We study transfer learning for high-dimensional linear discriminant analysis (LDA) with auxiliary data. To describe the differences between the target and source domains, we introduce a mean–variance similarity condition based on class-specific means and covariance structures. We first derive an exact source-domain moment relation and use it to construct a transfer learning estimator, called Trans-LPD. For a fixed set of auxiliary studies, we establish estimation and misclassification-risk bounds, which show the effects of the enlarged sample size and transfer bias. A data-driven adaptive procedure is then proposed to rank the auxiliary studies and select the final classifier using a target validation sample. The adaptive Trans-LPD classifier is shown to be asymptotically no worse than the target-only method. Simulation studies and an application to TCGA gene-expression data are also presented to illustrate the numerical performance of the proposed method.
Citation: Ping Wang, Xiaoyu Ma, Huanlin Li, Lu Lin. Transfer learning for sparse linear discriminant analysis based on mean-variance similarity[J]. AIMS Mathematics, 2026, 11(10): 34699-34729. doi: 10.3934/math.20261352
We study transfer learning for high-dimensional linear discriminant analysis (LDA) with auxiliary data. To describe the differences between the target and source domains, we introduce a mean–variance similarity condition based on class-specific means and covariance structures. We first derive an exact source-domain moment relation and use it to construct a transfer learning estimator, called Trans-LPD. For a fixed set of auxiliary studies, we establish estimation and misclassification-risk bounds, which show the effects of the enlarged sample size and transfer bias. A data-driven adaptive procedure is then proposed to rank the auxiliary studies and select the final classifier using a target validation sample. The adaptive Trans-LPD classifier is shown to be asymptotically no worse than the target-only method. Simulation studies and an application to TCGA gene-expression data are also presented to illustrate the numerical performance of the proposed method.
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