Invariant Risk Minimization Games

Kartik Ahuja, Karthikeyan Shanmugam, Kush Varshney, Amit Dhurandhar
Proceedings of the 37th International Conference on Machine Learning, PMLR 119:145-155, 2020.

Abstract

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many environments and finding invariant predictors reduces the effect of spurious features by concentrating models on features that have a causal relationship with the outcome. In this work, we pose such invariant risk minimization as finding the Nash equilibrium of an ensemble game among several environments. By doing so, we develop a simple training algorithm that uses best response dynamics and, in our experiments, yields similar or better empirical accuracy with much lower variance than the challenging bi-level optimization problem of Arjovsky et al. (2019). One key theoretical contribution is showing that the set of Nash equilibria for the proposed game are equivalent to the set of invariant predictors for any finite number of environments, even with nonlinear classifiers and transformations. As a result, our method also retains the generalization guarantees to a large set of environments shown in Arjovsky et al. (2019). The proposed algorithm adds to the collection of successful game-theoretic machine learning algorithms such as generative adversarial networks.

Cite this Paper


BibTeX
@InProceedings{pmlr-v119-ahuja20a, title = {Invariant Risk Minimization Games}, author = {Ahuja, Kartik and Shanmugam, Karthikeyan and Varshney, Kush and Dhurandhar, Amit}, booktitle = {Proceedings of the 37th International Conference on Machine Learning}, pages = {145--155}, year = {2020}, editor = {Hal Daumé III and Aarti Singh}, volume = {119}, series = {Proceedings of Machine Learning Research}, month = {13--18 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v119/ahuja20a/ahuja20a.pdf}, url = { http://proceedings.mlr.press/v119/ahuja20a.html }, abstract = {The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many environments and finding invariant predictors reduces the effect of spurious features by concentrating models on features that have a causal relationship with the outcome. In this work, we pose such invariant risk minimization as finding the Nash equilibrium of an ensemble game among several environments. By doing so, we develop a simple training algorithm that uses best response dynamics and, in our experiments, yields similar or better empirical accuracy with much lower variance than the challenging bi-level optimization problem of Arjovsky et al. (2019). One key theoretical contribution is showing that the set of Nash equilibria for the proposed game are equivalent to the set of invariant predictors for any finite number of environments, even with nonlinear classifiers and transformations. As a result, our method also retains the generalization guarantees to a large set of environments shown in Arjovsky et al. (2019). The proposed algorithm adds to the collection of successful game-theoretic machine learning algorithms such as generative adversarial networks.} }
Endnote
%0 Conference Paper %T Invariant Risk Minimization Games %A Kartik Ahuja %A Karthikeyan Shanmugam %A Kush Varshney %A Amit Dhurandhar %B Proceedings of the 37th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2020 %E Hal Daumé III %E Aarti Singh %F pmlr-v119-ahuja20a %I PMLR %P 145--155 %U http://proceedings.mlr.press/v119/ahuja20a.html %V 119 %X The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many environments and finding invariant predictors reduces the effect of spurious features by concentrating models on features that have a causal relationship with the outcome. In this work, we pose such invariant risk minimization as finding the Nash equilibrium of an ensemble game among several environments. By doing so, we develop a simple training algorithm that uses best response dynamics and, in our experiments, yields similar or better empirical accuracy with much lower variance than the challenging bi-level optimization problem of Arjovsky et al. (2019). One key theoretical contribution is showing that the set of Nash equilibria for the proposed game are equivalent to the set of invariant predictors for any finite number of environments, even with nonlinear classifiers and transformations. As a result, our method also retains the generalization guarantees to a large set of environments shown in Arjovsky et al. (2019). The proposed algorithm adds to the collection of successful game-theoretic machine learning algorithms such as generative adversarial networks.
APA
Ahuja, K., Shanmugam, K., Varshney, K. & Dhurandhar, A.. (2020). Invariant Risk Minimization Games. Proceedings of the 37th International Conference on Machine Learning, in Proceedings of Machine Learning Research 119:145-155 Available from http://proceedings.mlr.press/v119/ahuja20a.html .

Related Material