TILT adds a target-data penalty on an auxiliary predictor component to induce effective importance weighting for unsupervised domain adaptation under covariate shift.
Title resolution pending
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
fields
cs.LG 2years
2026 2roles
background 1polarities
background 1representative citing papers
A frozen average of the last two cycles matches or exceeds eight shape-learning alternatives on 97 GIFT-Eval configurations for periodic time series forecasting.
citing papers explorer
-
TILT: Target-induced loss tilting under covariate shift
TILT adds a target-data penalty on an auxiliary predictor component to induce effective importance weighting for unsupervised domain adaptation under covariate shift.
-
Don't Learn the Shape: Forecasting Periodic Time Series by Rank-1 Decomposition
A frozen average of the last two cycles matches or exceeds eight shape-learning alternatives on 97 GIFT-Eval configurations for periodic time series forecasting.