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Related papers: The Risks of Invariant Risk Minimization

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We consider the problem of training a classification model with group annotated training data. Recent work has established that, if there is distribution shift across different groups, models trained using the standard empirical risk…

Machine Learning · Computer Science 2022-04-21 Vihari Piratla , Praneeth Netrapalli , Sunita Sarawagi

An important problem in many domains is to predict how a system will respond to interventions. This task is inherently linked to estimating the system's underlying causal structure. To this end, Invariant Causal Prediction (ICP) (Peters et…

Methodology · Statistics 2018-09-21 Christina Heinze-Deml , Jonas Peters , Nicolai Meinshausen

Learning models whose predictions are invariant under multiple environments is a promising approach for out-of-distribution generalization. Such models are trained to extract features $X_{\text{inv}}$ where the conditional distribution $Y…

Machine Learning · Computer Science 2024-07-29 Gina Wong , Joshua Gleason , Rama Chellappa , Yoav Wald , Anqi Liu

Empirical risk minimization (ERM) is known in practice to be non-robust to distributional shift where the training and the test distributions are different. A suite of approaches, such as importance weighting, and variants of…

Machine Learning · Computer Science 2023-02-08 Runtian Zhai , Chen Dan , Zico Kolter , Pradeep Ravikumar

Influence maximization in networks is a central problem in machine learning and causal inference, where an intervention on a subset of individuals triggers a diffusion process through the network. Existing approaches typically optimize…

Methodology · Statistics 2026-03-13 Renjie Cao , Zhuoxin Yan , Xinyan Su , Zhiheng Zhang

Performativity, the phenomenon where outcomes are influenced by predictions, is particularly prevalent in social contexts where individuals strategically respond to a deployed model. In order to preserve the high accuracy of machine…

Machine Learning · Statistics 2025-10-31 Nikita Tsoy , Ivan Kirev , Negin Rahimiyazdi , Nikola Konstantinov

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Many biochemical applications such as molecular property prediction require models to generalize beyond their training domains (environments). Moreover, natural environments in these tasks are structured, defined by complex descriptors such…

Machine Learning · Computer Science 2020-10-08 Wengong Jin , Regina Barzilay , Tommi Jaakkola

Recent domain generalization (DG) approaches typically use the hypothesis learned on source domains for inference on the unseen target domain. However, such a hypothesis can be arbitrarily far from the optimal one for the target domain,…

Machine Learning · Computer Science 2023-05-25 Yi-Fan Zhang , Jindong Wang , Jian Liang , Zhang Zhang , Baosheng Yu , Liang Wang , Dacheng Tao , Xing Xie

We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a…

Machine Learning · Computer Science 2019-12-18 Michael Kearns , Aaron Roth , Saeed Sharifi-Malvajerdi

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Methodology · Statistics 2024-06-18 Alexander Henzi , Xinwei Shen , Michael Law , Peter Bühlmann

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Empirical risk minimization (ERM) is sensitive to spurious correlations in the training data, which poses a significant risk when deploying systems trained under this paradigm in high-stake applications. While the existing literature…

Machine Learning · Computer Science 2023-10-31 Christos Tsirigotis , Joao Monteiro , Pau Rodriguez , David Vazquez , Aaron Courville

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

Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a…

Machine Learning · Computer Science 2024-11-01 Omar Montasser , Han Shao , Emmanuel Abbe

This paper advocates a new paradigm Personalized Empirical Risk Minimization (PERM) to facilitate learning from heterogeneous data sources without imposing stringent constraints on computational resources shared by participating devices. In…

Machine Learning · Computer Science 2023-10-30 Yuyang Deng , Mohammad Mahdi Kamani , Pouria Mahdavinia , Mehrdad Mahdavi

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Machine Learning · Computer Science 2015-06-16 Matus Telgarsky , Miroslav Dudík , Robert Schapire

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

We study the minimal error of the Empirical Risk Minimization (ERM) procedure in the task of regression, both in the random and the fixed design settings. Our sharp lower bounds shed light on the possibility (or impossibility) of adapting…

Statistics Theory · Mathematics 2021-02-25 Gil Kur , Alexander Rakhlin
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