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Probable Domain Generalization via Quantile Risk Minimization
Cian Eastwood · Alexander Robey · Shashank Singh · Julius von Kügelgen · Hamed Hassani · George J. Pappas · Bernhard Schölkopf

Wed Nov 30 02:00 PM -- 04:00 PM (PST) @ Hall J #711
Domain generalization (DG) seeks predictors which perform well on unseen test distributions by leveraging data drawn from multiple related training distributions or domains. To achieve this, DG is commonly formulated as an average- or worst-case problem over the set of possible domains. However, predictors that perform well on average lack robustness while predictors that perform well in the worst case tend to be overly-conservative. To address this, we propose a new probabilistic framework for DG where the goal is to learn predictors that perform well with high probability. Our key idea is that distribution shifts seen during training should inform us of probable shifts at test time, which we realize by explicitly relating training and test domains as draws from the same underlying meta-distribution. To achieve probable DG, we propose a new optimization problem called Quantile Risk Minimization (QRM). By minimizing the $\alpha$-quantile of predictor's risk distribution over domains, QRM seeks predictors that perform well with probability $\alpha$. To solve QRM in practice, we propose the Empirical QRM (EQRM) algorithm, and prove: (i) a generalization bound for EQRM; and (ii) that EQRM recovers the causal predictor as $\alpha \to 1$. In our experiments, we introduce a more holistic quantile-focused evaluation protocol for DG, and demonstrate that EQRM outperforms state-of-the-art baselines on CMNIST and several datasets from WILDS and DomainBed.

Author Information

Cian Eastwood (University of Edinburgh)
Alexander Robey (University of Pennsylvania)
Shashank Singh (CMU/Google)
Julius von Kügelgen (Max Planck Institute for Intelligent Systems Tübingen & University of Cambridge)
Hamed Hassani (UPenn)
George J. Pappas (University of Pennsylvania)

George J. Pappas is the UPS Foundation Professor and Chair of the Department of Electrical and Systems Engineering at the University of Pennsylvania. He also holds a secondary appointment in the Departments of Computer and Information Sciences, and Mechanical Engineering and Applied Mechanics. He is member of the GRASP Lab and the PRECISE Center. He has previously served as the Deputy Dean for Research in the School of Engineering and Applied Science. His research focuses on control theory and in particular, hybrid systems, embedded systems, hierarchical and distributed control systems, with applications to unmanned aerial vehicles, distributed robotics, green buildings, and biomolecular networks. He is a Fellow of IEEE, and has received various awards such as the Antonio Ruberti Young Researcher Prize, the George S. Axelby Award, the O. Hugo Schuck Best Paper Award, the National Science Foundation PECASE, and the George H. Heilmeier Faculty Excellence Award.

Bernhard Schölkopf (MPI for Intelligent Systems, Tübingen)

Bernhard Scholkopf received degrees in mathematics (London) and physics (Tubingen), and a doctorate in computer science from the Technical University Berlin. He has researched at AT&T Bell Labs, at GMD FIRST, Berlin, at the Australian National University, Canberra, and at Microsoft Research Cambridge (UK). In 2001, he was appointed scientific member of the Max Planck Society and director at the MPI for Biological Cybernetics; in 2010 he founded the Max Planck Institute for Intelligent Systems. For further information, see www.kyb.tuebingen.mpg.de/~bs.

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