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» Model Selection Under Covariate Shift
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ICANN
2005
Springer
13 years 10 months ago
Model Selection Under Covariate Shift
A common assumption in supervised learning is that the training and test input points follow the same probability distribution. However, this assumption is not fulfilled, e.g., in...
Masashi Sugiyama, Klaus-Robert Müller
NIPS
2007
13 years 6 months ago
Direct Importance Estimation with Model Selection and Its Application to Covariate Shift Adaptation
A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likeli...
Masashi Sugiyama, Shinichi Nakajima, Hisashi Kashi...
SIGPRO
2010
111views more  SIGPRO 2010»
12 years 11 months ago
Semi-supervised speaker identification under covariate shift
In this paper, we propose a novel semi-supervised speaker identification method that can alleviate the influence of non-stationarity such as session dependent variation, the recor...
Makoto Yamada, Masashi Sugiyama, Tomoko Matsui
ICML
2007
IEEE
14 years 5 months ago
Discriminative learning for differing training and test distributions
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 ...
Michael Brückner, Steffen Bickel, Tobias Sche...
UAI
2008
13 years 6 months ago
Feature Selection via Block-Regularized Regression
Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one...
Seyoung Kim, Eric P. Xing