First Steps Toward Understanding the Extrapolation of Nonlinear Models to Unseen DomainsDownload PDF

05 Oct 2022, 00:13 (modified: 15 Nov 2022, 19:03)NeurIPS 2022 Workshop DistShift SpotlightReaders: Everyone
Keywords: extrapolation of nonlinear models, theory, structured domain shift, gaussian kernel
TL;DR: We prove the first result for understanding the extrapolation of nonlinear model class with structured domain shifts.
Abstract: Real-world machine learning applications often involve deploying neural networks to domains that are not seen in the training time. Hence, we need to understand the extrapolation of \textit{nonlinear} models---under what conditions on the distributions and function class, models can be guaranteed to extrapolate to new test distributions. The question is very challenging because even two-layer neural networks cannot be guaranteed to extrapolate outside the support of the training distribution without further assumptions on the domain shift. This paper makes some initial steps towards analyzing the extrapolation of nonlinear models for structured domain shift. We primarily consider settings where the \textit{marginal} distribution of each coordinate of the data (or subset of coordinates) does not shift significantly across the training and test distributions, but the joint distribution may have a much bigger shift. We prove that the family of nonlinear models of the form $f(x)=\sum f_i(x_i)$, where $f_i$ is an \emph{arbitrary} function on the subset of features $x_i$, can extrapolate to unseen distributions, if the covariance of the features is well-conditioned. To the best of our knowledge, this is the first result that goes beyond linear models and the bounded density ratio assumption, even though the assumptions on the distribution shift and function class are stylized.
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