Input-dependent estimation of generalization error under covariate shift
From MaRDI portal
Publication:3595145
Recommendations
- Covariate shift adaptation by importance weighted cross validation
- Direct importance estimation for covariate shift adaptation
- Discriminative learning under covariate shift
- Training classifiers under covariate shift by constructing the maximum consistent distribution subset
- Learning under non-stationarity: covariate shift adaptation, class-balance change adaptation, and change detection
Cited in
(25)- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- Regularized Nyström Subsampling in Covariate Shift Domain Adaptation Problems
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Reward-weighted regression with sample reuse for direct policy search in reinforcement learning
- Covariate shift adaptation by importance weighted cross validation
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Statistical analysis of kernel-based least-squares density-ratio estimation
- Statistical learning from biased training samples
- Learning under nonstationarity: covariate shift and class-balance change
- Generalized Bayes Quantification Learning under Dataset Shift
- On generalization in moment-based domain adaptation
- Computational complexity of kernel-based density-ratio estimation: a condition number analysis
- Pool-based active learning in approximate linear regression
- Training classifiers under covariate shift by constructing the maximum consistent distribution subset
- A batch ensemble approach to active learning with model selection
- Bayesian hierarchical stacking: some models are (somewhere) useful
- Semi-supervised learning based on high density region estimation
- Adaptive mixtures of regressions: improving predictive inference when population has changed
- Marginal singularity and the benefits of labels in covariate-shift
- On a regularization of unsupervised domain adaptation in RKHS
- Learning using privileged information: SVM+ and weighted SVM
- Direct importance estimation for covariate shift adaptation
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
- Forecasting hurricane-related power outages via locally optimized random forests
This page was built for publication: Input-dependent estimation of generalization error under covariate shift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3595145)
