Predictor Combination at Test Time

Abstract

We present an algorithm for test-time combination of a set of reference predictors with unknown parametric forms. Existing multi-task and transfer learning algorithms focus on training-time transfer and combination, where the parametric forms of predictors are known and shared. However, when the parametric form of a predictor is unknown, e.g., for a human predictor or a predictor in a precompiled library, existing algorithms are not applicable. Instead, we empirically evaluate predictors on sampled data points to measure distances between different predictors. This embeds the set of reference predictors into a Riemannian manifold, upon which we perform manifold denoising to obtain the refined predictor. This allows our approach to make no assumptions about the underlying predictor forms. Our test-time combination algorithm equals or outperforms existing multi-task and transfer learning algorithms on challenging real-world datasets, without introducing specific model assumptions. © 2017 IEEE.