Related papers: The Risks of Invariant Risk Minimization

Robust causal discovery from observational data under imperfect prior knowledge remains a significant and largely unresolved challenge. Existing methods typically presuppose perfect priors or can only handle specific, pre-identified error…

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Deploying clinical prediction models across healthcare systems often fails when key training covariates are unavailable at deployment and labeled outcomes are limited in the target domain. For example, high-performing models for…

Causal representation learning (CRL) aims at recovering latent causal variables from high-dimensional observations to solve causal downstream tasks, such as predicting the effect of new interventions or more robust classification. A…

The i.i.d. assumption is a useful idealization that underpins many successful approaches to supervised machine learning. However, its violation can lead to models that learn to exploit spurious correlations in the training data, rendering…

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution)…

Mendelian randomization (MR) has become an essential tool for causal inference in biomedical and public health research. By using genetic variants as instrumental variables, MR helps address unmeasured confounding and reverse causation,…

For data-driven iterative learning control (ILC) methods, both the model estimation and controller design problems are converted to parameter estimation problems for some chosen model structures. It is well-known that if the model order is…

Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…

Anomaly detection (AD) is the machine learning task of identifying highly discrepant abnormal samples by solely relying on the consistency of the normal training samples. Under the constraints of a distribution shift, the assumption that…

Neural networks have emerged as effective tools for solving ill-posed inverse problems. In many scientific applications, however, observational training data are insufficient, and learned inverse operators must instead be trained on…

In settings where both spurious and causal predictors are available, standard neural networks trained under the objective of empirical risk minimization (ERM) with no additional inductive biases tend to have a dependence on a spurious…

Causal inferences from a randomized controlled trial (RCT) may not pertain to a target population where some effect modifiers have a different distribution. Prior work studies generalizing the results of a trial to a target population with…

Distributional shift is one of the major obstacles when transferring machine learning prediction systems from the lab to the real world. To tackle this problem, we assume that variation across training domains is representative of the…

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

This article develops a general theory for minimum norm interpolating estimators and regularized empirical risk minimizers (RERM) in linear models in the presence of additive, potentially adversarial, errors. In particular, no conditions on…

Randomized experiments are considered the gold standard for estimating causal effects. However, out of the set of possible randomized assignments, some may be likely to produce poor effect estimates and misleading conclusions. Restricted…

The literature on Inverse Reinforcement Learning (IRL) typically assumes that humans take actions in order to minimize the expected value of a cost function, i.e., that humans are risk neutral. Yet, in practice, humans are often far from…

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…