SOTAVerified

Invariant Risk Minimization

2019-07-05Code Available1· sign in to hype

Martin Arjovsky, Léon Bottou, Ishaan Gulrajani, David Lopez-Paz

Code Available — Be the first to reproduce this paper.

Reproduce

Code

Abstract

We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top of that data representation, matches for all training distributions. Through theory and experiments, we show how the invariances learned by IRM relate to the causal structures governing the data and enable out-of-distribution generalization.

Tasks

Benchmark Results

DatasetModelMetricClaimedVerifiedStatus
Colored-MNIST(with spurious correlation)MLP-IRMAccuracy 66.9Unverified

Reproductions