econometrics_th
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勉強ノート：計量経済とその周辺
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Survey
Transfer Learning
High-dimensional Data
Introduction Target model: , . , can be larger than . : number of nonzero elements of . is much smaller than . Auxiliary models: , , . と は一般的に異なる．しかしもし両者が近い値をとるならば，target model をより効率的に推定できるかもしれない． Let . "Informative" auxiliary samples を次の集合で定義する: \begin{align*} \mathcal{A}_q := \{k : ||\delta^{(k)}|…
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Hatena Blog
https://hatena.blog
2022-01-28 18:52:07
Li, Cai & Li (2020) Transfer learning for high-dimensional linear regression: prediction, estimation, and minimax optimality, arXiv.
rich
https://econometrics-th.hatenablog.com/entry/2022/01/28/185207
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