Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive accuracy, especially with unknown outcomes in the target data. This paper introduces a semi-supervised classification and regression tree (CART) that uses importance weighting to address these distribution discrepancies. Our method improves the predictive performance of the CART model by assigning greater weights to training samples that more accurately represent the target distribution, especially in cases of covariate shift without target outcomes. In addition to CART, we extend this weighted approach to generalized linear model trees and tree ensembles, creating a versatile framework for managing the covariate shift in complex datasets. Through simulation studies and applications to real-world medical data, we demonstrate significant improvements in predictive accuracy. These findings suggest that our weighted approach can enhance reliability in medical applications and other fields where the covariate shift poses challenges to model performance across various data distributions.
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