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A key problem in domain adaptation is determining what to transfer across different domains. We propose a data-driven method to represent these changes across multiple source domains and perform unsupervised domain adaptation. We assume that the joint distributions follow a specific generating process and have a small number of identifiable changing parameters, and develop a data-driven method to identify the changing parameters by learning low-dimensional representations of the changing class-conditional distributions across multiple source domains. The learned low-dimensional representations enable us to reconstruct the target-domain joint distribution from unlabeled target-domain data, and further enable predicting the labels in the target domain. We demonstrate the efficacy of this method by conducting experiments on synthetic and real datasets. 

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.