Mitigating covariate shift in non-colocated data with learned parameter priors
- URL: http://arxiv.org/abs/2411.06499v1
- Date: Sun, 10 Nov 2024 15:48:29 GMT
- Title: Mitigating covariate shift in non-colocated data with learned parameter priors
- Authors: Behraj Khan, Behroz Mirza, Nouman Durrani, Tahir Syed,
- Abstract summary: We present textitFragmentation-induced co-shift remediation ($FIcsR$), which minimizes an $f$-divergence between a fragment's covariate distribution and that of the standard cross-validation baseline.
We run extensive classification experiments on multiple data classes, over $40$ datasets, and with data batched over multiple sequence lengths.
The results are promising under all these conditions; with improved accuracy against batch and fold state-of-the-art by more than $5%$ and $10%$, respectively.
- Score: 0.0
- License:
- Abstract: When training data are distributed across{ time or space,} covariate shift across fragments of training data biases cross-validation, compromising model selection and assessment. We present \textit{Fragmentation-Induced covariate-shift Remediation} ($FIcsR$), which minimizes an $f$-divergence between a fragment's covariate distribution and that of the standard cross-validation baseline. We s{how} an equivalence with popular importance-weighting methods. {The method}'s numerical solution poses a computational challenge owing to the overparametrized nature of a neural network, and we derive a Fisher Information approximation. When accumulated over fragments, this provides a global estimate of the amount of shift remediation thus far needed, and we incorporate that as a prior via the minimization objective. In the paper, we run extensive classification experiments on multiple data classes, over $40$ datasets, and with data batched over multiple sequence lengths. We extend the study to the $k$-fold cross-validation setting through a similar set of experiments. An ablation study exposes the method to varying amounts of shift and demonstrates slower degradation with $FIcsR$ in place. The results are promising under all these conditions; with improved accuracy against batch and fold state-of-the-art by more than $5\%$ and $10\%$, respectively.
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