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Understanding covariate shift in model performance.


ABSTRACT: Three (3) different methods (logistic regression, covariate shift and k-NN) were applied to five (5) internal datasets and one (1) external, publically available dataset where covariate shift existed. In all cases, k-NN's performance was inferior to either logistic regression or covariate shift. Surprisingly, there was no obvious advantage for using covariate shift to reweight the training data in the examined datasets.

SUBMITTER: McGaughey G 

PROVIDER: S-EPMC5070592 | BioStudies | 2016-01-01

REPOSITORIES: biostudies

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