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https://github.com/wmkouw/covshift-l2reg

Regularization parameter estimation under covariate shift
https://github.com/wmkouw/covshift-l2reg

covariate-shift cross-validation regularization

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Regularization parameter estimation under covariate shift

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README

          

# Covariate shift - crossvalidation

This repository contains experiments and MATLAB code accompanying the paper:

"On regularization parameter estimation under covariate shift."

published in the proceedings of the International Conference in Pattern Recognition in 2016 ([pdf](https://ieeexplore.ieee.org/document/7899671)/[preprint](https://arxiv.org/abs/1608.00250)).

## Usage

- __experiment-*__ contains scripts for running experiments reported in the paper.
- __data__ contains a script for obtaining and processing data used in the paper.
- __util__ contains utility functions and algorithms.

## Dependencies:

- Dmitry Savransky's rejection sampler: https://nl.mathworks.com/matlabcentral/fileexchange/27590-simple-rejection-sampling?requestedDomain=www.mathworks.com