A linear adjustment-based approach to posterior drift in transfer learning

Subha Maity, Diptavo Dutta, Jonathan Terhorst, Yuekai Sun and Moulinath Banerjee

Biometrika, 2024, vol. 111, issue 1, 31-50

Abstract: SummaryWe present new models and methods for the posterior drift problem where the regression function in the target domain is modelled as a linear adjustment, on an appropriate scale, of that in the source domain, and study the theoretical properties of our proposed estimators in the binary classification problem. The core idea of our model inherits the simplicity and the usefulness of generalized linear models and accelerated failure time models from the classical statistics literature. Our approach is shown to be flexible and applicable in a variety of statistical settings, and can be adopted for transfer learning problems in various domains including epidemiology, genetics and biomedicine. As concrete applications, we illustrate the power of our approach (i) through mortality prediction for British Asians by borrowing strength from similar data from the larger pool of British Caucasians, using the UK Biobank data, and (ii) in overcoming a spurious correlation present in the source domain of the Waterbirds dataset.

Keywords: Binary classification; Domain adaptation; Minimax rate; UK Biobank; Waterbirds (search for similar items in EconPapers)
Date: 2024
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