IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v206y2025ics0167947325000052.html
   My bibliography  Save this article

Heterogeneity-aware transfer learning for high-dimensional linear regression models

Author

Listed:
  • Peng, Yanjin
  • Wang, Lei

Abstract

Transfer learning can refine the performance of a target model through utilizing beneficial information from relevant source datasets. In practice, however, auxiliary samples may be collected from different sub-populations with non-negligible heterogeneity. In this paper we assume that each dataset involves a common parameter vector and dataset-specific nuisance parameters and extend the transfer learning framework to account for heterogeneous models. Specifically, we adapt the decorrelated score technique to deal with the dataset-specific nuisance parameters and develop a strategy to leverage possible shared information from relevant source datasets. To avoid negative transfer, a completely data-driven algorithm is provided to determine the transferable sources. The convergence rate of the proposed estimator is investigated and the source detection consistency is also verified. Extensive numerical experiments are conducted to evaluate the proposed transfer learning algorithms, and an application to the Genotype-Tissue Expression dataset is exhibited.

Suggested Citation

  • Peng, Yanjin & Wang, Lei, 2025. "Heterogeneity-aware transfer learning for high-dimensional linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 206(C).
    • Handle: RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000052
    DOI: 10.1016/j.csda.2025.108129
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947325000052
    Download Restriction: Full text for ScienceDirect subscribers only.
    File URL: https://libkey.io/10.1016/j.csda.2025.108129?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Sai Li & T. Tony Cai & Hongzhe Li, 2023. "Transfer Learning in Large-Scale Gaussian Graphical Models with False Discovery Rate Control," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 2171-2183, July.
    2. Sai Li & T. Tony Cai & Hongzhe Li, 2022. "Transfer learning for high‐dimensional linear regression: Prediction, estimation and minimax optimality," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(1), pages 149-173, February.
    3. Rui Duan & Yang Ning & Yong Chen, 2022. "Heterogeneity-aware and communication-efficient distributed statistical inference [Privacy, confidentiality, and electronic medical records]," Biometrika, Biometrika Trust, vol. 109(1), pages 67-83.
    4. Cun-Hui Zhang & Stephanie S. Zhang, 2014. "Confidence intervals for low dimensional parameters in high dimensional linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 217-242, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. T. Tony Cai & Zijian Guo & Yin Xia, 2023. "Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(4), pages 1187-1194, December.
    2. Li, Xing & Peng, Yanjing & Wang, Lei, 2025. "Communication-efficient estimation and inference for high-dimensional longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 208(C).
    3. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
    4. Chenchuan (Mark) Li & Ulrich K. Müller, 2021. "Linear regression with many controls of limited explanatory power," Quantitative Economics, Econometric Society, vol. 12(2), pages 405-442, May.
    5. Xiang, Pengcheng & Zhou, Ling & Tang, Lu, 2024. "Transfer learning via random forests: A one-shot federated approach," Computational Statistics & Data Analysis, Elsevier, vol. 197(C).
    6. Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021. "Automatic Debiased Machine Learning via Riesz Regression," Papers 2104.14737, arXiv.org, revised Mar 2024.
    7. Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023. "Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 235(1), pages 166-179.
    8. Toshio Honda, 2021. "The de-biased group Lasso estimation for varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 3-29, February.
    9. Hansen, Christian & Liao, Yuan, 2019. "The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications," Econometric Theory, Cambridge University Press, vol. 35(3), pages 465-509, June.
    10. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression and other z-estimation problems," CeMMAP working papers CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016. "Double machine learning for treatment and causal parameters," CeMMAP working papers 49/16, Institute for Fiscal Studies.
    12. Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers 2103.09603, arXiv.org, revised Jun 2024.
    13. Yumou Qiu & Jing Tao & Xiao‐Hua Zhou, 2021. "Inference of heterogeneous treatment effects using observational data with high‐dimensional covariates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 1016-1043, November.
    14. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    15. Celso Brunetti & Marc Joëts & Valérie Mignon, 2023. "Reasons Behind Words: OPEC Narratives and the Oil Market," Working Papers hal-04196053, HAL.
    16. Su, Miaomiao & Wang, Qihua, 2022. "A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
    17. Panxu Yuan & Xiao Guo, 2022. "High-dimensional inference for linear model with correlated errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 21-52, January.
    18. Nicolas Städler & Sach Mukherjee, 2017. "Two-sample testing in high dimensions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 225-246, January.
    19. Agboola, Oluwagbenga David & Yu, Han, 2023. "Neighborhood-based cross fitting approach to treatment effects with high-dimensional data," Computational Statistics & Data Analysis, Elsevier, vol. 186(C).
    20. Fan, Jianqing & Feng, Yang & Xia, Lucy, 2020. "A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models," Journal of Econometrics, Elsevier, vol. 218(1), pages 119-139.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000052. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.