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Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

We seek to understand fundamental tradeoffs between the accuracy of prior information that a learner has on a given problem and its learning performance. We introduce the notion of prioritized risk, which differs from traditional notions of…

Machine Learning · Computer Science 2023-04-27 Anirudha Majumdar

Meta-Learning is a family of methods that use a set of interrelated tasks to learn a model that can quickly learn a new query task from a possibly small contextual dataset. In this study, we use a probabilistic framework to formalize what…

Machine Learning · Statistics 2020-06-03 Shin-ichi Maeda , Toshiki Nakanishi , Masanori Koyama

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…

Machine Learning · Statistics 2025-01-22 Haotian Lin , Matthew Reimherr

The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…

Methodology · Statistics 2025-09-17 Roshni Sahoo , Lihua Lei , Stefan Wager

Supervised transfer learning has received considerable attention due to its potential to boost the predictive power of machine learning in scenarios where data are scarce. Generally, a given set of source models and a dataset from a target…

Machine Learning · Statistics 2024-01-23 Shunya Minami , Kenji Fukumizu , Yoshihiro Hayashi , Ryo Yoshida

Meta-learning methods perform well on new within-distribution tasks but often fail when adapting to out-of-distribution target tasks, where transfer from source tasks can induce negative transfer. We propose a causally-aware Bayesian…

Machine Learning · Computer Science 2026-02-24 Lotta Mäkinen , Jorge Loría , Samuel Kaski

In this paper, we consider the problem of learning a linear regression model on a data domain of interest (target) given few samples. To aid learning, we are provided with a set of pre-trained regression models that are trained on…

Machine Learning · Computer Science 2023-06-27 Navjot Singh , Suhas Diggavi

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

Transfer learning aims to improve performance on a target task by leveraging information from related source tasks. We propose a nonparametric regression transfer learning framework that explicitly models heterogeneity in the source-target…

Statistics Theory · Mathematics 2026-03-19 Hélène Halconruy , Benjamin Bobbia , Paul Lejamtel

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…

Machine Learning · Computer Science 2023-09-14 Xin Xiong , Zijian Guo , Tianxi Cai

With the deluge of digitized information in the Big Data era, massive datasets are becoming increasingly available for learning predictive models. However, in many practical situations, the poor control of the data acquisition processes may…

Machine Learning · Statistics 2022-11-02 Stephan Clémençon , Pierre Laforgue

Transfer reinforcement learning aims to derive a near-optimal policy for a target environment with limited data by leveraging abundant data from related source domains. However, it faces two key challenges: the lack of performance…

Machine Learning · Computer Science 2025-05-30 Chi Zhang , Ziying Jia , George K. Atia , Sihong He , Yue Wang

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Statistics Theory · Mathematics 2009-09-09 Jean-Yves Audibert

Bayesian transfer learning (BTL) is defined in this paper as the task of conditioning a target probability distribution on a transferred source distribution. The target globally models the interaction between the source and target, and…

Machine Learning · Computer Science 2021-01-19 Milan Papež , Anthony Quinn

Regularized linear regression is central to machine learning, yet its high-dimensional behavior with informative priors remains poorly understood. We provide the first exact asymptotic characterization of training and test risks for maximum…

Machine Learning · Statistics 2026-01-28 Malik Tiomoko , Ekkehard Schnoor

We establish in-expectation and tail bounds on the generalization error of representation learning type algorithms. The bounds are in terms of the relative entropy between the distribution of the representations extracted from the training…

Machine Learning · Statistics 2025-03-21 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for…

Machine Learning · Statistics 2022-10-25 Matthias Feurer , Benjamin Letham , Frank Hutter , Eytan Bakshy

We propose a transfer learning method that utilizes data representations in a semiparametric regression model. Our aim is to perform statistical inference on the parameter of primary interest in the target model while accounting for…

Methodology · Statistics 2024-06-21 Baihua He , Huihang Liu , Xinyu Zhang , Jian Huang