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Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…

Machine Learning · Computer Science 2018-01-02 Anqi Liu , Brian D. Ziebart

Imitation learning practitioners have often noted that conditioning policies on previous actions leads to a dramatic divergence between "held out" error and performance of the learner in situ. Interactive approaches can provably address…

Machine Learning · Computer Science 2021-02-12 Jonathan Spencer , Sanjiban Choudhury , Arun Venkatraman , Brian Ziebart , J. Andrew Bagnell

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

One of the major problems in Machine Learning (ML) and Artificial Intelligence (AI) is the fact that the probability distribution of the test data in the real world could deviate substantially from the probability distribution of the…

Machine Learning · Computer Science 2025-10-21 Ozan K. Tonguz , Federico Taschin

A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…

Data Structures and Algorithms · Computer Science 2024-06-14 Gautam Chandrasekaran , Adam R. Klivans , Vasilis Kontonis , Konstantinos Stavropoulos , Arsen Vasilyan

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

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

The ability to quickly and accurately identify covariate shift at test time is a critical and often overlooked component of safe machine learning systems deployed in high-risk domains. While methods exist for detecting when predictions…

Machine Learning · Computer Science 2023-03-02 Tom Ginsberg , Zhongyuan Liang , Rahul G. Krishnan

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

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…

Machine Learning · Computer Science 2018-03-13 Fulton Wang , Cynthia Rudin

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

In recent years, machine learning has witnessed extensive adoption across various sectors, yet its application in medical image-based disease detection and diagnosis remains challenging due to distribution shifts in real-world data. In…

Machine Learning · Computer Science 2024-02-13 Masoumeh Javanbakhat , Md Tasnimul Hasan , Cristoph Lippert

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…

Machine Learning · Statistics 2024-04-02 Zelin He , Ying Sun , Jingyuan Liu , Runze Li

An important challenge facing modern machine learning is how to rigorously quantify the uncertainty of model predictions. Conveying uncertainty is especially important when there are changes to the underlying data distribution that might…

Machine Learning · Computer Science 2022-03-17 Sangdon Park , Edgar Dobriban , Insup Lee , Osbert Bastani

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

Data Structures and Algorithms · Computer Science 2015-03-20 Edith Cohen

Covariate shift has been shown to sharply degrade both predictive accuracy and the calibration of uncertainty estimates for deep learning models. This is worrying, because covariate shift is prevalent in a wide range of real world…

Machine Learning · Computer Science 2021-01-18 Zachary Nado , Shreyas Padhy , D. Sculley , Alexander D'Amour , Balaji Lakshminarayanan , Jasper Snoek

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

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Machine Learning · Computer Science 2022-03-03 Liwen Ouyang , Aaron Key

In distributed and federated learning, heterogeneity across data sources remains a major obstacle to effective model aggregation and convergence. We focus on feature heterogeneity and introduce energy distance as a sensitive measure for…

Machine Learning · Statistics 2025-01-28 Mengchen Fan , Baocheng Geng , Roman Shterenberg , Joseph A. Casey , Zhong Chen , Keren Li