Related papers: Covariate shift in nonparametric regression with M…
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…
Emerging applications increasingly demand flexible covariate adaptive randomization (CAR) methods that support unequal targeted allocation ratios. While existing procedures can achieve covariate balance, they often suffer from the shift…
Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…
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…
This paper is devoted to the parametric estimation of a shift together with the nonparametric estimation of a regression function in a semiparametric regression model. We implement a very efficient and easy to handle Robbins-Monro…
We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path theory with local kernel regression. The signature…
We study the covariate shift problem in the context of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We focus on two natural families of covariate shift problems defined using the likelihood ratios between the…
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…
In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…
While quantum annealing (QA) has been developed for combinatorial optimization, practical QA devices operate at finite temperature and under noise, and their outputs can be regarded as stochastic samples close to a Gibbs--Boltzmann…
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…
The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…
This paper is the second part of our study on the non-parametric estimation of MS-NAR processes started with [L. Fermin et al. 2017]. We consider the Nadaraya-Watson type regression function estimator for non-linear autoregressive Markov…
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…
We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…
It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…
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…
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…
Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…
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…