Understanding covariate shift in model performance

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Understanding covariate shift in model performance

Three (3) different methods (logistic regression, covariate shift and k-NN) were applied to five (5) internal datasets and one (1) external, publically available dataset where covariate shift existed. In all cases, k-NN's performance was inferior to either logistic regression or covariate shift. Surprisingly, there was no obvious advantage for using covariate shift to reweight the training data...

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Understanding covariate shift in model performance [ version

Three (3) different methods (logistic regression, covariate shift and k-NN) were applied to five (5) internal datasets and one (1) external, publically available dataset where covariate shift existed. In all cases, k-NN’s performance was inferior to either logistic regression or covariate shift. Surprisingly, there was no obvious advantage for using covariate shift to reweight the training data...

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Model Selection Under Covariate Shift

A common assumption in supervised learning is that the training and test input points follow the same probability distribution. However, this assumption is not fulfilled, e.g., in interpolation, extrapolation, or active learning scenarios. The violation of this assumption— known as the covariate shift—causes a heavy bias in standard generalization error estimation schemes such as cross-validati...

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Robust Covariate Shift Regression

In many learning settings, the source data available to train a regression model differs from the target data it encounters when making predictions due to input distribution shift. Appropriately dealing with this situation remains an important challenge. Existing methods attempt to “reweight” the source data samples to better represent the target domain, but this introduces strong inductive bia...

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Doubly Robust Covariate Shift Correction

Covariate shift correction allows one to perform supervised learning even when the distribution of the covariates on the training set does not match that on the test set. This is achieved by re-weighting observations. Such a strategy removes bias, potentially at the expense of greatly increased variance. We propose a simple strategy for removing bias while retaining small variance. It uses a bi...

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ژورنال

عنوان ژورنال: F1000Research

سال: 2016

ISSN: 2046-1402

DOI: 10.12688/f1000research.8317.2