Understanding Risk Extrapolation (REx) and when it finds Invariant Relationships

Generalizing models for new unknown datasets is a common problem in machine learning. Algorithms that perform well for test instances with the same distribution as their training dataset often perform severely on new datasets with a different distribution. This problem is caused by distributional shifts between the training of the model and...

Group Distributionally Robust Optimization for Solving Out-Of-Domain Generalization and Finding Causal Invariant Relationships

Out-of-Domain (OOD) generalization is a challenging problem in machine learning about learning a model from one or more domains and making the model perform well on an unseen domain. Empirical Risk Minimization (ERM), the standard machine learning method, suffers from learning spurious correlation in the training domain, therefore may perform...