Importance Weighted Import Vector Machine for Unsupervised Domain Adaptation.

In real-world applications, the assumption of independent and identical distribution is no longer consistent. To alleviate the significant mismatch between source and target domains, importance weighting import vector machine, which is an adaptive classifier, is proposed. This adaptive probabilistic classification method, which is sparse and computationally efficient, can be used for unsupervised domain adaptation (DA). The effectiveness of the proposed approach is demonstrated via a toy problem, and a real-world cross-domain object recognition task. Even though the sparseness, the proposed method outperforms the state-of-the-art in both unsupervised and semisupervised DA scenarios. We also introduce a reliable importance weighted cross validation (RIWCV), which is an improvement of importance weighted cross validation, for parameter and model selection. The RIWCV avoid falling down in local minimum, by selecting a more reliable combination of the parameters instead of the best parameters.