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Abstract When aiming to make predictions over targets in the pharmacological setting, a data‐focused approach aims to learn models based on a collection of labeled examples. Unfortunately, data sharing is not always possible, and this can result in many different models trained on disparate populations, leading to the natural question of how best to use and combine them when making a new prediction. Previous work has focused on global model selection or ensembling, with the result of a single final model across the feature space. Machine‐learning models perform notoriously poorly on data outside their training domain, however, due to a problem known as covariate shift, and so we argue that when ensembling models the weightings for individual instances must reflect their respective domains—in other words, models that are more likely to have seen information on that instance should have more attention paid to them. We introduce a method for such an instance‐wise ensembling of models called Synthetic Model Combination (SMC), including a novel representation learning step for handling sparse high‐dimensional domains. We demonstrate the use of SMC on an example with dosing predictions for vancomycin, although emphasize the applicability of the method to any scenario involving the use of multiple models.
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Low-Dimensional Density Ratio Estimation for Covariate Shift Correction
Covariate shift is a prevalent setting for supervised learning in the wild when the training and test data are drawn from different time periods, different but related domains, or via different sampling strategies. This paper addresses a transfer learning setting, with covariate shift between source and target domains. Most existing methods for correcting covariate shift exploit density ratios of the features to reweight the source-domain data, and when the features are high-dimensional, the estimated density ratios may suffer large estimation variances, leading to poor performance of prediction under covariate shift. In this work, we investigate the dependence of covariate shift correction performance on the dimensionality of the features, and propose a correction method that finds a low-dimensional representation of the features, which takes into account feature relevant to the target Y, and exploits the density ratio of this representation for importance reweighting. We discuss the factors that affect the performance of our method, and demonstrate its capabilities on both pseudo-real data and real-world applications.
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- Award ID(s):
- 1829681
- PAR ID:
- 10125746
- Date Published:
- Journal Name:
- Proceedings of Machine Learning Research
- ISSN:
- 2640-3498
- Page Range / eLocation ID:
- 3449 - 3458
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
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