相关论文: Weighted Risk Invariance: Domain Generalization un…

Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…

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.…

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…

We are interested in learning robust models from insufficient data, without the need for any externally pre-trained checkpoints. First, compared to sufficient data, we show why insufficient data renders the model more easily biased to the…

The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…

Learning guarantees often rely on assumptions of i.i.d. data, which will likely be violated in practice once predictors are deployed to perform real-world tasks. Domain adaptation approaches thus appeared as a useful framework yielding…

Unsupervised approaches for learning representations invariant to common transformations are used quite often for object recognition. Learning invariances makes models more robust and practical to use in real-world scenarios. Since data…

Covariate-shift generalization, a typical case in out-of-distribution (OOD) generalization, requires a good performance on the unknown test distribution, which varies from the accessible training distribution in the form of covariate shift.…

Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…

Achieving the generalization of an invariant classifier from training domains to shifted test domains while simultaneously considering model fairness is a substantial and complex challenge in machine learning. Existing methods address the…

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…

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

The endeavor to preserve the generalization of a fair and invariant classifier across domains, especially in the presence of distribution shifts, becomes a significant and intricate challenge in machine learning. In response to this…

Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…

Methods of transfer learning try to combine knowledge from several related tasks (or domains) to improve performance on a test task. Inspired by causal methodology, we relax the usual covariate shift assumption and assume that it holds true…

The generalization capacity of various machine learning models exhibits different phenomena in the under- and over-parameterized regimes. In this paper, we focus on regression models such as feature regression and kernel regression and…

Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…

A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…