de.mpg.escidoc.pubman.appbase.FacesBean
Deutsch
 
Hilfe Wegweiser Impressum Kontakt Einloggen
  DetailsucheBrowse

Datensatz

DATENSATZ AKTIONENEXPORT

Freigegeben

Buchkapitel

Covariate Shift by Kernel Mean Matching

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons83946

Gretton,  A
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84953

Smola,  AJ
Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83983

Huang,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84191

Schmittfull,  M
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons75313

Borgwardt,  KM
Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84193

Schölkopf,  B
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

Externe Ressourcen
Es sind keine Externen Ressourcen verfügbar
Volltexte (frei zugänglich)
Es sind keine frei zugänglichen Volltexte verfügbar
Ergänzendes Material (frei zugänglich)
Es sind keine frei zugänglichen Ergänzenden Materialien verfügbar
Zitation

Gretton, A., Smola, A., Huang, J., Schmittfull, M., Borgwardt, K., & Schölkopf, B. (2009). Covariate Shift by Kernel Mean Matching. In Dataset Shift in Machine Learning (pp. 131-160). Cambridge, MA, USA: MIT Press.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-C5D5-1
Zusammenfassung
Given sets of observations of training and test data, we consider the problem of re-weighting the training data such that its distribution more closely matches that of the test data. We achieve this goal by matching covariate distributions between training and test sets in a high dimensional feature space (specifically, a reproducing kernel Hilbert space). This approach does not require distribution estimation. Instead, the sample weights are obtained by a simple quadratic programming procedure. We provide a uniform convergence bound on the distance between the reweighted training feature mean and the test feature mean, a transductive bound on the expected loss of an algorithm trained on the reweighted data, and a connection to single class SVMs. While our method is designed to deal with the case of simple covariate shift (in the sense of Chapter ??), we have also found benefits for sample selection bias on the labels. Our correction procedure yields its greatest and most consistent advantages when the learning algorithm returns a classifier/regressor that is simpler" than the data might suggest.