Modelling in Classification and Statistical Learning Workshop

Generalization Error under Covariate Shift Input-Dependent Estimation of Generalization Error under Covariate Shift

author: Klaus-Robert Müller, Fraunhofer FIRST

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*Slides*
0:00	Input-Dependent Estimation of Generalization Error under Covariate Shift
3:25	Overview Overview
3:42	Selection Model Selection
4:10	Ideal Model Selection
4:48	Practical Model Selection
5:23	Two Approaches to Estimating Generalization Error (1)
6:47	Two Approaches to Estimating Generalization Error (2)
7:00	Popular Choices of Generalization Measure
7:44	Concerns in Existing Methods
9:18	Our Interests
10:01	Our Generalization Measure
10:44	Expected Generalization Error
12:12	Bias / Variance Decomposition
13:09	Tricks for Estimating Bias
14:22	Unbiased Estimator of Bias
15:39	Subspace Information Criterion
16:32	Obtaining Unbiased Estimate
16:41	Preparation for Covariate Shift setting: Standard Regression Problem
17:26	Training Input Distribution
17:42	Covariate Shift
19:32	Ordinary Least Squares
20:28	Weighted Least Squares
23:55	Weighted Least Squares
24:43	Generalization Error Estimation
25:30	Setting
26:28	Decomposition
26:47	Orthogonal Decomposition of

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