Companion code for the paper Transfer Learning: A Semi-Parametric Approach. Two numerical experiments are available.
One can tune the parameters of the model in the parameters.py file.Run the main.py file to obtain the results, which will be stored in the "results" directory (in csv format). One can tune the parameters of the model in the expec_parameters.py file.
Run the expec_main.py file to obtain the results, which will be stored in the "results" directory (in csv format). Create a virtual environment and install the needed packages by running pip install -r requirements.txt.