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Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

Machine Learning · Computer Science 2025-02-24 Deeksha Adil , Jarosław Błasiok

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…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

Performance monitoring is essential for safe clinical deployment of image classification models. However, because ground-truth labels are typically unavailable in the target dataset, direct assessment of real-world model performance is…

Machine Learning · Computer Science 2025-07-31 Tim Flühmann , Alceu Bissoto , Trung-Dung Hoang , Lisa M. Koch

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…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

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

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

Machine learning models are often evaluated using point estimates of performance metrics such as accuracy, F1 score, or mean squared error. Such summaries fail to capture the inherent variability induced by stochastic elements of the…

Machine Learning · Computer Science 2026-05-13 Christoph Lehmann , Yahor Paromau

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

Recent work has shown that the performance of machine learning models can vary substantially when models are evaluated on data drawn from a distribution that is close to but different from the training distribution. As a result, predicting…

Machine Learning · Computer Science 2021-08-23 Devin Guillory , Vaishaal Shankar , Sayna Ebrahimi , Trevor Darrell , Ludwig Schmidt

Covariate shift may impact the operational safety performance of neural networks. A re-evaluation of the safety performance, however, requires collecting new operational data and creating corresponding ground truth labels, which often is…

Machine Learning · Computer Science 2023-07-25 Chih-Hong Cheng , Harald Ruess , Konstantinos Theodorou

Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…

Machine Learning · Computer Science 2024-12-24 Mingyang Cai , Thomas Klausch , Mark A. van de Wiel

Ensuring the reliability and safety of automated decision-making is crucial. It is well-known that data distribution shifts in machine learning can produce unreliable outcomes. This paper proposes a new approach for measuring the…

Machine Learning · Computer Science 2024-08-14 Daniel Sikar , Artur Garcez , Tillman Weyde , Robin Bloomfield , Kaleem Peeroo

Transfer learning enhances prediction accuracy on a target distribution by leveraging data from a source distribution, demonstrating significant benefits in various applications. This paper introduces a novel dissimilarity measure that…

Machine Learning · Statistics 2024-12-12 Mitsuhiro Fujikawa , Yohei Akimoto , Jun Sakuma , Kazuto Fukuchi

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

Distribution shift occurs when the test distribution differs from the training distribution, and it can considerably degrade performance of machine learning models deployed in the real world. Temporal shifts -- distribution shifts arising…

Machine Learning · Computer Science 2023-01-18 Huaxiu Yao , Caroline Choi , Bochuan Cao , Yoonho Lee , Pang Wei Koh , Chelsea Finn

Shifts in data distribution can substantially harm the performance of clinical AI models and lead to misdiagnosis. Hence, various methods have been developed to detect the presence of such shifts at deployment time. However, the root causes…

Artificial Intelligence · Computer Science 2025-06-23 Mélanie Roschewitz , Raghav Mehta , Charles Jones , Ben Glocker

Covariate shift in the test data is a common practical phenomena that can significantly downgrade both the accuracy and the fairness performance of the model. Ensuring fairness across different sensitive groups under covariate shift is of…

Machine Learning · Computer Science 2024-01-09 Shreyas Havaldar , Jatin Chauhan , Karthikeyan Shanmugam , Jay Nandy , Aravindan Raghuveer

Estimating the test performance of software AI-based medical devices under distribution shifts is crucial for evaluating the safety, efficiency, and usability prior to clinical deployment. Due to the nature of regulated medical device…

Machine Learning · Computer Science 2022-07-14 Charles Lu , Syed Rakin Ahmed , Praveer Singh , Jayashree Kalpathy-Cramer

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

Machine learning models are typically deployed in a test setting that differs from the training setting, potentially leading to decreased model performance because of domain shift. If we could estimate the performance that a pre-trained…

Computer Vision and Pattern Recognition · Computer Science 2022-07-21 Zeju Li , Konstantinos Kamnitsas , Mobarakol Islam , Chen Chen , Ben Glocker
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