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A key assumption in supervised learning is that training and test data follow the same probability distribution. However, this fundamental assumption is not always satisfied in practice, e.g., due to changing environments, sample selection…
We propose a novel adaptive transfer learning framework, learning to transfer learn (L2TL), to improve performance on a target dataset by careful extraction of the related information from a source dataset. Our framework considers…
Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…
Current transfer learning methods for high-dimensional linear regression assume feature alignment across domains, restricting their applicability to semantically matched features. In many real-world scenarios, however, distinct features in…
We consider the transfer of experience samples (i.e., tuples < s, a, s', r >) in reinforcement learning (RL), collected from a set of source tasks to improve the learning process in a given target task. Most of the related approaches focus…
Personalized medicine has received increasing attention among statisticians, computer scientists, and clinical practitioners. A major component of personalized medicine is the estimation of individualized treatment rules (ITRs). Recently,…
Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL)…
This paper considers the estimation and prediction of a high-dimensional linear regression in the setting of transfer learning, using samples from the target model as well as auxiliary samples from different but possibly related regression…
Multi-Task Learning (MTL) has achieved success in various fields. However, how to balance different tasks to achieve good performance is a key problem. To achieve the task balancing, there are many works to carefully design dynamical…
The objective of this work is to improve the accuracy of building demand forecasting. This is a more challenging task than grid level forecasting. For the said purpose, we develop a new technique called recurrent transform learning (RTL).…
Transfer learning (TL) for high-dimensional regression (HDR) is an important problem in machine learning, particularly when dealing with limited sample size in the target task. However, there currently lacks a method to quantify the…
We propose a novel framework that unifies and extends existing methods of transfer learning (TL) for regression. To bridge a pretrained source model to the model on a target task, we introduce a density-ratio reweighting function, which is…
Heavy-tailed high-dimensional data are commonly encountered in various scientific fields and pose great challenges to modern statistical analysis. A natural procedure to address this problem is to use penalized quantile regression with…
In this work, we study the transfer learning problem under high-dimensional generalized linear models (GLMs), which aim to improve the fit on target data by borrowing information from useful source data. Given which sources to transfer, we…
Transfer learning aims to faciliate learning tasks in a label-scarce target domain by leveraging knowledge from a related source domain with plenty of labeled data. Often times we may have multiple domains with little or no labeled data as…
Transfer learning is a widely used method to build high performing computer vision models. In this paper, we study the efficacy of transfer learning by examining how the choice of data impacts performance. We find that more pre-training…
Estimating individualized treatment rules (ITRs) is fundamental to precision medicine, where the goal is to tailor treatment decisions to individual patient characteristics. While numerous methods have been developed for ITR estimation,…
Transfer learning aims to improve the performance of a target model by leveraging data from related source populations, which is known to be especially helpful in cases with insufficient target data. In this paper, we study the problem of…
We develop here a novel transfer learning methodology called Profiled Transfer Learning (PTL). The method is based on the \textit{approximate-linear} assumption between the source and target parameters. Compared with the commonly assumed…
In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…