Results 1  10
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29
Boosting for transfer learning
 In ICML
, 2007
"... Traditional machine learning makes a basic assumption: the training and test data should be under the same distribution. However, in many cases, this identicaldistribution assumption does not hold. The assumption might be violated when a task from one new domain comes, while there are only labeled d ..."
Abstract

Cited by 90 (11 self)
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Traditional machine learning makes a basic assumption: the training and test data should be under the same distribution. However, in many cases, this identicaldistribution assumption does not hold. The assumption might be violated when a task from one new domain comes, while there are only labeled data from a similar old domain. Labeling the new data can be costly and it would also be a waste to throw away all the old data. In this paper, we present a novel transfer learning framework called TrAdaBoost, which extends boostingbased learning algorithms (Freund & Schapire, 1997). TrAdaBoost allows users to utilize a small amount of newly labeled data to leverage the old data to construct a highquality classification model for the new data. We show that this method can allow us to learn an accurate model using only a tiny amount of new data and a large amount of old data, even when the new data are not sufficient to train a model alone. We show that TrAdaBoost allows knowledge to be effectively transferred from the old data to the new. The effectiveness of our algorithm is analyzed theoretically and empirically to show that our iterative algorithm can converge well to an accurate model.
Discriminative learning for differing training and test distributions
 In ICML
, 2007
"... We address classification problems for which the training instances are governed by a distribution that is allowed to differ arbitrarily from the test distribution—problems also referred to as classification under covariate shift. We derive a solution that is purely discriminative: neither training ..."
Abstract

Cited by 78 (7 self)
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We address classification problems for which the training instances are governed by a distribution that is allowed to differ arbitrarily from the test distribution—problems also referred to as classification under covariate shift. We derive a solution that is purely discriminative: neither training nor test distribution are modeled explicitly. We formulate the general problem of learning under covariate shift as an integrated optimization problem. We derive a kernel logistic regression classifier for differing training and test distributions. 1.
Covariate shift adaptation by importance weighted cross validation
, 2000
"... A common assumption in supervised learning is that the input points in the training set follow the same probability distribution as the input points that will be given in the future test phase. However, this assumption is not satisfied, for example, when the outside of the training region is extrapo ..."
Abstract

Cited by 71 (39 self)
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A common assumption in supervised learning is that the input points in the training set follow the same probability distribution as the input points that will be given in the future test phase. However, this assumption is not satisfied, for example, when the outside of the training region is extrapolated. The situation where the training input points and test input points follow different distributions while the conditional distribution of output values given input points is unchanged is called the covariate shift. Under the covariate shift, standard model selection techniques such as cross validation do not work as desired since its unbiasedness is no longer maintained. In this paper, we propose a new method called importance weighted cross validation (IWCV), for which we prove its unbiasedness even under the covariate shift. The IWCV procedure is the only one that can be applied for unbiased classification under covariate shift, whereas alternatives to IWCV exist for regression. The usefulness of our proposed method is illustrated by simulations, and furthermore demonstrated in the braincomputer interface, where strong nonstationarity effects can be seen between training and test sessions. c2000 Masashi Sugiyama, Matthias Krauledat, and KlausRobert Müller.
Direct importance estimation with model selection and its application to covariate shift adaptation
 In NIPS
, 2008
"... A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likelihood estimation are no longer consistent—weighted variants according to the ratio of test and training input densities ar ..."
Abstract

Cited by 44 (9 self)
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A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likelihood estimation are no longer consistent—weighted variants according to the ratio of test and training input densities are consistent. Therefore, accurately estimating the density ratio, called the importance, is one of the key issues in covariate shift adaptation. A naive approach to this task is to first estimate training and test input densities separately and then estimate the importance by taking the ratio of the estimated densities. However, this naive approach tends to perform poorly since density estimation is a hard task particularly in high dimensional cases. In this paper, we propose a direct importance estimation method that does not involve density estimation. Our method is equipped with a natural cross validation procedure and hence tuning parameters such as the kernel width can be objectively optimized. Simulations illustrate the usefulness of our approach. 1
A leastsquares approach to direct importance estimation
 Journal of Machine Learning Research
, 2009
"... We address the problem of estimating the ratio of two probability density functions, which is often referred to as the importance. The importance values can be used for various succeeding tasks such as covariate shift adaptation or outlier detection. In this paper, we propose a new importance estima ..."
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Cited by 36 (24 self)
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We address the problem of estimating the ratio of two probability density functions, which is often referred to as the importance. The importance values can be used for various succeeding tasks such as covariate shift adaptation or outlier detection. In this paper, we propose a new importance estimation method that has a closedform solution; the leaveoneout crossvalidation score can also be computed analytically. Therefore, the proposed method is computationally highly efficient and simple to implement. We also elucidate theoretical properties of the proposed method such as the convergence rate and approximation error bounds. Numerical experiments show that the proposed method is comparable to the best existing method in accuracy, while it is computationally more efficient than competing approaches.
Discriminative learning under covariate shift
 The Journal of Machine Learning Research
"... We address classification problems for which the training instances are governed by an input distribution that is allowed to differ arbitrarily from the test distribution—problems also referred to as classification under covariate shift. We derive a solution that is purely discriminative: neither tr ..."
Abstract

