Out-of-Variable Generalisation for Discriminative Models

Siyuan Guo, Jonas Bernhard Wildberger, Bernhard Schölkopf

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Keywords: Out-of-Variable Generalization, Causality

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Abstract: The ability of an agent to do well in new environments is a critical aspect of intelligence. In machine learning, this ability is known as $\textit{strong}$ or $\textit{out-of-distribution}$ generalization. However, merely considering differences in distributions is inadequate for fully capturing differences between learning environments. In the present paper, we investigate $\textit{out-of-variable}$ generalization, which pertains to an agent's generalization capabilities concerning environments with variables that were never jointly observed before. This skill closely reflects the process of animate learning: we, too, explore Nature by probing, observing, and measuring proper $\textit{subsets}$ of variables at any given time. Mathematically, $\textit{oov}$ generalization requires the efficient re-use of past marginal information, i.e., information over subsets of previously observed variables. We study this problem, focusing on prediction tasks across environments that contain overlapping, yet distinct, sets of causes. We show that after fitting a classifier, the residual distribution in one environment reveals the partial derivative of the true generating function with respect to the unobserved causal parent in that environment. We leverage this information and propose a method that exhibits non-trivial out-of-variable generalization performance when facing an overlapping, yet distinct, set of causal predictors. Code: https://github.com/syguo96/Out-of-Variable-Generalization

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Primary Area: transfer learning, meta learning, and lifelong learning

Submission Number: 5166