Double Debiased Covariate Shift Adaptation Robust to Density-Ratio Estimation
对密度比估计误差稳健的双重去偏协变量漂移适应
Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in mind, we train parametric regression models under a covariate shift, where covariate distributions are different between the train and test data. For this problem, existing studies have proposed covariate shift adaptation via importance…