Understanding covariate shift in model performance.
Three (3) different methods (logistic regression, covariate shift and k-NN) were applied to five (5) internal datasets and one (1) external, publically available dataset where covariate shift existed. In all cases, k-NN's performance was inferior to either logistic regression or covariate shift. Surprisingly, there was no obvious advantage for using covariate shift to reweight the training data in the examined datasets.
Modeling & Informatics, Vertex Pharmaceuticals, Boston, MA, USA.
Georgia
G
McGaughey
Modeling & Informatics, Vertex Pharmaceuticals, Boston, MA, USA.
W Patrick
WP
Walters
Modeling & Informatics, Vertex Pharmaceuticals, Boston, MA, USA.
Brian
B
Goldman
ChEMBL; covariate shift; k-NN; logistic regression; model building