Cross validation framework to choose amongst models and datasets for transfer learning

  • Authors:
  • Erheng Zhong;Wei Fan;Qiang Yang;Olivier Verscheure;Jiangtao Ren

  • Affiliations:
  • Sun Yat-Sen University, Guangzhou, China;IBM T.J Watson Research;Department of Computer Science, Hong Kong University of Science and Technology;IBM T.J Watson Research;Sun Yat-Sen University, Guangzhou, China

  • Venue:
  • ECML PKDD'10 Proceedings of the 2010 European conference on Machine learning and knowledge discovery in databases: Part III
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

One solution to the lack of label problem is to exploit transfer learning, whereby one acquires knowledge from source-domains to improve the learning performance in the target-domain. The main challenge is that the source and target domains may have different distributions. An open problem is how to select the available models (including algorithms and parameters) and importantly, abundance of source-domain data, through statistically reliable methods, thus making transfer learning practical and easy-to-use for real-world applications. To address this challenge, one needs to take into account the difference in both marginal and conditional distributions in the same time, but not just one of them. In this paper, we formulate a new criterion to overcome "double" distribution shift and present a practical approach "Transfer Cross Validation" (TrCV) to select both models and data in a cross validation framework, optimized for transfer learning. The idea is to use density ratio weighting to overcome the difference in marginal distributions and propose a "reverse validation" procedure to quantify how well a model approximates the true conditional distribution of target-domain. The usefulness of TrCV is demonstrated on different cross-domain tasks, including wine quality evaluation, web-user ranking and text categorization. The experiment results show that the proposed method outperforms both traditional cross-validation and one state-of-the-art method which only considers marginal distribution shift. The software and datasets are available from the authors.