Rethinking Importance Weighting for Transfer Learning

A key assumption in supervised learning is that training and test data follow the same probability distribution. However, this fundamental assumption is not always satisfied in practice, e.g., due to changing environments, sample selection bias, privacy concerns, or high labeling costs. Transfer learning (TL) relaxes this assumption and allows us to learn under distribution shift. Classical TL methods typically rely on importance-weighting—a predictor is trained based on the training losses weighted according to the importance (i.e., the testover-training density ratio). However, as real-world machine learning tasks are becoming increasingly complex, high-dimensional, and dynamical, novel approaches are explored to cope with such challenges recently. In this article, after introducing the foundation of TL based on importance-weighting, we review recent advances based on joint and dynamic importancepredictor estimation. Furthermore, we introduce a method of causal mechanism transfer that incorporates causal structure in TL. Finally, we discuss future perspectives of TL research.