高维广义线性模型下的迁移学习

Transfer Learning Under High-Dimensional Generalized Linear Models

Journal of the American Statistical Association · 2022
被引 136 · 同刊同年前 1%
ABS 4

中文导读

提出了一种可检测信息源的可迁移源检测方法,在高维GLM迁移学习设定下证明了检测一致性,并构造了各系数分量的置信区间算法,通过模拟和真实数据验证了有效性。

Abstract

transferable source detection approach is introduced to detect informative sources. The detection consistency is proved under the high-dimensional GLM transfer learning setting. We also propose an algorithm to construct confidence intervals of each coefficient component, and the corresponding theories are provided. Extensive simulations and a real-data experiment verify the effectiveness of our algorithms. We implement the proposed GLM transfer learning algorithms in a new R package glmtrans, which is available on CRAN.

迁移学习高维统计广义线性模型机器学习