Factorizable joint shift revisited

Factorizable joint shift (FJS) was proposed as a type of distribution shift (or dataset shift) that comprises both covariate and label shift. Recently, it has been observed that FJS actually arises from consecutive label and covariate (or vice versa) shifts.

Research into FJS so far has been confined to the case of categorical label spaces. We propose a framework for analysing distribution shift in the case of general label spaces, thus covering both classification and regression models.

Based on the framework, we generalise existing results on FJS to general label spaces and propose a related extension of the expectation maximisation (EM) algorithm for class prior probabilities. We also take a fresh look at generalized label shift (GLS) in the case of general label spaces.