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Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus…

Machine Learning · Statistics 2023-10-20 Xingdong Feng , Xin He , Caixing Wang , Chao Wang , Jingnan Zhang

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…

Statistics Theory · Mathematics 2023-06-07 Cong Ma , Reese Pathak , Martin J. Wainwright

This paper investigates a general regularization framework for unsupervised domain adaptation in vector-valued regression under the covariate shift assumption, utilizing vector-valued reproducing kernel Hilbert spaces (vRKHS). Covariate…

Statistics Theory · Mathematics 2026-01-30 Markus Holzleitner , Sergiy Pereverzyev , Sergei V. Pereverzyev , Vaibhav Silmana , S. Sivananthan

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and…

Methodology · Statistics 2025-07-25 Kaizheng Wang

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…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…

Machine Learning · Statistics 2025-10-30 Chao Wang , Caixing Wang , Xin He , Xingdong Feng

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…

Machine Learning · Statistics 2024-06-06 Yihang Chen , Fanghui Liu , Taiji Suzuki , Volkan Cevher

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

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

Variable selection is central to high-dimensional data analysis, and various algorithms have been developed. Ideally, a variable selection algorithm shall be flexible, scalable, and with theoretical guarantee, yet most existing algorithms…

Machine Learning · Statistics 2021-02-04 Xin He , Junhui Wang , Shaogao Lv

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi

Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…

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

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

We present several generative and predictive algorithms based on the RKHS (reproducing kernel Hilbert spaces) methodology, which, most importantly, are scale up efficiently with large datasets or high-dimensional data. It is well recognized…

Numerical Analysis · Mathematics 2024-12-12 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

Statistics Theory · Mathematics 2020-01-03 Rui Tuo , Yan Wang , C. F. Jeff Wu

In real supervised learning scenarios, it is not uncommon that the training and test sample follow different probability distributions, thus rendering the necessity to correct the sampling bias. Focusing on a particular covariate shift…

Machine Learning · Computer Science 2012-06-22 Yaoliang Yu , Csaba Szepesvari
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