Daily Papers

Online continual learning (CL) aims to learn new knowledge and consolidate previously learned knowledge from non-stationary data streams. Due to the time-varying training setting, the model learned from a changing distribution easily forgets the previously learned knowledge and biases toward the newly received task. To address this problem, we propose a Continual Bias Adaptor (CBA) module to augment the classifier network to adapt to catastrophic distribution change during training, such that the classifier network is able to learn a stable consolidation of previously learned tasks. In the testing stage, CBA can be removed which introduces no additional computation cost and memory overhead. We theoretically reveal the reason why the proposed method can effectively alleviate catastrophic distribution shifts, and empirically demonstrate its effectiveness through extensive experiments based on four rehearsal-based baselines and three public continual learning benchmarks.

Large-scale code generation models such as Codex and CodeT5 have achieved impressive performance. However, libraries are upgraded or deprecated very frequently and re-training large-scale language models is computationally expensive. Therefore, Continual Learning (CL) is an important aspect that remains underexplored in the code domain. In this paper, we introduce a benchmark called CodeTask-CL that covers a wide range of tasks, including code generation, translation, summarization, and refinement, with different input and output programming languages. Next, on our CodeTask-CL benchmark, we compare popular CL techniques from NLP and Vision domains. We find that effective methods like Prompt Pooling (PP) suffer from catastrophic forgetting due to the unstable training of the prompt selection mechanism caused by stark distribution shifts in coding tasks. We address this issue with our proposed method, Prompt Pooling with Teacher Forcing (PP-TF), that stabilizes training by enforcing constraints on the prompt selection mechanism and leads to a 21.54% improvement over Prompt Pooling. Along with the benchmark, we establish a training pipeline that can be used for CL on code models, which we believe can motivate further development of CL methods for code models. Our code is available at https://github.com/amazon-science/codetaskcl-pptf

A large body of research in continual learning is devoted to overcoming the catastrophic forgetting of neural networks by designing new algorithms that are robust to the distribution shifts. However, the majority of these works are strictly focused on the "algorithmic" part of continual learning for a "fixed neural network architecture", and the implications of using different architectures are mostly neglected. Even the few existing continual learning methods that modify the model assume a fixed architecture and aim to develop an algorithm that efficiently uses the model throughout the learning experience. However, in this work, we show that the choice of architecture can significantly impact the continual learning performance, and different architectures lead to different trade-offs between the ability to remember previous tasks and learning new ones. Moreover, we study the impact of various architectural decisions, and our findings entail best practices and recommendations that can improve the continual learning performance.

Distribution shift (e.g., task or domain shift) in continual learning (CL) usually results in catastrophic forgetting of neural networks. Although it can be alleviated by repeatedly replaying buffered data, the every-step replay is time-consuming. In this paper, we study which modules in neural networks are more prone to forgetting by investigating their training dynamics during CL. Our proposed metrics show that only a few modules are more task-specific and sensitively alter between tasks, while others can be shared across tasks as common knowledge. Hence, we attribute forgetting mainly to the former and find that finetuning them only on a small buffer at the end of any CL method can bring non-trivial improvement. Due to the small number of finetuned parameters, such ``Forgetting Prioritized Finetuning (FPF)'' is efficient in computation. We further propose a more efficient and simpler method that entirely removes the every-step replay and replaces them by only k-times of FPF periodically triggered during CL. Surprisingly, this ``k-FPF'' performs comparably to FPF and outperforms the SOTA CL methods but significantly reduces their computational overhead and cost. In experiments on several benchmarks of class- and domain-incremental CL, FPF consistently improves existing CL methods by a large margin, and k-FPF further excels in efficiency without degrading the accuracy. We also empirically studied the impact of buffer size, epochs per task, and finetuning modules on the cost and accuracy of our methods.

A distribution shift can have fundamental consequences such as signaling a change in the operating environment or significantly reducing the accuracy of downstream models. Thus, understanding distribution shifts is critical for examining and hopefully mitigating the effect of such a shift. Most prior work focuses on merely detecting if a shift has occurred and assumes any detected shift can be understood and handled appropriately by a human operator. We hope to aid in these manual mitigation tasks by explaining the distribution shift using interpretable transportation maps from the original distribution to the shifted one. We derive our interpretable mappings from a relaxation of optimal transport, where the candidate mappings are restricted to a set of interpretable mappings. We then inspect multiple quintessential use-cases of distribution shift in real-world tabular, text, and image datasets to showcase how our explanatory mappings provide a better balance between detail and interpretability than baseline explanations by both visual inspection and our PercentExplained metric.

