Beyond Source-Level Transfer: Sample-Level Learning for High-Dimensional Quantile Regression
超越来源域整体迁移:高维分位数回归的样本级学习
This paper studies transfer learning for high-dimensional quantile regression with limited target samples and heterogeneous source domains. We propose a sample-level transfer learning method (SL-TL) that combines sample selection and importance weighting. Unlike existing source-level approaches that include or exclude entire source domains, SL-TL identifies transferable samples within each source domain and incorporates them through adaptive importance weights. The proposed…