2024/10/19 by Nguyen Thang Loi, Loi, Nguyen Thang, Duong Tan Loc +3 · 1 citation
Computer Science · #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
paper · pdf · doi:10.48550/arxiv.2410.15022
openalex publication_date 2024/10/19 · openalex created_date 2024/11/06 · openalex updated_date 2026/07/28
Feature Selection (FS) under domain adaptation (DA) is a critical task in machine learning, especially when dealing with limited target data. However, existing methods lack the capability to guarantee the reliability of FS under DA. In this paper, we introduce a novel statistical method to statistically test FS reliability under DA, named SFS-DA (statistical FS-DA). The key strength of SFS-DA lies in its ability to control the false positive rate (FPR) below a pre-specified level α (e.g., 0.05) while maximizing the true positive rate. Compared to the literature on statistical FS, SFS-DA presents a unique challenge in addressing the effect of DA to ensure the validity of the inference on FS results. We overcome this challenge by leveraging the Selective Inference (SI) framework. Specifically, by carefully examining the FS process under DA whose operations can be characterized by linear and quadratic inequalities, we prove that achieving FPR control in SFS-DA is indeed possible. Furthermore, we enhance the true detection rate by introducing a more strategic approach. Experiments conducted on both synthetic and real-world datasets robustly support our theoretical results, showcasing the superior performance of the proposed SFS-DA method.