Learning under nonstationarity: covariate shift and class-balance change
From MaRDI portal
Publication:6607922
Cites work
- scientific article; zbMATH DE number 5957325 (Why is no real title available?)
- scientific article; zbMATH DE number 3898023 (Why is no real title available?)
- scientific article; zbMATH DE number 3740579 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- A batch ensemble approach to active learning with model selection
- A least-squares approach to direct importance estimation
- A new look at the statistical model identification
- Active learning algorithm using the maximum weighted log-likelihood estimator
- Adaptive importance sampling for value function approximation in off-policy reinforcement learning
- Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure
- Computational complexity of kernel-based density-ratio estimation: a condition number analysis
- Covariate shift adaptation by importance weighted cross validation
- Density ratio estimation in machine learning. Foreword by Thomas G. Dietterich
- Density-difference estimation
- Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation
- Dimensionality reduction for density ratio estimation in high-dimensional spaces
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search
- Direct importance estimation for covariate shift adaptation
- Efficient exploration through active learning for value function approximation in reinforcement learning
- Efficient sample reuse in policy gradients with parameter-based exploration
- Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
- Estimating density ratio with application to discriminant analysis
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Inferences for case-control and semiparametric two-sample density ratio models
- Input-dependent estimation of generalization error under covariate shift
- Nonparametric and semiparametric models.
- On Information and Sufficiency
- On kernel estimators of density ratio
- On nonparametric discrimination using density differences
- On the criterion, that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling.
- Pattern recognition and machine learning.
- Pool-based active learning in approximate linear regression
- Relative Density-Ratio Estimation for Robust Distribution Comparison
- Reward-weighted regression with sample reuse for direct policy search in reinforcement learning
- Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation
- Semi-supervised speaker identification under covariate shift
- Semiparametric density estimation under a two-sample density ratio model
- Statistical analysis of kernel-based least-squares density-ratio estimation
- Subspace information criterion for model selection
- The elements of statistical learning. Data mining, inference, and prediction
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
This page was built for publication: Learning under nonstationarity: covariate shift and class-balance change
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607922)