Importance Weighting Correction of Regularized Least-Squares for Target Shift
目标偏移下正则化最小二乘的重要性加权校正
Importance weighting is a standard tool for correcting distribution shift, but its statistical behavior under target shift -- where the label distribution changes between training and testing while the conditional distribution of inputs given the label remains stable -- remains under-explored. We analyze importance-weighted kernel ridge regression under target shift and show that, because the weights depend only on the output variable, reweighting corrects the train-test…