A Short Survey on Importance Weighting for Machine Learning

Fuente: arXiv
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Main Authors: Kimura, Masanari, Hino, Hideitsu
Format: Preprint
Published: 2024
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author Kimura, Masanari
Hino, Hideitsu
author_facet Kimura, Masanari
Hino, Hideitsu
contents Importance weighting is a fundamental procedure in statistics and machine learning that weights the objective function or probability distribution based on the importance of the instance in some sense. The simplicity and usefulness of the idea has led to many applications of importance weighting. For example, it is known that supervised learning under an assumption about the difference between the training and test distributions, called distribution shift, can guarantee statistically desirable properties through importance weighting by their density ratio. This survey summarizes the broad applications of importance weighting in machine learning and related research.
format Preprint
id arxiv_https___arxiv_org_abs_2403_10175
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Short Survey on Importance Weighting for Machine Learning
Kimura, Masanari
Hino, Hideitsu
Machine Learning
Artificial Intelligence
Importance weighting is a fundamental procedure in statistics and machine learning that weights the objective function or probability distribution based on the importance of the instance in some sense. The simplicity and usefulness of the idea has led to many applications of importance weighting. For example, it is known that supervised learning under an assumption about the difference between the training and test distributions, called distribution shift, can guarantee statistically desirable properties through importance weighting by their density ratio. This survey summarizes the broad applications of importance weighting in machine learning and related research.
title A Short Survey on Importance Weighting for Machine Learning
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2403.10175