Shape-restricted transfer learning analysis for generalized linear regression model

Fuente: arXiv
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Autores principales: Li, Pengfei, Yu, Tao, Chen, Chixiang, Qin, Jing
Formato: Preprint
Publicado: 2024
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author Li, Pengfei
Yu, Tao
Chen, Chixiang
Qin, Jing
author_facet Li, Pengfei
Yu, Tao
Chen, Chixiang
Qin, Jing
contents Transfer learning has emerged as a highly sought-after and actively pursued research area within the statistical community. The core concept of transfer learning involves leveraging insights and information from auxiliary datasets to enhance the analysis of the primary dataset of interest. In this paper, our focus is on datasets originating from distinct yet interconnected distributions. We assume that the training data conforms to a standard generalized linear model, while the testing data exhibit a connection to the training data based on a prior probability shift assumption. Ultimately, we discover that the two-sample conditional means are interrelated through an unknown, nondecreasing function. We integrate the power of generalized estimating equations with the shape-restricted score function, creating a robust framework for improved inference regarding the underlying parameters. We theoretically establish the asymptotic properties of our estimator and demonstrate, through simulation studies, that our method yields more accurate parameter estimates compared to those based solely on the testing or training data. Finally, we apply our method to a real-world example.
format Preprint
id arxiv_https___arxiv_org_abs_2407_21682
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Shape-restricted transfer learning analysis for generalized linear regression model
Li, Pengfei
Yu, Tao
Chen, Chixiang
Qin, Jing
Methodology
Statistics Theory
Transfer learning has emerged as a highly sought-after and actively pursued research area within the statistical community. The core concept of transfer learning involves leveraging insights and information from auxiliary datasets to enhance the analysis of the primary dataset of interest. In this paper, our focus is on datasets originating from distinct yet interconnected distributions. We assume that the training data conforms to a standard generalized linear model, while the testing data exhibit a connection to the training data based on a prior probability shift assumption. Ultimately, we discover that the two-sample conditional means are interrelated through an unknown, nondecreasing function. We integrate the power of generalized estimating equations with the shape-restricted score function, creating a robust framework for improved inference regarding the underlying parameters. We theoretically establish the asymptotic properties of our estimator and demonstrate, through simulation studies, that our method yields more accurate parameter estimates compared to those based solely on the testing or training data. Finally, we apply our method to a real-world example.
title Shape-restricted transfer learning analysis for generalized linear regression model
topic Methodology
Statistics Theory
url https://arxiv.org/abs/2407.21682