

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

Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However,…

Machine Learning · Statistics 2019-03-12 Wouter M. Kouw , Marco Loog
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