Distribution shifts -- where the training distribution differs from the test distribution -- can substantially degrade the accuracy of machine learning (ML) systems deployed in the wild. Despite their ubiquity in the real-world deployments, these distribution shifts are under-represented in the datasets widely used in the ML community today. To address this gap, we present WILDS, a curated benchmark of 10 datasets reflecting a diverse range of distribution shifts that naturally arise in real-world applications, such as shifts across hospitals for tumor identification; across camera traps for wildlife monitoring; and across time and location in satellite imaging and poverty mapping. On each dataset, we show that standard training yields substantially lower out-of-distribution than in-distribution performance. This gap remains even with models trained by existing methods for tackling distribution shifts, underscoring the need for new methods for training models that are more robust to the types of distribution shifts that arise in practice. To facilitate method development, we provide an open-source package that automates dataset loading, contains default model architectures and hyperparameters, and standardizes evaluations. Code and leaderboards are available at https://wilds.stanford.edu.

Machine learning models frequently experience performance drops under distribution shifts. The underlying cause of such shifts may be multiple simultaneous factors such as changes in data quality, differences in specific covariate distributions, or changes in the relationship between label and features. When a model does fail during deployment, attributing performance change to these factors is critical for the model developer to identify the root cause and take mitigating actions. In this work, we introduce the problem of attributing performance differences between environments to distribution shifts in the underlying data generating mechanisms. We formulate the problem as a cooperative game where the players are distributions. We define the value of a set of distributions to be the change in model performance when only this set of distributions has changed between environments, and derive an importance weighting method for computing the value of an arbitrary set of distributions. The contribution of each distribution to the total performance change is then quantified as its Shapley value. We demonstrate the correctness and utility of our method on synthetic, semi-synthetic, and real-world case studies, showing its effectiveness in attributing performance changes to a wide range of distribution shifts.

Given an algorithmic predictor that is accurate on some source population consisting of strategic human decision subjects, will it remain accurate if the population respond to it? In our setting, an agent or a user corresponds to a sample (X,Y) drawn from a distribution D and will face a model h and its classification result h(X). Agents can modify X to adapt to h, which will incur a distribution shift on (X,Y). Our formulation is motivated by applications where the deployed machine learning models are subjected to human agents, and will ultimately face responsive and interactive data distributions. We formalize the discussions of the transferability of a model by studying how the performance of the model trained on the available source distribution (data) would translate to the performance on its induced domain. We provide both upper bounds for the performance gap due to the induced domain shift, as well as lower bounds for the trade-offs that a classifier has to suffer on either the source training distribution or the induced target distribution. We provide further instantiated analysis for two popular domain adaptation settings, including covariate shift and target shift.

In machine learning, generalization against distribution shifts -- where deployment conditions diverge from the training scenarios -- is crucial, particularly in fields like climate modeling, biomedicine, and autonomous driving. The emergence of foundation models, distinguished by their extensive pretraining and task versatility, has led to an increased interest in their adaptability to distribution shifts. GPT-4V(ision) acts as the most advanced publicly accessible multimodal foundation model, with extensive applications across various domains, including anomaly detection, video understanding, image generation, and medical diagnosis. However, its robustness against data distributions remains largely underexplored. Addressing this gap, this study rigorously evaluates GPT-4V's adaptability and generalization capabilities in dynamic environments, benchmarking against prominent models like CLIP and LLaVA. We delve into GPT-4V's zero-shot generalization across 13 diverse datasets spanning natural, medical, and molecular domains. We further investigate its adaptability to controlled data perturbations and examine the efficacy of in-context learning as a tool to enhance its adaptation. Our findings delineate GPT-4V's capability boundaries in distribution shifts, shedding light on its strengths and limitations across various scenarios. Importantly, this investigation contributes to our understanding of how AI foundation models generalize to distribution shifts, offering pivotal insights into their adaptability and robustness. Code is publicly available at https://github.com/jameszhou-gl/gpt-4v-distribution-shift.

