Discriminative Learning Under Covariate Shift

  • Authors:
  • Steffen Bickel;Michael Brückner;Tobias Scheffer

  • Affiliations:
  • -;-;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2009

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Abstract

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.