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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

Learning models that are robust to distribution shifts is a key concern in the context of their real-life applicability. Invariant Risk Minimization (IRM) is a popular framework that aims to learn robust models from multiple environments.…

Machine Learning · Computer Science 2023-04-04 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

Invariant risk minimization (IRM) (Arjovsky et al., 2019) is a recently proposed framework designed for learning predictors that are invariant to spurious correlations across different training environments. Yet, despite its theoretical…

Machine Learning · Statistics 2020-07-07 Yo Joong Choe , Jiyeon Ham , Kyubyong Park

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

The performance of machine learning models can be impacted by changes in data over time. A promising approach to address this challenge is invariant learning, with a particular focus on a method known as invariant risk minimization (IRM).…

Machine Learning · Computer Science 2024-04-09 Wenlu Tang , Zicheng Liu

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

The Invariant Risk Minimization (IRM) framework aims to learn invariant features from a set of environments for solving the out-of-distribution (OOD) generalization problem. The underlying assumption is that the causal components of the…

Machine Learning · Computer Science 2021-12-28 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

We propose a novel unsupervised framework for \emph{Invariant Risk Minimization} (IRM), extending the concept of invariance to settings where labels are unavailable. Traditional IRM methods rely on labeled data to learn representations that…

Machine Learning · Computer Science 2026-03-05 Yotam Norman , Ron Meir

Machine learning models traditionally assume that training and test data are independently and identically distributed. However, in real-world applications, the test distribution often differs from training. This problem, known as…

Machine Learning · Computer Science 2024-06-19 Kotaro Yoshida , Hiroki Naganuma

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

A fundamental assumption of most machine learning algorithms is that the training and test data are drawn from the same underlying distribution. However, this assumption is violated in almost all practical applications: machine learning…

Machine Learning · Computer Science 2021-12-02 Marvin Zhang , Henrik Marklund , Nikita Dhawan , Abhishek Gupta , Sergey Levine , Chelsea Finn

Recently, invariant risk minimization (IRM) was proposed as a promising solution to address out-of-distribution (OOD) generalization. However, it is unclear when IRM should be preferred over the widely-employed empirical risk minimization…

Machine Learning · Computer Science 2022-08-22 Kartik Ahuja , Jun Wang , Amit Dhurandhar , Karthikeyan Shanmugam , Kush R. Varshney

Invariant risk minimization (IRM) has received increasing attention as a way to acquire environment-agnostic data representations and predictions, and as a principled solution for preventing spurious correlations from being learned and for…

Machine Learning · Computer Science 2023-03-07 Yihua Zhang , Pranay Sharma , Parikshit Ram , Mingyi Hong , Kush Varshney , Sijia Liu

Machine learning algorithms with empirical risk minimization usually suffer from poor generalization performance due to the greedy exploitation of correlations among the training data, which are not stable under distributional shifts.…

Machine Learning · Computer Science 2021-06-18 Jiashuo Liu , Zheyuan Hu , Peng Cui , Bo Li , Zheyan Shen

Transformers have become a standard architecture in machine learning, demonstrating strong in-context learning (ICL) abilities that allow them to learn from the prompt at inference time. However, uncertainty quantification for ICL remains…

Machine Learning · Statistics 2025-04-23 Zhe Huang , Simone Rossi , Rui Yuan , Thomas Hannagan

We extend conformal prediction methodology beyond the case of exchangeable data. In particular, we show that a weighted version of conformal prediction can be used to compute distribution-free prediction intervals for problems in which the…

Methodology · Statistics 2020-07-08 Ryan J. Tibshirani , Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Machine Learning · Statistics 2025-10-31 Feichen Gan , Youcun Lu , Yingying Zhang , Yukun Liu

Robustness is of central importance in machine learning and has given rise to the fields of domain generalization and invariant learning, which are concerned with improving performance on a test distribution distinct from but related to the…

Machine Learning · Computer Science 2020-12-03 Robert Adragna , Elliot Creager , David Madras , Richard Zemel

An interesting phenomenon arises: Empirical Risk Minimization (ERM) sometimes outperforms methods specifically designed for out-of-distribution tasks. This motivates an investigation into the reasons behind such behavior beyond algorithmic…

Machine Learning · Computer Science 2026-01-21 Hong Zheng , Fei Teng

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
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