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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

Machine learning models will often fail when deployed in an environment with a data distribution that is different than the training distribution. When multiple environments are available during training, many methods exist that learn…

Machine Learning · Computer Science 2023-09-26 Alan Q. Wang , Minh Nguyen , Mert R. Sabuncu

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

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

Machine learning algorithms typically assume that the training and test samples come from the same distributions, i.e., in-distribution. However, in open-world scenarios, streaming big data can be Out-Of-Distribution (OOD), rendering these…

Machine Learning · Computer Science 2022-11-10 Anique Tahir , Lu Cheng , Ruocheng Guo , Huan Liu

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 ability of an agent to do well in new environments is a critical aspect of intelligence. In machine learning, this ability is known as $\textit{strong}$ or $\textit{out-of-distribution}$ generalization. However, merely considering…

Machine Learning · Computer Science 2024-02-09 Siyuan Guo , Jonas Wildberger , Bernhard Schölkopf

Despite impressive success in many tasks, deep learning models are shown to rely on spurious features, which will catastrophically fail when generalized to out-of-distribution (OOD) data. Invariant Risk Minimization (IRM) is proposed to…

Machine Learning · Computer Science 2022-12-20 Shiji Xin , Yifei Wang , Jingtong Su , Yisen Wang

The existing methods learn geographic network representations through deep graph neural networks (GNNs) based on the i.i.d. assumption. However, the spatial heterogeneity and temporal dynamics of geographic data make the out-of-distribution…

Machine Learning · Computer Science 2025-03-26 Yuhan Wang , Silu He , Qinyao Luo , Hongyuan Yuan , Ling Zhao , Jiawei Zhu , Haifeng Li

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

Accurately predicting stock returns is crucial for effective portfolio management. However, existing methods often overlook a fundamental issue in the market, namely, distribution shifts, making them less practical for predicting future…

Computational Engineering, Finance, and Science · Computer Science 2024-09-04 Haiyao Cao , Jinan Zou , Yuhang Liu , Zhen Zhang , Ehsan Abbasnejad , Anton van den Hengel , Javen Qinfeng Shi

Standard neural networks struggle to generalize under distribution shifts in computer vision. Fortunately, combining multiple networks can consistently improve out-of-distribution generalization. In particular, weight averaging (WA)…

Computer Vision and Pattern Recognition · Computer Science 2023-01-30 Alexandre Ramé , Matthieu Kirchmeyer , Thibaud Rahier , Alain Rakotomamonjy , Patrick Gallinari , Matthieu Cord

Empirical risk minimization (ERM) is not robust to changes in the distribution of data. When the distribution of test data is different from that of training data, the problem is known as out-of-distribution generalization. Recently, two…

Computer Vision and Pattern Recognition · Computer Science 2025-01-16 Shijian Xu

The success of supervised learning hinges on the assumption that the training and test data come from the same underlying distribution, which is often not valid in practice due to potential distribution shift. In light of this, most…

Machine Learning · Computer Science 2021-04-06 Bo Li , Yezhen Wang , Shanghang Zhang , Dongsheng Li , Trevor Darrell , Kurt Keutzer , Han Zhao

Distribution shifts between training and testing datasets significantly impair the model performance on graph learning. A commonly-taken causal view in graph invariant learning suggests that stable predictive features of graphs are causally…

Machine Learning · Computer Science 2025-12-10 Bohan Wang , Yurui Chang , Wei Jin , Lu Lin

Assumptions about invariances or symmetries in data can significantly increase the predictive power of statistical models. Many commonly used models in machine learning are constraint to respect certain symmetries in the data, such as…

Machine Learning · Statistics 2022-08-03 Tycho F. A. van der Ouderaa , Mark van der Wilk

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

Out-of-distribution (OoD) generalization occurs when representation learning encounters a distribution shift. This occurs frequently in practice when training and testing data come from different environments. Covariate shift is a type of…

Machine Learning · Computer Science 2026-04-22 Simon Zhang , Ryan P. DeMilt , Kun Jin , Cathy H. Xia

In this paper we present a world model, which learns causal features using the invariance principle. In particular, we use contrastive unsupervised learning to learn the invariant causal features, which enforces invariance across…

Machine Learning · Computer Science 2022-09-30 Rudra P. K. Poudel , Harit Pandya , Roberto Cipolla

Distribution shifts introduce uncertainty that undermines the robustness and generalization capabilities of machine learning models. While conventional wisdom suggests that learning causal-invariant representations enhances robustness to…

Machine Learning · Computer Science 2025-05-28 Abbavaram Gowtham Reddy , Celia Rubio-Madrigal , Rebekka Burkholz , Krikamol Muandet