Minimax optimal transfer learning for high-dimensional additive regression
高维可加回归的极小极大最优迁移学习
This paper studies high-dimensional additive regression under the transfer learning framework, where one observes samples from a target population together with auxiliary samples from different but potentially related regression models. We first introduce a target-only estimation procedure based on the smooth backfitting estimator with local linear smoothing. In contrast to previous work, we establish general error bounds under sub-Weibull($α$) noise, thereby accommodating…