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- North America > United States > Michigan (0.04)
- North America > United States > Texas (0.04)
- North America > United States > Missouri (0.04)
- (2 more...)
- North America > United States > Massachusetts > Middlesex County > Cambridge (0.04)
- Europe > Germany > Bavaria > Upper Bavaria > Munich (0.04)
- Asia > Middle East > Jordan (0.04)
- North America > United States (0.04)
- North America > Canada (0.04)
- Europe > France (0.04)
- Oceania > Australia > Victoria > Melbourne (0.04)
- North America > United States > New Jersey (0.04)
- North America > United States > California > San Diego County > San Diego (0.04)
- Europe > Germany > Berlin (0.04)
Variance Matters: Improving Domain Adaptation via Stratified Sampling
Domain shift remains a key challenge in deploying machine learning models to the real world. Unsupervised domain adaptation (UDA) aims to address this by minimising domain discrepancy during training, but the discrepancy estimates suffer from high variance in stochastic settings, which can stifle the theoretical benefits of the method. This paper proposes Variance-Reduced Domain Adaptation via Stratified Sampling (VaRDASS), the first specialised stochastic variance reduction technique for UDA. We consider two specific discrepancy measures -- correlation alignment and the maximum mean discrepancy (MMD) -- and derive ad hoc stratification objectives for these terms. We then present expected and worst-case error bounds, and prove that our proposed objective for the MMD is theoretically optimal (i.e., minimises the variance) under certain assumptions. Finally, a practical k-means style optimisation algorithm is introduced and analysed. Experiments on three domain shift datasets demonstrate improved discrepancy estimation accuracy and target domain performance.
- North America > United States (0.04)
- Europe > United Kingdom > England > Oxfordshire > Oxford (0.04)
- Europe > United Kingdom > England > Hampshire > Southampton (0.04)
- (3 more...)
Near-Efficient and Non-Asymptotic Multiway Inference
López, Oscar, Prasadan, Arvind, Llosa-Vite, Carlos, Lehoucq, Richard B., Dunlavy, Daniel M.
Both perspectives are useful in practice: parametric inference estimates the tensor of distributional parameters as a whole, while multiway analysis yields its latent factors for interpretation [1]. Both tasks rely fundamentally on tensor decompositions to represent and exploit underlying structure. However, computing tensor decompositions is notoriously difficult. Degeneracy phenomena lead to non-unique or ill-conditioned factorizations [2] and many tensor problems are NP-hard [3], making even approximate computation intractable in general. These issues put into question the reliability of existing tensor-based inference methods. They are particularly pronounced for the canonical polyadic (CP) decomposition [2], which, despite its widespread use, lacks the theoretical guarantees enjoyed by other tensor formats. Computing CP factors, i.e., multiway analysis, with minimal variance across multiple sets of observations would enhance the reliability of multiway analysis and parametric inference, offering practitioners more confidence in their results while reducing the need for extensive data collection. 1
- North America > United States > New York > New York County > New York City (0.14)
- Africa > Senegal > Kolda Region > Kolda (0.04)
- North America > United States > New Mexico > Bernalillo County > Albuquerque (0.04)
- (3 more...)