Transfer Learning for Kernel-based Regression

Fuente: arXiv
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Autores principales: Wang, Chao, Wang, Caixing, He, Xin, Feng, Xingdong
Formato: Preprint
Publicado: 2023
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author Wang, Chao
Wang, Caixing
He, Xin
Feng, Xingdong
author_facet Wang, Chao
Wang, Caixing
He, Xin
Feng, Xingdong
contents In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on investigating the transfer learning problem within the context of nonparametric regression over a reproducing kernel Hilbert space. The aim is to bridge the gap between practical effectiveness and theoretical guarantees. We specifically consider two scenarios: one where the transferable sources are known and another where they are unknown. For the known transferable source case, we propose a two-step kernel-based estimator by solely using kernel ridge regression. For the unknown case, we develop a novel method based on an efficient aggregation algorithm, which can automatically detect and alleviate the effects of negative sources. This paper provides the statistical properties of the desired estimators and establishes the minimax rate. Through extensive numerical experiments on synthetic data and real examples, we validate our theoretical findings and demonstrate the effectiveness of our proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2310_13966
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Transfer Learning for Kernel-based Regression
Wang, Chao
Wang, Caixing
He, Xin
Feng, Xingdong
Machine Learning
Methodology
In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on investigating the transfer learning problem within the context of nonparametric regression over a reproducing kernel Hilbert space. The aim is to bridge the gap between practical effectiveness and theoretical guarantees. We specifically consider two scenarios: one where the transferable sources are known and another where they are unknown. For the known transferable source case, we propose a two-step kernel-based estimator by solely using kernel ridge regression. For the unknown case, we develop a novel method based on an efficient aggregation algorithm, which can automatically detect and alleviate the effects of negative sources. This paper provides the statistical properties of the desired estimators and establishes the minimax rate. Through extensive numerical experiments on synthetic data and real examples, we validate our theoretical findings and demonstrate the effectiveness of our proposed method.
title Transfer Learning for Kernel-based Regression
topic Machine Learning
Methodology
url https://arxiv.org/abs/2310.13966