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Covariate shift adaptation is usually implemented using importance weighting, which may fail, according to common wisdom, due to small effective sample sizes (ESS). Previous research argues this scenario is more common in high-dimensional settings. However, how effective sample size, dimensionality, and model performance/generalization are formally related in supervised learning, considering the context of covariate shift adaptation, is still somewhat obscure in the literature. Thus, a main challenge is presenting a unified theory connecting those points. Hence, in this paper, we focus on building a unified view connecting the ESS, data dimensionality, and generalization in the context of covariate shift adaptation. Moreover, we also demonstrate how dimensionality reduction or feature selection can increase the ESS, and argue that our results support dimensionality reduction before covariate shift adaptation as a good practice.","url_abs":"https://arxiv.org/abs/2010.01184v5","url_pdf":"https://arxiv.org/pdf/2010.01184v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"covariate-shift-adaptation-in-high","repo_url":"https://github.com/felipemaiapolo/infoselect","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"dimensionality-reduction","task_name":"Dimensionality Reduction"},{"task_slug":"domain-adaptation","task_name":"Domain Adaptation"},{"task_slug":"generalization-bounds","task_name":"Generalization Bounds"},{"task_slug":"feature-selection","task_name":"feature selection"}],"methods":[{"method_slug":"feature-selection","method_name":"Feature Selection"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2010.01184","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2010.01184"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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