TRANSFER LEARNING FOR FUNCTIONAL MEAN ESTIMATION: PHASE TRANSITION AND ADAPTIVE ALGORITHMS

• 成果类型: Article
• 署名作者: Cai, T. tony; Kim, Dongwoo; Pu, Hongming
• 署名单位: University of Pennsylvania
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/24-AOS2362
• 发表日期: 2024
• 页码: 654-678
• 关键词: Classification; prediction; Minimax; kernel

摘要

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where in addition to observations from the target distribution, auxiliary samples from similar but distinct source distributions are available. The paper considers both common and independent designs and establishes the minimax rates of convergence for both designs. The results reveal an interesting phase transition phenomenon under the two designs and demonstrate the benefits of utilizing the source samples in the low sampling frequency regime. For practical applications, this paper proposes novel data -driven adaptive algorithms that attain the optimal rates of convergence within a logarithmic factor simultaneously over a large collection of parameter spaces. The theoretical findings are complemented by a simulation study that further supports the effectiveness of the proposed algorithms.