arXiv Machine Learning By Yihong Gu, Katherine Liao, Tianxi Cai

Unveiling Invariant and Transferable Latent Factors Across Heterogeneous Environments via ATLAS

Read the original on arXiv Machine Learning →

arXiv:2607. 18209v1 Announce Type: cross Abstract: This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments.

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Unveiling Invariant and Transferable Latent Factors Across Heterogeneous Environments via ATLAS

This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments. The joint distribution of the covariates may vary across environments, whereas the latent structure is decomposed into invariant factors with shared loadings and heterogeneous factors with environment-specific loadings.

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