Environment Inference for Invariant Learning
Elliot Creager,u00a0Joern-Henrik Jacobsen,u00a0Richard Zemel
Learning models that gracefully handle distribution shifts is central to research on domain generalization, robust optimization, and fairness. A promising formulation is domain-invariant learning, which identifies the key issue of learning which features are domain-specific versus domain-invariant. An important assumption in this area is that the training examples are partitioned into u201cdomainsu201d or u201cenvironmentsu201d. Our focus is on the more common setting where such partitions are not provided. We propose EIIL, a general framework for domain-invariant learning that incorporates Environment Inference to directly infer partitions that are maximally informative for downstream Invariant Learning. We show that EIIL outperforms invariant learning methods on the CMNIST benchmark without using environment labels, and significantly outperforms ERM on worst-group performance in the Waterbirds dataset. Finally, we establish connections between EIIL and algorithmic fairness, which enables EIIL to improve accuracy and calibration in a fair prediction problem.
