A Theoretical Analysis on Independence-driven Importance Weighting for Covariate-shift Generalization

Renzhe Xu, Xingxuan Zhang, Zheyan Shen, Tong Zhang, Peng Cui

Abstract: Covariate-shift generalization, a typical case in out-of-distribution (OOD) generalization, requires a good performance on the unknown test distribution, which varies from the accessible training d...