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Robust Learning under Uncertain Test Distributions

  • Author / Creator
    Wen, Junfeng
  • Many learning situations involve learning the conditional distribution $p(y|x)$ when the training data is drawn from the training distribution $p_{tr}(x)$, even though it will later be used to predict for instances drawn from a different test distribution $p_{te}(x)$. Most current approaches focus on learning how to reweigh the training examples, to make them resemble the test distribution. However, reweighing does not always help, because (we show that) the test error also depends on the correctness of the underlying model class. This thesis analyses this situation by viewing the problem of learning under changing distributions as a game between a learner and an adversary. We characterize when such reweighing is needed, and also provide an algorithm, robust covariate shift adjustment (RCSA), that provides relevant weights. Our empirical studies, on UCI datasets and a real-world cancer prognostic prediction dataset, show that our analysis applies, and that our RCSA works effectively.

  • Subjects / Keywords
  • Graduation date
    2013-11
  • Type of Item
    Thesis
  • Degree
    Master of Science
  • DOI
    https://doi.org/10.7939/R3869T
  • License
    This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.
  • Language
    English
  • Institution
    University of Alberta
  • Degree level
    Master's
  • Department
    • Department of Computing Science
  • Supervisor / co-supervisor and their department(s)
    • Greiner, Russell (Computing Science)
  • Examining committee members and their departments
    • Bowling, Michael (Computing Science)
    • Greiner, Russell (Computing Science)
    • Yu, Chun-Nam (Bell Labs, USA)
    • Schuurmans, Dale (Computing Science)