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The vicinal risk minimization (VRM) principle is an empirical risk minimization (ERM) variant that replaces Dirac masses with vicinal functions. There is strong numerical and theoretical evidence showing that VRM outperforms ERM in terms of…

Machine Learning · Computer Science 2021-10-19 Puneet Mangla , Vedant Singh , Shreyas Jayant Havaldar , Vineeth N Balasubramanian

The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp minimizers. We propose and analyze a counterpart to ERM…

Optimization and Control · Mathematics 2021-07-08 Matthew Norton , Johannes O. Royset

The field of Machine Learning has changed significantly since the 1970s. However, its most basic principle, Empirical Risk Minimization (ERM), remains unchanged. We propose Functional Risk Minimization~(FRM), a general framework where…

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

Empirical risk minimization (ERM) is a fundamental machine learning paradigm. However, its generalization ability is limited in various tasks. In this paper, we devise Dummy Risk Minimization (DuRM), a frustratingly easy and general…

Machine Learning · Computer Science 2023-10-10 Juncheng Wang , Jindong Wang , Xixu Hu , Shujun Wang , Xing Xie

We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are called MOM minimizers. While ERM is sensitive to corruption of…

Statistics Theory · Mathematics 2018-08-10 Guillaume Lecué , Matthieu Lerasle , Timothée Mathieu

Deep learning models excel in computer vision tasks but often fail to generalize to out-of-distribution (OOD) domains. Invariant Risk Minimization (IRM) aims to address OOD generalization by learning domain-invariant features. However, IRM…

Computer Vision and Pattern Recognition · Computer Science 2025-01-24 Yaoyao Zhu , Xiuding Cai , Yingkai Wang , Dong Miao , Zhongliang Fu , Xu Luo

This paper evaluates the generalization ability of classification models on out-of-distribution test sets without depending on ground truth labels. Common approaches often calculate an unsupervised metric related to a specific model…

Machine Learning · Computer Science 2024-06-14 Yuchi Liu , Yifan Sun , Jingdong Wang , Liang Zheng

Variance regularized counterfactual risk minimization (VRCRM) has been proposed as an alternative off-policy learning (OPL) method. VRCRM method uses a lower-bound on the $f$-divergence between the logging policy and the target policy as…

Machine Learning · Computer Science 2024-10-15 Hua Chang Bakker , Shashank Gupta , Harrie Oosterhuis

Empirical risk minimization can lead to poor generalization behavior on unseen environments if the learned model does not capture invariant feature representations. Invariant risk minimization (IRM) is a recent proposal for discovering…

Machine Learning · Computer Science 2023-10-24 Francesco Alesiani , Shujian Yu , Mathias Niepert

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

Statistics Theory · Mathematics 2016-08-14 Pascal Massart , Élodie Nédélec

We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top…

Machine Learning · Statistics 2020-03-31 Martin Arjovsky , Léon Bottou , Ishaan Gulrajani , David Lopez-Paz

In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve…

Machine Learning · Computer Science 2018-02-15 Di Wang , Minwei Ye , Jinhui Xu

This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under…

Machine Learning · Statistics 2026-03-04 Lars van der Laan

The Invariant Risk Minimization (IRM) principle was first proposed by Arjovsky et al. [2019] to address the domain generalization problem by leveraging data heterogeneity from differing experimental conditions. Specifically, IRM seeks to…

Machine Learning · Computer Science 2021-06-21 Kia Khezeli , Arno Blaas , Frank Soboczenski , Nicholas Chia , John Kalantari

In various scientific and engineering applications, there is typically an approximate model of the underlying complex system, even though it contains both aleatoric and epistemic uncertainties. In this paper, we present a principled method…

Machine Learning · Computer Science 2023-12-15 Frank Liu , Agniva Chowdhury

Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…

Machine Learning · Computer Science 2023-01-18 Dongsung Huh , Avinash Baidya

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

Statistics Theory · Mathematics 2024-04-09 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

In this paper, the solution to the empirical risk minimization problem with $f$-divergence regularization (ERM-$f$DR) is presented and conditions under which the solution also serves as the solution to the minimization of the expected…

Machine Learning · Statistics 2026-01-21 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza , H. Vincent Poor
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