Unified Transfer Learning Models in High-Dimensional Linear Regression
- URL: http://arxiv.org/abs/2307.00238v4
- Date: Tue, 30 Jan 2024 02:56:59 GMT
- Title: Unified Transfer Learning Models in High-Dimensional Linear Regression
- Authors: Shuo Shuo Liu
- Abstract summary: This paper develops an interpretable unified transfer learning model, termed as UTrans, which can detect both transferable variables and source data.
It attains much lower estimation and prediction errors than the existing algorithms, while preserving interpretability.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: 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 source
detection algorithm based on hypothesis testing to exclude the nontransferable
data. We evaluate and compare UTrans to the existing algorithms in multiple
experiments. It is shown that UTrans attains much lower estimation and
prediction errors than the existing methods, while preserving interpretability.
We finally apply it to the US intergenerational mobility data and compare our
proposed algorithms to the classical machine learning algorithms.
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