No Arabic abstract
Classic machine learning methods are built on the $i.i.d.$ assumption that training and testing data are independent and identically distributed. However, in real scenarios, the $i.i.d.$ assumption can hardly be satisfied, rendering the sharp drop of classic machine learning algorithms performances under distributional shifts, which indicates the significance of investigating the Out-of-Distribution generalization problem. Out-of-Distribution (OOD) generalization problem addresses the challenging setting where the testing distribution is unknown and different from the training. This paper serves as the first effort to systematically and comprehensively discuss the OOD generalization problem, from the definition, methodology, evaluation to the implications and future directions. Firstly, we provide the formal definition of the OOD generalization problem. Secondly, existing methods are categorized into three parts based on their positions in the whole learning pipeline, namely unsupervised representation learning, supervised model learning and optimization, and typical methods for each category are discussed in detail. We then demonstrate the theoretical connections of different categories, and introduce the commonly used datasets and evaluation metrics. Finally, we summarize the whole literature and raise some future directions for OOD generalization problem. The summary of OOD generalization methods reviewed in this survey can be found at http://out-of-distribution-generalization.com.
Generalization to out-of-distribution (OOD) data, or domain generalization, is one of the central problems in modern machine learning. Recently, there is a surge of attempts to propose algorithms for OOD that mainly build upon the idea of extracting invariant features. Although intuitively reasonable, theoretical understanding of what kind of invariance can guarantee OOD generalization is still limited, and generalization to arbitrary out-of-distribution is clearly impossible. In this work, we take the first step towards rigorous and quantitative definitions of 1) what is OOD; and 2) what does it mean by saying an OOD problem is learnable. We also introduce a new concept of expansion function, which characterizes to what extent the variance is amplified in the test domains over the training domains, and therefore give a quantitative meaning of invariant features. Based on these, we prove OOD generalization error bounds. It turns out that OOD generalization largely depends on the expansion function. As recently pointed out by Gulrajani and Lopez-Paz (2020), any OOD learning algorithm without a model selection module is incomplete. Our theory naturally induces a model selection criterion. Extensive experiments on benchmark OOD datasets demonstrate that our model selection criterion has a significant advantage over baselines.
Distributional shift is one of the major obstacles when transferring machine learning prediction systems from the lab to the real world. To tackle this problem, we assume that variation across training domains is representative of the variation we might encounter at test time, but also that shifts at test time may be more extreme in magnitude. In particular, we show that reducing differences in risk across training domains can reduce a models sensitivity to a wide range of extreme distributional shifts, including the challenging setting where the input contains both causal and anti-causal elements. We motivate this approach, Risk Extrapolation (REx), as a form of robust optimization over a perturbation set of extrapolated domains (MM-REx), and propose a penalty on the variance of training risks (V-REx) as a simpler variant. We prove that variants of REx can recover the causal mechanisms of the targets, while also providing some robustness to changes in the input distribution (covariate shift). By appropriately trading-off robustness to causally induced distributional shifts and covariate shift, REx is able to outperform alternative methods such as Invariant Risk Minimization in situations where these types of shift co-occur.
Approaches based on deep neural networks have achieved striking performance when testing data and training data share similar distribution, but can significantly fail otherwise. Therefore, eliminating the impact of distribution shifts between training and testing data is crucial for building performance-promising deep models. Conventional methods assume either the known heterogeneity of training data (e.g. domain labels) or the approximately equal capacities of different domains. In this paper, we consider a more challenging case where neither of the above assumptions holds. We propose to address this problem by removing the dependencies between features via learning weights for training samples, which helps deep models get rid of spurious correlations and, in turn, concentrate more on the true connection between discriminative features and labels. Extensive experiments clearly demonstrate the effectiveness of our method on multiple distribution generalization benchmarks compared with state-of-the-art counterparts. Through extensive experiments on distribution generalization benchmarks including PACS, VLCS, MNIST-M, and NICO, we show the effectiveness of our method compared with state-of-the-art counterparts.
The mismatch between training and target data is one major challenge for current machine learning systems. When training data is collected from multiple domains and the target domains include all training domains and other new domains, we are facing an Out-of-Distribution (OOD) generalization problem that aims to find a model with the best OOD accuracy. One of the definitions of OOD accuracy is worst-domain accuracy. In general, the set of target domains is unknown, and the worst over target domains may be unseen when the number of observed domains is limited. In this paper, we show that the worst accuracy over the observed domains may dramatically fail to identify the OOD accuracy. To this end, we introduce Influence Function, a classical tool from robust statistics, into the OOD generalization problem and suggest the variance of influence function to monitor the stability of a model on training domains. We show that the accuracy on test domains and the proposed index together can help us discern whether OOD algorithms are needed and whether a model achieves good OOD generalization.
Learning data representations that are useful for various downstream tasks is a cornerstone of artificial intelligence. While existing methods are typically evaluated on downstream tasks such as classification or generative image quality, we propose to assess representations through their usefulness in downstream control tasks, such as reaching or pushing objects. By training over 10,000 reinforcement learning policies, we extensively evaluate to what extent different representation properties affect out-of-distribution (OOD) generalization. Finally, we demonstrate zero-shot transfer of these policies from simulation to the real world, without any domain randomization or fine-tuning. This paper aims to establish the first systematic characterization of the usefulness of learned representations for real-world OOD downstream tasks.