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• W4387635516 abstract "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 on some specific learning tasks and are not well validated theoretically and numerically. To tackle this problem, we propose a unified analysis of general nonparametric methods in a reproducing kernel Hilbert space (RKHS) under covariate shift. Our theoretical results are established for a general loss belonging to a rich loss function family, which includes many commonly used methods as special cases, such as mean regression, quantile regression, likelihood-based classification, and margin-based classification. Two types of covariate shift problems are the focus of this paper and the sharp convergence rates are established for a general loss function to provide a unified theoretical analysis, which concurs with the optimal results in literature where the squared loss is used. Extensive numerical studies on synthetic and real examples confirm our theoretical findings and further illustrate the effectiveness of our proposed method." @default.
• W4387635516 created "2023-10-14" @default.
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• W4387635516 date "2023-10-12" @default.
• W4387635516 modified "2023-10-15" @default.
• W4387635516 title "Towards a Unified Analysis of Kernel-based Methods Under Covariate Shift" @default.
• W4387635516 doi "https://doi.org/10.48550/arxiv.2310.08237" @default.
• W4387635516 hasPublicationYear "2023" @default.
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