Domain generalization aims at performing well on unseen test environments with data from a limited number of training environments. Despite a proliferation of proposed algorithms for this task, assessing their performance both theoretically and empirically is still very challenging. Distributional matching algorithms such as (Conditional) Domain Adversarial Networks [12, 28] are popular and enjoy empirical success, but they lack formal guarantees. Other approaches such as Invariant Risk Minimization (IRM) require a prohibitively large number of training environments—linear in the dimension of the spurious feature space ds—even on simple data models like the one proposed by Rosenfeld et al. [37]. Under a variant of this model, we show that ERM and IRM can fail to fnd the optimal invariant predictor with o(ds) environments. We then present an iterative feature matching algorithm that is guaranteed with high probability to find the optimal invariant predictor after seeing only O(log ds) environments. Our results provide the first theoretical justification for distribution-matching algorithms widely used in practice under a concrete nontrivial data model.
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Does Invariant Risk Minimization Capture Invariance?
We show that the Invariant Risk Minimization (IRM) formulation of Arjovsky et al. (2019) can fail to capture “natural” invariances, at least when used in its practical “linear” form, and even on very simple problems which directly follow the motivating examples for IRM. This can lead to worse generalization on new environments, even when compared to unconstrained ERM. The issue stems from a significant gap between the linear variant (as in their concrete method IRMv1) and the full non-linear IRM formulation. Additionally, even when capturing the “right” invariances, we show that it is possible for IRM to learn a sub-optimal predictor, due to the loss function not being invariant across environments. The issues arise even when measuring invariance on the population distributions, but are exacerbated by the fact that IRM is extremely fragile to sampling.
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- Award ID(s):
- 1764032
- PAR ID:
- 10286845
- Date Published:
- Journal Name:
- Proceedings of Machine Learning Research
- Volume:
- 130
- ISSN:
- 2640-3498
- Page Range / eLocation ID:
- 4069-4077
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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