Automatic Transfer Learning for high-dimensional linear regression

Xinhao Qu

Statistics & Probability Letters, 2025, vol. 224, issue C

Abstract: Transferability/Transportability has continuously been the central topic for transfer learning tasks, this paper designs Automatic Transfer Learning (ATL) that embeds such information within the learning process automatically. We demonstrate that, under high-dimensional linear setting, ATL estimator is doubly robust for negative transfer and achieves optimal rate under certain conditions. Numerical implementations also show its efficacy.

Keywords: Adaptive estimation; High-dimensional linear regression; Transfer learning (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110445

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