Distributionally Robust Safe Screening
<|reference_start|>Distributionally Robust Safe Screening: In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at enhancing model robustness against variations in data distribution, with safe screening (SS), a sparse optimization technique designed to identify irrelevant samples and features prior to model training. The core concept of the DRSS method involves reformulating the DR covariate-shift problem as a weighted empirical risk minimization problem, where the weights are subject to uncertainty within a predetermined range. By extending the SS technique to accommodate this weight uncertainty, the DRSS method is capable of reliably identifying unnecessary samples and features under any future distribution within a specified range. We provide a theoretical guarantee of the DRSS method and validate its performance through numerical experiments on both synthetic and real-world datasets.<|reference_end|>
@article{hanada2024distributionally,
    title={Distributionally Robust Safe Screening},
    author={Hiroyuki Hanada, Satoshi Akahane, Tatsuya Aoyama, Tomonari Tanaka,
  Yoshito Okura, Yu Inatsu, Noriaki Hashimoto, Taro Murayama, Lee Hanju, Shinya
  Kojima, Ichiro Takeuchi},
    journal={arXiv preprint arXiv:2404.16328},
    year={2024},
    archivePrefix={arXiv},
    eprint={2404.16328},
    primaryClass={stat.ML cs.LG}
}