ML 29: Covariate Shift Charges for Misspecification
Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. In a simulation where the test inputs move up to two standard deviations while P(y | x) stays fixed, the Bayes accuracy stays between 0.832 and 0.839. A flexible spline logistic model stays within 0....