We consider the Hypothesis Transfer Learning (HTL) problem where one incorporates a hypothesis trained on the source domain into the learning procedure of the target domain. Existing theoretical analysis either only studies specific algorithms or only presents upper bounds on the generalization error but not on the excess risk. In this paper, we propose a unified algorithm-dependent framework for HTL through a novel notion of transformation functions, which characterizes the relation between the source and the target domains. We conduct a general risk analysis of this framework and in particular, we show for the first time, if two domains are related, HTL enjoys faster convergence rates of excess risks for Kernel Smoothing and Kernel Ridge Regression than those of the classical non-transfer learning settings. We accompany this framework with an analysis of cross-validation for HTL to search for the best transfer technique and gracefully reduce to non-transfer learning when HTL is not helpful. Experiments on robotics and neural imaging data demonstrate the effectiveness of our framework.

Manynon-parametric regression methods areproposed to solve the regression problem by assuming thatf falls into certain function classes, including polynomial splines Stone (1994), local polynomials Cleveland (1979); Stone (1977), the spectral algorithmsCaponnetto(2006);CaponnettoandDeVito(2007);CaponnettoandYao(2010),etc.

We establish a new theoretical framework for learning under multi-class, instance-dependent label noise. This framework casts learning with label noise as a form of domain adaptation, in particular, domain adaptation under posterior drift.

Based on our theoretical analysis, we propose an active learning algorithm that employs regret minimization to minimize the FIR.

Recently, however, an alternative viewpoint has emerged, inspired by ideas from robust statistics and robust stochastic optimization.