NeurIPS 2022

The Missing Invariance Principle found -- the Reciprocal Twin of Invariant Risk Minimization

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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) was proposed to learn predictors that only use invariant features by conserving the feature-conditioned label expectation Ee[y|f(x)] across environments. However, more recent studies have demonstrated that IRM-v1, a practical version of IRM, can fail in various task settings. Here, we identify a fundamental flaw of IRM formulation that causes the failure. We then introduce a complementary notion of invariance, MRI, based on conserving the label-conditioned feature expectation Ee[f(x)|y] across environments, which is free of this flaw. Further, we introduce a simplified, practical version of the MRI formulation called MRI-v1. We note that this constraint is convex which confers it with an advantage over IRM-v1, which imposes non-convex constraints. We prove that in a general linear problem setting, MRI-v1 can guarantee invariant predictors given sufficient environments. We also empirically demonstrate that MRI strongly out-performs IRM and consistently achieves near-optimal OOD generalization in image-based nonlinear problems.


26 Nov 2022


NeurIPS 2022