Home Mathematics General regularization in covariate shift adaptation
Chapter
Licensed
Unlicensed Requires Authentication

General regularization in covariate shift adaptation

  • Duc Hoan Nguyen , Sergei Pereverzyev and Werner Zellinger
Become an author with De Gruyter Brill
Data-driven Models in Inverse Problems
This chapter is in the book Data-driven Models in Inverse Problems

Abstract

Sample reweighting is one of the most widely used methods for correcting the error of least squares learning algorithms in reproducing kernel Hilbert spaces (RKHS), which is caused by future data distributions that are different from the training data distribution. In practical situations, the sample weights are determined by values of the estimated Radon-Nikodým derivative of the future data distribution with regard to the training data distribution. In this chapter, we review known error bounds for reweighted regression in RKHS and obtain, by combination, novel results. We show, under weak smoothness conditions, that the amount of samples needed to achieve the same order of accuracy, as in standard supervised learning without differences in data distributions, is smaller than proven by state-of-the-art analyses.

Abstract

Sample reweighting is one of the most widely used methods for correcting the error of least squares learning algorithms in reproducing kernel Hilbert spaces (RKHS), which is caused by future data distributions that are different from the training data distribution. In practical situations, the sample weights are determined by values of the estimated Radon-Nikodým derivative of the future data distribution with regard to the training data distribution. In this chapter, we review known error bounds for reweighted regression in RKHS and obtain, by combination, novel results. We show, under weak smoothness conditions, that the amount of samples needed to achieve the same order of accuracy, as in standard supervised learning without differences in data distributions, is smaller than proven by state-of-the-art analyses.

Downloaded on 12.12.2025 from https://www.degruyterbrill.com/document/doi/10.1515/9783111251233-007/html
Scroll to top button