arXiv:2601. 15036v4 Announce Type: replace Abstract: Factorizable joint shift (FJS) represents a type of distribution shift (or dataset shift) that comprises both covariate and label shift.
By Dirk Tasche
arXiv:2608. 13133v1 Announce Type: cross Abstract: Distributional shifts arise when the target deployment environment differs from the source environment that generated the training data.
By Zhiyi Li, Xiaojie Mao, Yunbei Xu, Ruohan Zhan
The paper investigates weighted empirical risk minimization under nonstationary data, decomposing the excess risk into a learning component and a drift component. It establishes oracle inequalities for the learning error under mixing conditions, uniformly over arbitrary weight classes, and derives explicit bounds for drift errors in square loss settings, covering structural‑break and smoothly drifting processes. The analysis is extended to auto‑regression problems with linear models, basis approximations, and neural networks, revealing that optimal weights balance learning and drift via a bias–variance trade‑off and recover minimax‑optimal rates in unweighted, stationary cases.
By Tobias Brock, Thomas Nagler
arXiv:2408.16189v4 Announce Type: replace-cross
Abstract: Transfer learning, in regression or classification, concerns problems where one aims to use imperfect data from a source distribution P to im...
By Steve Hanneke, Samory Kpotufe
arXiv:2608. 00701v1 Announce Type: cross Abstract: Reweighting source samples to match a target covariate distribution is a standard response to distribution shift when generalizing evidence from one population to another.
By Ying Jin, Ying Jin, Dominik Rothenh\"ausler
arXiv:2607. 11947v1 Announce Type: cross Abstract: Typical semi-supervised learning (SSL) methods rely on distributional assumptions, and their performance degrades when these are violated.
By Yushi Hirose, Hiroo Irobe, Takafumi Kanamori