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Covariate-shift Robust Adaptive Transfer Learning for High-Dimensional Regression

发布日期:2024-12-01 浏览量:

报告时间 2024年12月2日上午9:00
报告地点 南湖校区教学科研楼114室
主办单位 数学与统计学院/科研处
主 讲 人 刘婧媛

  刘婧媛,厦门大学经济学院统计学与数据科学系教授、博士生导师,入选国家级高层次人才,厦门大学南强卓越教学名师,厦门大学南强青年拔尖人才A类。美国宾夕法尼亚州立大学统计学博士毕业。科研方面主要从事高维及复杂数据的统计方法、网络数据建模与推断、统计基因学等领域的工作,在JASAJOE, JBES等国际权威学术期刊发表论文30余篇,担任AOAS等权威期刊编委,入选福建省杰出青年科研人才计划。教学方面曾获国家级一流课程、国家级教学成果二等奖(团体)、福建省教学成果特等奖、福建省创新教学比赛二等奖、厦门大学“我最喜爱的十位教师”、厦门大学教学比赛特等奖等荣誉。

  报告摘要:The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. High-dimensional data introduces unique challenges, such as covariate shifts in the covariate correlation structure and model shifts across individual features in the model. In this work, we tackle model shifts in the presence of covariate shifts in the high-dimensional regression setting. Furthermore, to learn transferable information which may vary across features, we propose an adaptive transfer learning method that can detect and aggregate the feature-wise transferable structures. Non-asymptotic bound is provided for the estimation error of the target model, showing the robustness of the proposed method to high-dimensional covariate shifts.