# Optimal Neural Estimation for High-Dimensional Nonparametric Regression under Multisource Covariate Shift

**Authors:** Chenghao Xu, Haotian Xu, Shivam Kumar, Daren Wang  
**Lab:** University of California San Diego · **Published:** 29 Oct 2026  
**Links:** [arXiv](https://arxiv.org/abs/2610.40331) · [PDF](https://arxiv.org/pdf/2610.40331) · [This page](https://omen-bit.github.io/ai-paper-daily/paper/2610.40331.html)

## Abstract

We study high-dimensional nonparametric regression under multisource covariate shift, where J sources of training data share a common regression function but differ in their covariate distributions, sample sizes, and noise variances. Our goal is to combine these sources to estimate the regression function accurately under a target covariate distribution. We propose an oracle weighted neural estimator and establish its minimax optimality up to logarithmic factors through matching upper and lower bounds. The resulting rate is \mathsf n_\rm eff^-2p/(2p+K), where $p$ and $K$ denote the effective smoothness and dimension of the regression function, and the effective sample size is \begin{align} \mathsf n_{\rm eff} =\sum_{j=1}^{\mathrm J} \frac{n_j}{(1+σ_{ρ,j})σ_{ε,j}^{2}}. \nonumber \end{align} Here, n_j is the sample size of source $j$, σ_ε,j^2 is its noise variance, and σ_ρ,j controls the deviation between the covariate distribution of source $j$ and the target covariate distribution. We also develop an adaptive procedure that requires no knowledge of source noise variances or covariate-shift parameters. Under suitable conditions, this procedure attains the oracle minimax rate up to logarithmic factors.

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