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arXiv 2106.04443cs.LGcs.ITmath.ITmath.OC
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Robust Generalization despite Distribution Shift via Minimum Discriminating Information

University of Konstanz(康斯坦茨大学);ETH Zurich(苏黎世联邦理工学院);Ecole Polytechnique Fédérale de Lausanne(洛桑联邦理工学院)

Tobias Sutter, Andreas Krause, Daniel Kuhn

英文摘要:

Training models that perform well under distribution shifts is a central challenge in machine learning. In this paper, we introduce a modeling framework where, in addition to training data, we have partial structural knowledge of the shifted test distribution. We employ the principle of minimum discriminating information to embed the available prior knowledge, and use distributionally robust optimization to account for uncertainty due to the limited samples. By leveraging large deviation results, we obtain explicit generalization bounds with respect to the unknown shifted distribution. Lastly, we demonstrate the versatility of our framework by demonstrating it on two rather distinct applications: (1) training classifiers on systematically biased data and (2) off-policy evaluation in Markov Decision Processes.

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