skada.GaussianReweight
- skada.GaussianReweight(base_estimator=None, reg='auto')[source]
Gaussian approximation re-weighting pipeline adapter and estimator.
see [1] for details.
- Parameters:
- base_estimatorsklearn estimator, default=None
estimator used for fitting and prediction
- reg'auto' or float, default="auto"
The regularization parameter of the covariance estimator. Possible values:
None: no shrinkage.
'auto': automatic shrinkage using the Ledoit-Wolf lemma.
float between 0 and 1: fixed shrinkage parameter.
- Returns:
- pipelinesklearn pipeline
Pipeline containing the GaussianReweight adapter and the base estimator.
References
[1]Hidetoshi Shimodaira. Improving predictive inference under covariate shift by weighting the log-likelihood function. In Journal of Statistical Planning and Inference, 2000.
Examples using skada.GaussianReweight
Reweighting method example on covariate shift dataset
Reweighting method example on covariate shift dataset