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Continuous Invariance Learning

ICLR 2024 · Label-efficient and robust learning › Domain adaptation and generalization · approach: Optimization-based domain generalization · 1 citations (OpenAlex)

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Proposes Continuous Invariance Learning (CIL), a min-max adversarial method that learns invariant features across continuously indexed domains by aligning E^y[t|Φ(x)] across classes instead of E^t[y|Φ(x)] across domains.

Problem

Invariance learning methods assume discrete domain indices, but many real tasks (e.g., time-indexed cloud CPU prediction) have continuous domains; existing methods fail when there are many domains with few samples each.

Approach

Replace domain-wise alignment of E^t[y|Φ(x)] with class-wise alignment of E^y[t|Φ(x)]: two domain-index regressors (one using Φ(x) only, one using Φ(x) and y) are trained adversarially, and the featurizer is penalized when their losses differ, enforcing conditional independence of y and t given Φ(x).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use CIL instead of the strongest reported baselineContinuous CMNIST Linear · Continuous CMNIST Linear OODaccuracy: 41.87 (0.48) -> 57.20 (6.89)Helped
use CIL instead of the strongest reported baselineContinuous CMNIST Sine · Continuous CMNIST Sine OODaccuracy: 42.24 (0.74) -> 59.50 (8.67)Helped
use CIL instead of the strongest reported baselineContinuous CMNIST with 1024 domains · Continuous CMNIST, 1024 domainsaccuracy: 58.3 -> 67.2Helped
use CIL instead of the strongest reported baselineHousePrice · HousePrice OODaccuracy: 77.54 (0.30) -> 79.29 (0.77)Helped
use CIL instead of the strongest reported baselineInsurance Fraud · Insurance Fraud OODaccuracy: 73.52 (0.46) -> 76.54 (1.03)Helped
use CIL instead of the strongest reported baselineAlipay Auto-scaling · Alipay Auto-scaling OODaccuracy: 66.20 (0.06) -> 71.29 (0.04)Helped
use CILYearbook · Yearbook worst test OOD domainaccuracy: 71.22%Helped
use L2 domain regression loss instead of L1 (ablation)CIL on HousePrice · HousePrice OODaccuracy: 77.98 (1.02) -> 79.29 (0.77)Helped
use L1 domain regression loss instead of L2 (ablation)CIL on Insurance Fraud · Insurance Fraud OODaccuracy: 75.01 (1.18) -> 76.54 (1.03)Helped
use L1 domain regression loss instead of L2 (ablation)CIL on Alipay Auto-scaling · Alipay Auto-scaling OODaccuracy: 71.29 (0.04) -> 68.51 (1.33)Hurt

Limitations

Experimental setup

Datasets: CMNIST HousePrice (Kaggle) Insurance Fraud (Kaggle) Alipay Auto-scaling (proprietary) WildTime Yearbook

Benchmarks: Continuous CMNIST HousePrice Insurance Fraud Alipay Auto-scaling WildTime Yearbook

Metrics: accuracy

Baselines: ERM IRMv1 REx GroupDRO Diversify IIBNet InvRAT EIIL HRM ZIN

Builds on: Invariant Risk Minimization REx IRMv1 CIDA

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