ptest
Gonogo: An R Implementation of Test Methods to Perform, Analyze and Simulate Sensitivity Experiments
This work provides documentation for a suite of R functions contained in gonogo.R. The functions provide sensitivity testing practitioners and researchers with an ability to conduct, analyze and simulate various sensitivity experiments involving binary responses and a single stimulus level (e.g., drug dosage, drop height, velocity, etc.). Included are the modern Neyer and 3pod adaptive procedures, as well as the Bruceton and Langlie. The latter two benchmark procedures are capable of being performed according to generalized up-down transformed-response rules. Each procedure is designated phase-one of a three-phase experiment. The goal of phase-one is to achieve overlapping data. The two additional (and optional) refinement phases utilize the D-optimal criteria and the Robbins-Monro-Joseph procedure. The goals of the two refinement phases are to situate testing in the vicinity of the median and tails of the latent response distribution, respectively.
Robust Covariate Shift Prediction with General Losses and Feature Views
Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to remove the bias between training and testing distributions using importance weighting often provide poor performance guarantees in theory and unreliable predictions with high variance in practice. Recently developed methods that construct a predictor that is inherently robust to the difficulties of learning under covariate shift are restricted to minimizing logloss and can be too conservative when faced with high-dimensional learning tasks. We address these limitations in two ways: by robustly minimizing various loss functions, including non-convex ones, under the testing distribution; and by separately shaping the influence of covariate shift according to different feature-based views of the relationship between input variables and example labels. These generalizations make robust covariate shift prediction applicable to more task scenarios. We demonstrate the benefits on classification under covariate shift tasks.