Additional mathematical and learning concepts · MLD-0543
Importance weighting
Weighting observations to compensate for a difference between sampling and target distributions.
Original reference page · detailed expansion pending. Original definitions, examples, notes and citations are preserved below. New examples are illustrative, not benchmark results.
Original example
Correct a known covariate distribution mismatch.
Original caveat
Large or poorly estimated weights can cause high variance.
Context and aliases
Level: Intermediate. Stages: Theory · Training · Evaluation.
Tags: ML · DL.
Aliases: None recorded.
Related concepts
Concepts linking here
Original references
- Deep Learning: online textbook ↗ · Consulted
- Mathematics for Machine Learning ↗ · Reference link
- scikit-learn User Guide ↗ · Consulted
- Original reference URL ↗