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I have trained a regression model with 7 features for a given problem. Now, I have another regression problem (quite similar to the previous one) where I have only 6 samples in hand, but with 3 more features than the first model (7+3). The correlation between the target value and these 3 additional features is very high. So I would like to use transfer learning method to create a new model based on the old model; but I can not find a way to integrate the additional features into the model, since the old one was trained only on X features. On the other hand I must employ the 3 additional features in the new model which means that I cannot just remove or ignore them.

Thanks.

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One way: Use your old model's prediction as a new feature and combine with the additional three you have, i.e. a four-length feature vector for each sample. Then, train with these new features. So, the old model will act like a static feature generator for you. Of course, you may have challenges with that low number of samples.

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  • $\begingroup$ the reason of which I've turned to transfer learning is the issue of few samples of the second problem. with your proposed solution I think that I will encounter the same challenge $\endgroup$
    – jojo
    Commented Sep 24, 2021 at 19:11
  • $\begingroup$ If you are going to train & modify a transferred model, even there is no additional features, you need a data volume. Otherwise, you'll end up using the transferred model as is. e.g. I can't imagine continuing training Inception with a few images. $\endgroup$
    – gunes
    Commented Sep 24, 2021 at 19:14
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    $\begingroup$ @jojo with only 6 samples and 3 new features you are at very high risk of overfitting, getting a model that maybe works OK on those samples but doesn't generalize well. The suggestion in this answer (+1) might be the best you can do without getting more data. $\endgroup$
    – EdM
    Commented Sep 24, 2021 at 19:30

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