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arXiv 2303.04020stat.MLcs.LG
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什么时候协变量偏移自适应需要重要性加权校正?

When is Importance Weighting Correction Needed for Covariate Shift Adaptation?

EURECOM(欧洲通信学院)

Davit Gogolashvili, Matteo Zecchin, Motonobu Kanagawa, Marios Kountouris, Maurizio Filippone

摘要:

本文研究了何时需要重要性加权(IW)校正来解决协变量偏移,这是监督学习中的一种常见情况,其中训练和测试数据的输入分布不同。经典的结果表明,当模型是参数化的和错误指定时,需要IW校正。相反,最近的研究结果表明,IW校正可能是不必要的,当模型是非参数和良好指定的。我们研究了文献中模型是非参数和错误指定的缺失情况,并表明需要IW校正以获得测试分布的真实未知函数的最佳近似。我们这样做,通过分析IW-corrected内核岭回归,涵盖了各种设置,包括参数和非参数模型,指定和错误的设置,以及任意的加权函数。

英文摘要:

This paper investigates when the importance weighting (IW) correction is needed to address covariate shift, a common situation in supervised learning where the input distributions of training and test data differ. Classic results show that the IW correction is needed when the model is parametric and misspecified. In contrast, recent results indicate that the IW correction may not be necessary when the model is nonparametric and well-specified. We examine the missing case in the literature where the model is nonparametric and misspecified, and show that the IW correction is needed for obtaining the best approximation of the true unknown function for the test distribution. We do this by analyzing IW-corrected kernel ridge regression, covering a variety of settings, including parametric and nonparametric models, well-specified and misspecified settings, and arbitrary weighting functions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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