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Jun 16, 2018 at 17:17 history edited TenaliRaman CC BY-SA 4.0
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May 2, 2018 at 14:47 comment added AruniRC Updated link to the importance estimation software from Sugiyama et al. ms.k.u-tokyo.ac.jp/software.html#uLSIF
May 25, 2014 at 8:49 comment added TenaliRaman @wannik If your training and test set are random samples from the actual data, then they must have identical distributions. Almost every classifier we use expects data to be of this form. However, the situation you describe is a fairly common scenario. It is hard to predict the behaviour of the classifier in this situation. Generally, 1] Use plain classifier, if it works then great, 2] If not, do you know the class proportion in test apriori? If yes, then use transduction SVM 3] If not, then use the same approach described in the original answer (importance weights).
May 25, 2014 at 7:07 comment added wannik What would happen if the training set is balanced but the testing set is not? Should they both have the same distribution?
Apr 26, 2013 at 14:03 vote accept user785099
Apr 25, 2013 at 22:17 history answered TenaliRaman CC BY-SA 3.0