Search Results for author:
Found 4 papers, 0 papers with code
When is Importance Weighting Correction Needed for Covariate Shift Adaptation?
Classic results show that the IW correction is needed when the model is parametric and misspecified.
Estimating the minimizer and the minimum value of a regression function under passive design
We propose a new method for estimating the minimizer $\boldsymbol{x}^*$ and the minimum value $f^*$ of a smooth and strongly convex regression function $f$ from the observations contaminated by random noise.
Locally Smoothed Gaussian Process Regression
We develop a novel framework to accelerate Gaussian process regression (GPR).
Importance Weighting Correction of Regularized Least-Squares for Covariate and Target Shifts
In the latter cases, a minimax optimal rates are achieved by importance weighted kernel ridge regression (IW-KRR) in both, covariate and target shift scenarios.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
