{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/reducing-variance-in-importance-weighted","title":"Robust importance-weighted cross-validation under sample selection bias","arxiv_id":"1710.06514","date":"2017-10-17","proceeding":null,"authors":["Wouter M. Kouw","Jesse H. Krijthe","Marco Loog"],"abstract":"Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the importance-weighted risk estimator produces sub-optimal hyperparameter estimates in problem settings where large weights arise with high probability. We study its sampling variance as a function of the training data distribution and introduce a control variate to increase its robustness to problematically large weights.","url_abs":"https://arxiv.org/abs/1710.06514v3","url_pdf":"https://arxiv.org/pdf/1710.06514v3.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":"reducing-variance-in-importance-weighted","repo_url":"https://github.com/wmkouw/ctrl-iwxval","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"classification","task_name":"General Classification"},{"task_slug":"selection-bias","task_name":"Selection bias"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}