Causal Covariate Shift Correction using Fisher information penalty

Behraj Khan, Behroz Mirza, Tahir Syed
2/11/2025
cs.LG

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Abstract

Evolving feature densities across batches of training data bias cross-validation, making model selection and assessment unreliable (\cite{sugiyama2012machine}). This work takes a distributed density estimation angle to the training setting where data are temporally distributed. \textit{Causal Covariate Shift Correction ($C^{3}$)}, accumulates knowledge about the data density of a training batch using Fisher Information, and using it to penalize the loss in all subsequent batches. The penalty improves accuracy by $12.9\%$ over the full-dataset baseline, by $20.3\%$ accuracy at maximum in batchwise and $5.9\%$ at minimum in foldwise benchmarks.

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Cite this paper

@article{khan2025causal,
  title  = {Causal Covariate Shift Correction using Fisher information penalty},
  author = {Behraj Khan and Behroz Mirza and Tahir Syed},
  year   = {2025},
  eprint = {2502.15756},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2502.15756v1}
}

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