TILT: Target-induced loss tilting under covariate shift
Provides a theoretically grounded and practically effective method for unsupervised domain adaptation under covariate shift, with finite-sample guarantees.
TILT introduces a novel objective for unsupervised domain adaptation under covariate shift that penalizes an auxiliary component on unlabeled target data, implicitly inducing bounded importance weighting. It achieves improved target-domain performance over baselines on regression and CIFAR-100 distillation, with stable regularization dependence.
We introduce and analyze Target-Induced Loss Tilting (TILT) for unsupervised domain adaptation under covariate shift. It is based on a novel objective function that decomposes the source predictor as $f+b$, fits $f+b$ on labeled source data while simultaneously penalizing the auxiliary component $b$ on unlabeled target inputs. The resulting fit $f$ is deployed as the final target predictor. At the population level, we show that this target-side penalty implicitly induces relative importance weighting at the population level, but in terms of an estimand $b^*_f$ that is self-localized to the current error, and remains uniformly bounded for any source-target pair (even those with disjoint supports). We prove a general finite-sample oracle inequality on the excess risk, and use it to give an end-to-end guarantee for training with sparse ReLU networks. Experiments on controlled regression problems and shifted CIFAR-100 distillation show that TILT improves target-domain performance over source-only training, exact importance weighting, and relative density-ratio baselines, with a stable dependence on the regularization parameter.