Transfer Learning for Nonparametric Regression: Non-asymptotic Minimax Analysis and Adaptive Procedure (2401.12272v1)
Abstract: Transfer learning for nonparametric regression is considered. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax optimal risk up to a logarithmic factor. Our results demonstrate two unique phenomena in transfer learning: auto-smoothing and super-acceleration, which differentiate it from nonparametric regression in a traditional setting. We then propose a data-driven algorithm that adaptively achieves the minimax risk up to a logarithmic factor across a wide range of parameter spaces. Simulation studies are conducted to evaluate the numerical performance of the adaptive transfer learning algorithm, and a real-world example is provided to demonstrate the benefits of the proposed method.
- Covid-19: automatic detection from x-ray images utilizing transfer learning with convolutional neural networks. Physical and Engineering Sciences in Medicine, 43(2):635–640.
- Analysis of representations for domain adaptation. Advances in Neural Information Processing Systems, 19:137.
- Learning bounds for domain adaptation. In Proc. Conf. Empirical Methods in Natural Language, pages 120–128.
- Breiman, L. (2001). Random forests. Machine learning, 45(1):5–32.
- Supplement to “Transfer learning for nonparametric regression: Non-asymptotic minimax rate and adaptive procedure”.
- Transfer learning for nonparametric classification: Minimax rate and adaptive classifier. The Annals of Statistics, 49(1):100–128.
- Adaptive transfer learning. In proceedings of the AAAI Conference on Artificial Intelligence, volume 24, pages 407–412.
- Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74(368):829–836.
- Locally weighted regression: an approach to regression analysis by local fitting. Journal of the American Statistical Association, 83(403):596–610.
- Modeling wine preferences by data mining from physicochemical properties. Decision support systems, 47(4):547–553.
- Daumé III, H. (2009). Frustratingly easy domain adaptation. arXiv preprint arXiv:0907.1815.
- Fan, J. (1993). Local linear regression smoothers and their minimax efficiencies. The Annals of Statistics, pages 196–216.
- Variable bandwidth and local linear regression smoothers. The Annals of Statistics, 20:2008–2036.
- A distribution-free theory of nonparametric regression, volume 1. Springer.
- Correcting sample selection bias by unlabeled data. Advances in Neural Information Processing Systems, 19:601–608.
- Transfer learning for high-dimensional linear regression: Prediction, estimation, and minimax optimality. Journal of the Royal Statistical Society: Series B, (to appear).
- Transfer learning in large-scale gaussian graphical models with false discovery rate control. Journal of the American Statistical Association, (to appear).
- Estimation and inference for high-dimensional generalized linear models with knowledge transfer. Technical Report.
- Domain adaptation: Learning bounds and algorithms. arXiv preprint arXiv:0902.3430.
- Inferring air pollution by sniffing social media. In 2014 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM 2014), pages 534–539. IEEE.
- Learning inverse dynamics: a comparison. In European Symposium on Artificial Neural Networks, number CONF.
- Computed torque control with nonparametric regression models. In Proc. American Control Conference, pages 212–217. IEEE.
- Adaptive transfer learning. The Annals of Statistics, 49(6):3618–3649.
- Shimodaira, H. (2000). Improving predictive inference under covariate shift by weighting the log-likelihood function. Journal of Statistical Planning and Inference, 90(2):227–244.
- Stone, C. J. (1977). Consistent nonparametric regression. The Annals of Statistics, 5:595–620.
- Direct importance estimation with model selection and its application to covariate shift adaptation. In NIPS, volume 7, pages 1433–1440. Citeseer.
- Tsybakov, A. B. (1986). Robust reconstruction of functions by the local-approximation method. Problemy Peredachi Informatsii, 22(2):69–84.
- Adversarial discriminative domain adaptation. In Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition, pages 7167–7176.
- Statistical learning for humanoid robots. Autonomous Robots, 12(1):55–69.
- Nonparametric risk and stability analysis for multi-task learning problems. In IJCAI, pages 2146–2152.
- A survey of transfer learning. Journal of Big data, 3(1):1–40.
- Robust learning under uncertain test distributions: Relating covariate shift to model misspecification. In International Conference on Machine Learning, pages 631–639. PMLR.
- More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Journal of the American Statistical Association, 98(464):980–992.
- Learning inverse dynamics by gaussian process begrression under the multi-task learning framework. In The Path to Autonomous Robots, pages 1–12. Springer.
- A comprehensive survey on transfer learning. Proceedings of the IEEE, 109(1):43–76.