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PIcsC: Partitioning-Induced Covariate Shift Correction

arXiv 2607.25441 ↗First posted 28 Jul 2026cs.LGcited by 0

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Abstract (arXiv)

Covariate shift across training-data partitions biases model selection and parameter estimation in cross-validation, lifelong learning, and federated learning. We propose textitPartition-Induced Covariate-shift Correction (textttPIcsC), a Fisher information-based regularization framework that mitigates distribution mismatch between data partitions and a reference distribution. textttPIcsC approximates partition divergence using the Fisher Information Matrix (FIM) and incorporates the resulting statistic as a regularizer during optimization. The same formulation applies to both centrally partitioned datasets (batches or cross-validation folds) and inherently distributed data (federated clients or decentralized nodes), requiring only partition-local gradient statistics rather than raw data. We further introduce a conditional adaptation mechanism that combines FIM shift with KL divergence to detect significant distribution shifts and activates regularization only when necessary. Experiments on more than 40 datasets demonstrate consistent improvements under both natural and synthetic covariate shift. On fragmented batch and fold settings, textttPIcsC reduces fragmentation-induced performance degradation by more than 20% and 25%, respectively. On seven federated learning benchmarks, it consistently outperforms FedAvg, FedProx, and SCAFFOLD by 3 -5 percentage points without requiring client-specific personalization. These results demonstrate that Fisher information provides an effective and unified mechanism for mitigating partition-induced covariate shift across both centralized and distributed learning.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 19 of its 50 references that are in the map. First posted on arXiv 28 Jul 2026.

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References · 19

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7 more
  1. 2020Rethinking Importance Weighting for Deep Learning under Distribution Shiftcited by 92
  2. 2020Robust Fairness under Covariate Shiftcited by 58
  3. 2023Adapting to Continuous Covariate Shift via Online Density Ratio Estimationcited by 15
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  7. 2020Insights into Fairness through Trust: Multi-scale Trust Quantification for Financial Deep Learningcited by 4

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