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Unified Transfer Learning Models in High-Dimensional Linear Regression. (arXiv:2307.00238v4 [stat.ML] UPDATED)
cs.LG updates on arXiv.org arxiv.org
Transfer learning plays a key role in modern data analysis when: (1) the
target data are scarce but the source data are sufficient; (2) the
distributions of the source and target data are heterogeneous. This paper
develops an interpretable unified transfer learning model, termed as UTrans,
which can detect both transferable variables and source data. More
specifically, we establish the estimation error bounds and prove that our
bounds are lower than those with target data only. Besides, we propose a …
analysis arxiv data data analysis key linear linear regression modern paper regression role source data stat.ml transfer transfer learning