Robust Learning under Uncertain Test Distributions: Relating Covariate Shift to Model Misspecification

  title={Robust Learning under Uncertain Test Distributions: Relating Covariate Shift to Model Misspecification},
  author={Junfeng Wen and Chun-Nam Yu and Russell Greiner},
Many learning situations involve learning the conditional distribution ppy|xq when the training instances are drawn from the training distribution ptrpxq, even though it will later be used to predict for instances drawn from a different test distribution ptepxq. Most current approaches focus on learning how to reweigh the training examples, to make them resemble the test distribution. However, reweighing does not always help, because (we show that) the test error also depends on the correctness… CONTINUE READING
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