Improving importance estimation in covariate shift for providing accurate prediction error

In traditional Machine Learning, the algorithms predictions are based on the assumption that the data follows the same distribution in both the training and the test datasets. However, in real world data this condition does not hold and, for instance, the distribution of the covariates changes whereas the conditional distribution of the targets remains unchanged. This situation is called covariate shift problem where standard error estimation may be no longer accurate. In this context, the importance is a measure commonly …

algorithms cs.lg data datasets distribution error importance instance machine machine learning prediction predictions real world data shift stat.ml test test datasets traditional machine learning training world