The goal of domain generalization algorithms is to predict well on distributions different from those seen during training While a myriad of domain generalization algorithms exist, inconsistencies in experimental conditions -- datasets, architectures, and model selection criteria -- render fair and realistic comparisons difficult In this paper, we are interested in understanding how useful domain generalization algorithms are in realistic settings As a first step, we realize that model selection is non-trivial for domain generalization tasks Contrary to prior work, we argue that domain generalization algorithms without a model selection strategy should be regarded as incomplete Next, we implement DomainBed, a testbed for domain generalization including seven multi-domain datasets, nine baseline algorithms, and three model selection criteria We conduct extensive experiments using DomainBed and find that, when carefully implemented, empirical risk minimization shows state-of-the-art performance across all datasets Looking forward, we hope that the release of DomainBed, along with contributions from fellow researchers, will streamline reproducible and rigorous research in domain generalization

In Search of Lost Domain Generalization

Deep learning approaches to anomaly detection have recently improved the state of the art in detection performance on complex datasets such as large collections of images or text. These results have sparked a renewed interest in the anomaly detection problem and led to the introduction of a great variety of new methods. With the emergence of numerous such methods, including approaches based on generative models, one-class classification, and reconstruction, there is a growing need to bring methods of this field into a systematic and unified perspective. In this review we aim to identify the common underlying principles as well as the assumptions that are often made implicitly by various methods. In particular, we draw connections between classic 'shallow' and novel deep approaches and show how this relation might cross-fertilize or extend both directions. We further provide an empirical assessment of major existing methods that is enriched by the use of recent explainability techniques, and present specific worked-through examples together with practical advice. Finally, we outline critical open challenges and identify specific paths for future research in anomaly detection.

A Unifying Review of Deep and Shallow Anomaly Detection

Deep learning approaches to anomaly detection (AD) have recently improved the state of the art in detection performance on complex data sets, such as large collections of images or text. These results have sparked a renewed interest in the AD problem and led to the introduction of a great variety of new methods. With the emergence of numerous such methods, including approaches based on generative models, one-class classification, and reconstruction, there is a growing need to bring methods of this field into a systematic and unified perspective. In this review, we aim to identify the common underlying principles and the assumptions that are often made implicitly by various methods. In particular, we draw connections between classic “shallow” and novel deep approaches and show how this relation might cross-fertilize or extend both directions. We further provide an empirical assessment of major existing methods that are enriched by the use of recent explainability techniques and present specific worked-through examples together with practical advice. Finally, we outline critical open challenges and identify specific paths for future research in AD.

/pdf/a-unifying-review-of-deep-and-shallow-anomaly-detection-61ph1bv9hs.pdf

Deep neural networks excel at learning from labeled data and achieve state-of-the-art results on a wide array of Natural Language Processing tasks. In contrast, learning from unlabeled data, especially under domain shift, remains a challenge. Motivated by the latest advances, in this survey we review neural unsupervised domain adaptation techniques which do not require labeled target domain data. This is a more challenging yet a more widely applicable setup. We outline methods, from early traditional non-neural methods to pre-trained model transfer. We also revisit the notion of domain, and we uncover a bias in the type of Natural Language Processing tasks which received most attention. Lastly, we outline future directions, particularly the broader need for out-of-distribution generalization of future NLP.

/pdf/neural-unsupervised-domain-adaptation-in-nlp-a-survey-1jktaq9cjn.pdf

Neural Unsupervised Domain Adaptation in NLP—A Survey

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain constant. Recently, Arjovsky et al. (2019) proposed Invariant Risk Minimization (IRM), an objective based on this idea for learning deep, invariant features of data which are a complex function of latent variables; many alternatives have subsequently been suggested. However, formal guarantees for all of these works are severely lacking. In this paper, we present the first analysis of classification under the IRM objective--as well as these recently proposed alternatives--under a fairly natural and general model. In the linear case, we show simple conditions under which the optimal solution succeeds or, more often, fails to recover the optimal invariant predictor. We furthermore present the very first results in the non-linear regime: we demonstrate that IRM can fail catastrophically unless the test data are sufficiently similar to the training distribution--this is precisely the issue that it was intended to solve. Thus, in this setting we find that IRM and its alternatives fundamentally do not improve over standard Empirical Risk Minimization.

The Risks of Invariant Risk Minimization

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 model's 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.

Out-of-Distribution Generalization via Risk Extrapolation (REx)

Standard learning approaches are designed to perform well on average for the data distribution available at training time. Developing learning approaches that are not overly sensitive to the training distribution is central to research on domain- or out-of-distribution generalization, robust optimization and fairness. In this work we focus on links between research on domain generalization and algorithmic fairness---where performance under a distinct but related test distributions is studied---and show how the two fields can be mutually beneficial. While domain generalization methods typically rely on knowledge of disjoint "domains" or "environments", "sensitive" label information indicating which demographic groups are at risk of discrimination is often used in the fairness literature. Drawing inspiration from recent fairness approaches that improve worst-case performance without knowledge of sensitive groups, we propose a novel domain generalization method that handles the more realistic scenario where environment partitions are not provided. We then show theoretically and empirically how different partitioning schemes can lead to increased or decreased generalization performance, enabling us to outperform Invariant Risk Minimization with handcrafted environments in multiple cases. We also show how a re-interpretation of IRMv1 allows us for the first time to directly optimize a common fairness criterion, group-sufficiency, and thereby improve performance on a fair prediction task.

/pdf/exchanging-lessons-between-algorithmic-fairness-and-domain-19opdlsz56.pdf

Exchanging Lessons Between Algorithmic Fairness and Domain Generalization

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 model’s 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.

/pdf/out-of-distribution-generalization-via-risk-extrapolation-dqx38nsaiz.pdf

Joern-Henrik Jacobsen

Papers

Out-of-Distribution Generalization via Risk Extrapolation (REx)

Exchanging Lessons Between Algorithmic Fairness and Domain Generalization

Out-of-Distribution Generalization via Risk Extrapolation (REx)