stat.MLOct 26, 2026

Beyond Wasserstein Proximity: Finding Better Transfer Sources

Authors: Gordei Verbii, Georgii Killinkarov, Vladimir Yafarov

Organizations: School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai, China · Stratwise, Singapore

Abstract

Source selection often favors similar data, yet marginal proximity need not identify the most useful pretraining source. We motivate a conditional alternative through domain-adaptation theory and a regression example in which broader source variation improves estimation despite increasing Wasserstein distance. We examine five-day cryptocurrency volatility using ten Binance spot assets, six forecaster families, three seeds, and shared temporal cutoffs. Selecting the three farthest rather than nearest Gaussian-Wasserstein sources improves mean persistence-relative skill by 12.52 percentage points for MLP and 20.90 for Transformer, with positive post-hoc paired date-block intervals. Forward pilot selection improves mean skill over random transfer in all six families. Compact recurrent models achieve the lowest absolute mean errors, separating selection utility from forecasting quality. Retrospective five-candidate screening shows additional gains from farthest-first geometry before pilot ranking for MLP and Transformer. We distinguish across-target associations from within-target decisions and evaluate target heterogeneity, training seeds, and temporal-block sensitivity. Findings are exploratory for a fixed historical panel; the screening analysis measures no runtime saving.

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