Content area

Abstract

Transfer learning enhances model performance in a target population with limited samples by leveraging knowledge from related studies. While many works focus on improving predictive performance, challenges of statistical inference persist. Bayesian approaches naturally offer uncertainty quantification for parameter estimates, yet existing Bayesian transfer learning methods are typically limited to single-source scenarios or require individual-level data. We introduce TRansfer leArning via guideD horseshoE prioR (TRADER), a novel approach enabling multi-source transfer through pre-trained models in high-dimensional linear regression. TRADER shrinks target parameters towards a weighted average of source estimates, accommodating sources with different scales. Theoretical investigation shows that TRADER achieves faster posterior contraction rates than standard continuous shrinkage priors when sources align well with the target while preventing negative transfer from heterogeneous sources. The analysis of finite-sample marginal posterior behavior reveals that TRADER achieves desired frequentist coverage probabilities, even for coefficients with moderate signal strength--a scenario where standard continuous shrinkage priors struggle. Extensive numerical studies and a real-data application estimating the association between blood glucose and insulin use in the Hispanic diabetic population demonstrate that TRADER improves estimation and inference accuracy over continuous shrinkage priors using target data alone, while outperforming a state-of-the-art transfer learning method that requires individual-level data.

Details

1009240
Identifier / keyword
Title
Bayesian Transfer Learning for Enhanced Estimation and Inference
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 4, 2024
Section
Statistics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-05
Milestone dates
2024-12-04 (Submission v1)
Publication history
 
 
   First posting date
05 Dec 2024
ProQuest document ID
3141258049
Document URL
https://www.proquest.com/working-papers/bayesian-transfer-learning-enhanced-estimation/docview/3141258049/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-06
Database
2 databases
  • ProQuest One Academic
  • ProQuest One Academic