Causal Covariate Shift Correction using Fisher information penalty

Fuente: arXiv
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Auteurs principaux: Khan, Behraj, Mirza, Behroz, Syed, Tahir
Format: Preprint
Publié: 2025
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author Khan, Behraj
Mirza, Behroz
Syed, Tahir
author_facet Khan, Behraj
Mirza, Behroz
Syed, Tahir
contents Evolving feature densities across batches of training data bias cross-validation, making model selection and assessment unreliable (\cite{sugiyama2012machine}). This work takes a distributed density estimation angle to the training setting where data are temporally distributed. \textit{Causal Covariate Shift Correction ($C^{3}$)}, accumulates knowledge about the data density of a training batch using Fisher Information, and using it to penalize the loss in all subsequent batches. The penalty improves accuracy by $12.9\%$ over the full-dataset baseline, by $20.3\%$ accuracy at maximum in batchwise and $5.9\%$ at minimum in foldwise benchmarks.
format Preprint
id arxiv_https___arxiv_org_abs_2502_15756
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Causal Covariate Shift Correction using Fisher information penalty
Khan, Behraj
Mirza, Behroz
Syed, Tahir
Machine Learning
Evolving feature densities across batches of training data bias cross-validation, making model selection and assessment unreliable (\cite{sugiyama2012machine}). This work takes a distributed density estimation angle to the training setting where data are temporally distributed. \textit{Causal Covariate Shift Correction ($C^{3}$)}, accumulates knowledge about the data density of a training batch using Fisher Information, and using it to penalize the loss in all subsequent batches. The penalty improves accuracy by $12.9\%$ over the full-dataset baseline, by $20.3\%$ accuracy at maximum in batchwise and $5.9\%$ at minimum in foldwise benchmarks.
title Causal Covariate Shift Correction using Fisher information penalty
topic Machine Learning
url https://arxiv.org/abs/2502.15756