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Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…
The label shift problem refers to the supervised learning setting where the train and test label distributions do not match. Existing work addressing label shift usually assumes access to an \emph{unlabelled} test sample. This sample may be…
As transfer learning techniques are increasingly used to transfer knowledge from the source model to the target task, it becomes important to quantify which source models are suitable for a given target task without performing…
Recent years have experienced increasing utilization of complex machine learning models across multiple sources of data to inform more generalizable decision-making. However, distribution shifts across data sources and privacy concerns…
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…
Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing…
Constructing confidence intervals that are simultaneously valid across a class of estimates is central to tasks such as multiple mean estimation, generalization guarantees, and adaptive experimental design. We frame this as an ``error…
We propose a new framework for binary classification in transfer learning settings where both covariate and label distributions may shift between source and target domains. Unlike traditional covariate shift or label shift assumptions, we…
Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…
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…
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…
Real-world measurements often comprise a dominant signal contaminated by a noisy background. Robustly estimating the dominant signal in practice has been a fundamental statistical problem. Classically, mixture models have been used to…
Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…
Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…
Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…
We present methods for estimating loss-based measures of the performance of a prediction model in a target population that differs from the source population in which the model was developed, in settings where outcome and covariate data are…
Due to label scarcity and covariate shift happening frequently in real-world studies, transfer learning has become an essential technique to train models generalizable to some target populations using existing labeled source data. Most…
An interesting phenomenon arises: Empirical Risk Minimization (ERM) sometimes outperforms methods specifically designed for out-of-distribution tasks. This motivates an investigation into the reasons behind such behavior beyond algorithmic…
The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. In this…
In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…