Current methods for covariate-shift adaptation use unlabelled data to compute importance weights or domain-invariant features, while the final model is trained on labelled data only. Here, we consider a particular case of covariate shift which allows us also to learn from unlabelled data, that is, combining adaptation with semi-supervised learning. Using ideas from causality, we argue that this requires learning with both causes, XC, and effects, XE, of a target variable, Y, and show how this setting leads to what we call a semi-generative model, P(Y,XE|XC,θ). Our approach is robust to domain shifts in the distribution of causal features and leverages unlabelled data by learning a direct map from causes to effects. Experiments on synthetic data demonstrate significant improvements in classification over purely-supervised and importance-weighting baselines.@en

This work investigates formal generalization error bounds that apply to support vector machines (SVMs) in realizable and agnostic learning problems. We focus on recently observed parallels between probably approximately correct (PAC)-learning bounds, such as compression and complexity-based bounds, and novel error guarantees derived within scenario theory. Scenario theory provides nonasymptotic and distributional-free error bounds for models trained by solving data-driven decision-making problems. Relevant theorems and assumptions are reviewed and discussed. We propose a numerical comparison of the tightness and effectiveness of theoretical error bounds for support vector classifiers trained on several randomized experiments from 13 real-life problems. This analysis allows for a fair comparison of different approaches from both conceptual and experimental standpoints. Based on the numerical results, we argue that the error guarantees derived from scenario theory are often tighter for realizable problems and always yield informative results, i.e., probability bounds tighter than a vacuous <inline-formula> <tex-math notation="LaTeX">$[0,1]$</tex-math> </inline-formula> interval. This work promotes scenario theory as an alternative tool for model selection, structural-risk minimization, and generalization error analysis of SVMs. In this way, we hope to bring the communities of scenario and statistical learning theory closer, so that they can benefit from each others insights.@en