paper
arXiv stat.ML
October 26th, 2026 at 4:00 AM

Latent-Space Importance Weighting under Covariate Shift

arXiv:2610.15571v2 Announce Type: replace Abstract: In this work, we propose a transfer learning algorithm for covariate shift, integrating sample reweighting with representation learning. A key feature of our approach is the use of a lower-dimensional latent space for modeling, in contrast to conventional methods that operate directly in the high-dimensional ambient space. Our method estimates the density ratio of learned latent features for downstream weighted prediction. We establish explicit target-domain excess-risk rates with independent data folds for strictly sufficient learned representations with regular learned-space prediction scores and density ratios. We give dimension comparisons under stated smoothness conditions and a variance comparison for true weights and a fixed predictor. General finite-sample inequalities retain representation-quality errors. Experiments on simulated and real-world datasets demonstrate gains from combining learned representations and latent weighting, and reveal sensitivity to initialization and domain choice.

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Canonical link: https://arxiv.org/abs/2610.15571