Discriminative learning for differing training and test distributions

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

  • Affiliations:
  • Max Planck Institute for Computer Science, Saarbrücken, Germany;Max Planck Institute for Computer Science, Saarbrücken, Germany;Max Planck Institute for Computer Science, Saarbrücken, Germany

  • Venue:
  • Proceedings of the 24th international conference on Machine learning
  • Year:
  • 2007

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Abstract

We address classification problems for which the training instances are governed by a 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. We formulate the general problem of learning under covariate shift as an integrated optimization problem. We derive a kernel logistic regression classifier for differing training and test distributions.