Cited by 25 (0 self)
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We address classification problems for which the training instances are governed by an input distribution that is allowed to differ arbitrarily from the test distribution—problems also referred to as classification under covariate shift. We derive a solution that is purely discriminative: neither training nor test distribution are modeled explicitly. The problem of learning under covariate shift can be written as an integrated optimization problem. Instantiating the general optimization problem leads to a kernel logistic regression and an exponential model classifier for covariate shift. The optimization problem is convex under certain conditions; our findings also clarify the relationship to the known kernel mean matching procedure. We report on experiments on problems of spam filtering, text classification, and landmine detection.
Direct Density Ratio Estimation for Largescale Covariate Shift Adaptation
"... Covariate shift is a situation in supervised learning where training and test inputs follow different distributions even though the functional relation remains unchanged. A common approach to compensating for the bias caused by covariate shift is to reweight the training samples according to importa ..."
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Cited by 19 (11 self)
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Covariate shift is a situation in supervised learning where training and test inputs follow different distributions even though the functional relation remains unchanged. A common approach to compensating for the bias caused by covariate shift is to reweight the training samples according to importance, which is the ratio of test and training densities. We propose a novel method that allows us to directly estimate the importance from samples without going through the hard task of density estimation. An advantage of the proposed method is that the computation time is nearly independent of the number of test input samples, which is highly beneficial in recent applications with large numbers of unlabeled samples. We demonstrate through experiments that the proposed method is computationally more efficient than existing approaches with comparable accuracy.
Spectral DomainTransfer Learning
 KDD'08
, 2008
"... Traditional spectral classification has been proved to be effective in dealing with both labeled and unlabeled data when these data are from the same domain. In many real world applications, however, we wish to make use of the labeled data from one domain (called indomain) to classify the unlabeled ..."
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Cited by 11 (3 self)
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Traditional spectral classification has been proved to be effective in dealing with both labeled and unlabeled data when these data are from the same domain. In many real world applications, however, we wish to make use of the labeled data from one domain (called indomain) to classify the unlabeled data in a different domain (outofdomain). This problem often happens when obtaining labeled data in one domain is difficult while there are plenty of labeled data from a related but different domain. In general, this is a transfer learning problem where we wish to classify the unlabeled data through the labeled data even though these data are not from the same domain. In this paper, we formulate this domaintransfer learning problem under a novel spectral classification framework, where the objective function is introduced to seek consistency between the indomain supervision and the outofdomain intrinsic structure. Through optimization of the cost function, the label information from the indomain data is effectively transferred to help classify the unlabeled data from the outofdomain. We conduct extensive experiments to evaluate our method and show that our algorithm achieves significant improvements on classification performance over many stateoftheart algorithms.
Partitioned logistic regression for spam filtering
 In KDD ’08: Proceeding of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining
, 2008
"... Naive Bayes and logistic regression perform well in different regimes. While the former is a very simple generative model which is efficient to train and performs well empirically in many applications, the latter is a discriminative model which often achieves better accuracy and can be shown to outp ..."
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Cited by 8 (2 self)
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Naive Bayes and logistic regression perform well in different regimes. While the former is a very simple generative model which is efficient to train and performs well empirically in many applications, the latter is a discriminative model which often achieves better accuracy and can be shown to outperform naive Bayes asymptotically. In this paper, we propose a novel hybrid model, partitioned logistic regression, which has several advantages over both naive Bayes and logistic regression. This model separates the original feature space into several disjoint feature groups. Individual models on these groups of features are learned using logistic regression and their predictions are combined using the naive Bayes principle to produce a robust final estimation. We show that our model is better both theoretically and empirically. In addition, when applying it in a practical application, email spam filtering, it improves the normalized AUC score at 10 % falsepositive rate by 28.8 % and 23.6% compared to naive Bayes and logistic regression, when using the exact same training examples.