General Quantification of Covariate and Concept Shifts
Paper proposes γ*-concept shifts via entropic optimal transport, deriving estimable generalization bounds unifying covariate and concept shift under distribution shift.
The authors show existing definitions of concept shift break when source and target supports mismatch and propose γ*-concept shifts grounded in entropic optimal transport. They derive a general error bound covering broad loss functions, label spaces and stochastic labeling, plus estimators with concentration guarantees. The resulting DataShifts algorithm quantifies distribution shifts and estimates the error bound in most applications, addressing learning bounds that were previously non-estimable from samples.
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