A Semiparametric Efficient Approach To Label Shift Estimation and
Quantification
- URL: http://arxiv.org/abs/2211.04274v1
- Date: Mon, 7 Nov 2022 07:49:29 GMT
- Title: A Semiparametric Efficient Approach To Label Shift Estimation and
Quantification
- Authors: Brandon Tse Wei Chow
- Abstract summary: We present a new procedure called SELSE which estimates the shift in the response variable's distribution.
We prove that SELSE's normalized error has the smallest possible variance matrix compared to any other algorithm in that family.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Transfer Learning is an area of statistics and machine learning research that
seeks answers to the following question: how do we build successful learning
algorithms when the data available for training our model is qualitatively
different from the data we hope the model will perform well on? In this thesis,
we focus on a specific area of Transfer Learning called label shift, also known
as quantification. In quantification, the aforementioned discrepancy is
isolated to a shift in the distribution of the response variable. In such a
setting, accurately inferring the response variable's new distribution is both
an important estimation task in its own right and a crucial step for ensuring
that the learning algorithm can adapt to the new data. We make two
contributions to this field. First, we present a new procedure called SELSE
which estimates the shift in the response variable's distribution. Second, we
prove that SELSE is semiparametric efficient among a large family of
quantification algorithms, i.e., SELSE's normalized error has the smallest
possible asymptotic variance matrix compared to any other algorithm in that
family. This family includes nearly all existing algorithms, including ACC/PACC
quantifiers and maximum likelihood based quantifiers such as EMQ and MLLS.
Empirical experiments reveal that SELSE is competitive with, and in many cases
outperforms, existing state-of-the-art quantification methods, and that this
improvement is especially large when the number of test samples is far greater
than the number of train samples.
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