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Invariant Risk Minimization Is A Total Variation Model

ICML 2024 · Label-efficient and robust learning › Recognition and long-tail · approach: Data augmentation and generalization bias · 0 citations (OpenAlex)

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Shows that invariant risk minimization (IRM) and related variants (V-REx, ZIN, TIVA) can be written as total-variation-based models, and proposes TV-ℓ1 variants (IRM-TV-ℓ1, Minimax-TV-ℓ1) evaluated on simulated temporal data, house prices, CelebA, Landcover and Adult.

Problem

IRM's mathematical essence is unclear, and its gradient-norm penalty is a surrogate for a bi-level problem; the paper asks what IRM really optimizes and how to get more robust, blocky invariant risks for out-of-distribution generalization.

Approach

Reinterpret IRM (and V-REx, ZIN, TIVA) as a TV-ℓ2 model of the risk with respect to the classifier variable, and propose TV-ℓ1 variants whose coarea-formula property encourages piecewise-constant (blocky) risks that are robust to environment change.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace ZIN with Minmax-TV-ℓ1simulation without environment partitions · Simulation (0.999, 0.7), p_v(t)=0.9mean accuracy: 87.70 -> 88.67Helped
replace IRM with IRM-TV-ℓ1simulation with environment partitions · Simulation (0.999, 0.7), p_v(t)=0.9mean accuracy: 87.84 -> 88.03Helped
replace EIIL with Minmax-TV-ℓ1house price prediction without environment partitions · House Prices testMSE: 0.3939 -> 0.3395Helped
replace groupDRO with IRM-TV-ℓ1house price prediction with environment partitions · House Prices testMSE: 0.7358 -> 0.4420Helped
replace ZIN with Minmax-TV-ℓ1CelebA without environment partitions · CelebA testaccuracy: 76.73 -> 83.68Helped
replace IRM with IRM-TV-ℓ1CelebA with environment partitions · CelebA testaccuracy: 82.54 -> 83.47Helped
replace ZIN with Minmax-TV-ℓ1Landcover · Landcover OOD Testaccuracy: 62.22 -> 63.77Helped
replace ZIN with Minmax-TV-ℓ1Adult Income without environment partitions · Adult Income testaccuracy: 82.26 -> 83.33Helped
replace IRM with IRM-TV-ℓ1Adult Income with environment partitions · Adult Income testaccuracy: 82.32 -> 83.31Helped

Surprising findings

Limitations

Experimental setup

Datasets: Simulated temporal heterogeneity data House Prices CelebA Landcover Adult

Benchmarks: Simulation study (temporal spurious correlation) House Prices CelebA Landcover Adult

Metrics: accuracy worst-environment accuracy mean squared error

Baselines: ERM IRM groupDRO EIIL LfF HRM ZIN TIVA

Builds on: IRM REx ZIN TIVA total variation (ROF/TV-l1 denoising)

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