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The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

We consider learning from labeled data collected across multiple environments, where the data distribution may vary across these environments. This problem is commonly approached from a causal perspective, seeking invariant representations…

Machine Learning · Statistics 2026-04-30 Yuli Slavutsky , David M. Blei

Domain generalization aims to learn invariance across multiple training domains, thereby enhancing generalization against out-of-distribution data. While gradient or representation matching algorithms have achieved remarkable success, these…

Machine Learning · Computer Science 2024-06-17 Yuxin Dong , Tieliang Gong , Hong Chen , Shuangyong Song , Weizhan Zhang , Chen Li

Machine learning models (e.g., speech recognizers) are usually trained to minimize average loss, which results in representation disparity---minority groups (e.g., non-native speakers) contribute less to the training objective and thus tend…

Machine Learning · Statistics 2018-08-01 Tatsunori B. Hashimoto , Megha Srivastava , Hongseok Namkoong , Percy Liang

It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent prediction power across environments. The invariant causal…

Information Theory · Computer Science 2022-07-01 Austin Goddard , Yu Xiang , Ilya Soloveychik

Many machine learning models appear to deploy effortlessly under distribution shift, and perform well on a target distribution that is considerably different from the training distribution. Yet, learning theory of distribution shift bounds…

Machine Learning · Computer Science 2024-05-30 Robi Bhattacharjee , Nick Rittler , Kamalika Chaudhuri

We propose a novel approach for domain generalisation (DG) leveraging risk distributions to characterise domains, thereby achieving domain invariance. In our findings, risk distributions effectively highlight differences between training…

Machine Learning · Computer Science 2023-10-31 Toan Nguyen , Kien Do , Bao Duong , Thin Nguyen

Fairness in machine learning has attracted increasing attention in recent years. The fairness methods improving algorithmic fairness for in-distribution data may not perform well under distribution shifts. In this paper, we first…

Machine Learning · Computer Science 2023-10-24 Zhimeng Jiang , Xiaotian Han , Hongye Jin , Guanchu Wang , Rui Chen , Na Zou , Xia Hu

The use of machine learning (ML) in high-stakes societal decisions has encouraged the consideration of fairness throughout the ML lifecycle. Although data integration is one of the primary steps to generate high quality training data, most…

Machine Learning · Computer Science 2022-04-01 Sainyam Galhotra , Karthikeyan Shanmugam , Prasanna Sattigeri , Kush R. Varshney

Since distribution shifts are common in real-world applications, there is a pressing need to develop prediction models that are robust against such shifts. Existing frameworks, such as empirical risk minimization or distributionally robust…

Methodology · Statistics 2025-03-25 Xinwei Shen , Peter Bühlmann , Armeen Taeb

It is commonplace to encounter heterogeneous data, of which some aspects of the data distribution may vary but the underlying causal mechanisms remain constant. When data are divided into distinct environments according to the…

Machine Learning · Computer Science 2022-10-12 Yong Lin , Shengyu Zhu , Lu Tan , Peng Cui

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Machine Learning · Statistics 2020-07-21 John Duchi , Hongseok Namkoong

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

Machine Learning · Computer Science 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

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

In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…

Machine Learning · Statistics 2024-02-26 Adam Block , Alexander Rakhlin , Abhishek Shetty
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