Paper-Conference

Effects of sampling skewness of the importance-weighted risk estimator on model selection
Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has …
Wouter M. Kouw, Marco Loog
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On regularization parameter estimation under covariate shift
This paper identifies a problem with the usual procedure for L2-regularization parameter estimation in a domain adaptation setting. In …
Wouter M. Kouw, Marco Loog
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