PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Mixture regression for covariate shift
Amos Storkey and Masashi Sugiyama
Advances in Neural Information Processing Systems 19 (NIPS2006) 2006.


In supervised learning there is a typical presumption that the training and test points are taken from the same distribution. In practice this assumption is commonly violated. The situations where the training and test data are from different distributions is called covariate shift. Recent work has examined techniques for dealing with covariate shift in terms of minimisation of generalisation error. As yet the literature lacks a Bayesian generative perspective on this problem. This paper tackles this issue for regression models. Recent work on covariate shift can be understood in terms of mixture regression. Using this view, we obtain a general approach to regression under covariate shift, which reproduces previous work as a special case. The main advantages of this new formulation over previous models for covariate shift are that we no longer need to presume the test and training densities are known, the regression and density estimation are combined into a single procedure, and previous methods are reproduced as special cases of this procedure, shedding light on the implicit assumptions the methods are making.

EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Theory & Algorithms
ID Code:2432
Deposited By:Amos Storkey
Deposited On:22 November 2006