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et al., 2016). More specifically, the target variable y (also known as the response variable), which is continuous, has different marginal distributions in the training source and testing domain, while the conditional distribution of features x given y remains the same. While most literature focuses on classification tasks with finite target space, the regression problem has an infinite dimensional target space, which makes many of the existing methods inapplicable. In this work, we show that the continuous target shift problem can be addressed by estimating the importance weight function from an ill-posed integral equation. We propose a nonparametric regularized approach named ReTaSA to solve the ill-posed integral equation and provide theoretical justification for the estimated importance weight function. The effectiveness of the proposed method has been demonstrated with extensive numerical studies on synthetic and real-world datasets.

Ocean scientists have been collecting visual data to study marine organisms for decades. These images and videos are extremely valuable both for basic science and environmental monitoring tasks. There are tools for automatically processing these data, but none that are capable of handling the extreme variability in sample populations, image quality, and habitat characteristics that are common in visual sampling of the ocean. Such distribution shifts can occur over very short physical distances and in narrow time windows. Creating models that are able to recognize when an image or video sequence contains a new organism, an unusual collection of animals, or is otherwise out-of-sample is critical to fully leverage visual data in the ocean. The FathomNet2023 competition dataset presents a realistic scenario where the set of animals in the target data differs from the training data. The challenge is both to identify the organisms in a target image and assess whether it is out-of-sample.

Ensuring the reliability and safety of automated decision-making is crucial. It is well-known that data distribution shifts in machine learning can produce unreliable outcomes. This paper proposes a new approach for measuring the reliability of predictions under distribution shifts. We analyze how the outputs of a trained neural network change using clustering to measure distances between outputs and class centroids. We propose this distance as a metric to evaluate the confidence of predictions under distribution shifts. We assign each prediction to a cluster with centroid representing the mean softmax output for all correct predictions of a given class. We then define a safety threshold for a class as the smallest distance from an incorrect prediction to the given class centroid. We evaluate the approach on the MNIST and CIFAR-10 datasets using a Convolutional Neural Network and a Vision Transformer, respectively. The results show that our approach is consistent across these data sets and network models, and indicate that the proposed metric can offer an efficient way of determining when automated predictions are acceptable and when they should be deferred to human operators given a distribution shift.

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying issue. For example, in military sensor networks, users will want to detect when one or more of the sensors has been compromised, and critically, they will want to know which specific sensors might be compromised. Thus, we first define a formalization of this problem as multiple conditional distribution hypothesis tests and propose both non-parametric and parametric statistical tests. For both efficiency and flexibility, we then propose to use a test statistic based on the density model score function (i.e. gradient with respect to the input) -- which can easily compute test statistics for all dimensions in a single forward and backward pass. Any density model could be used for computing the necessary statistics including deep density models such as normalizing flows or autoregressive models. We additionally develop methods for identifying when and where a shift occurs in multivariate time-series data and show results for multiple scenarios using realistic attack models on both simulated and real world data.

As black-box models increasingly power high-stakes applications, a variety of data-driven explanation methods have been introduced. Meanwhile, machine learning models are constantly challenged by distributional shifts. A question naturally arises: Are data-driven explanations robust against out-of-distribution data? Our empirical results show that even though predict correctly, the model might still yield unreliable explanations under distributional shifts. How to develop robust explanations against out-of-distribution data? To address this problem, we propose an end-to-end model-agnostic learning framework Distributionally Robust Explanations (DRE). The key idea is, inspired by self-supervised learning, to fully utilizes the inter-distribution information to provide supervisory signals for the learning of explanations without human annotation. Can robust explanations benefit the model's generalization capability? We conduct extensive experiments on a wide range of tasks and data types, including classification and regression on image and scientific tabular data. Our results demonstrate that the proposed method significantly improves the model's performance in terms of explanation and prediction robustness against distributional shifts.

Catastrophic regime shifts in complex natural systems may be averted through advanced detection. Recent work has provided a proof-of-principle that many systems approaching a catastrophic transition may be identified through the lens of early warning indicators such as rising variance or increased return times. Despite widespread appreciation of the difficulties and uncertainty involved in such forecasts, proposed methods hardly ever characterize their expected error rates. Without the benefits of replicates, controls, or hindsight, applications of these approaches must quantify how reliable different indicators are in avoiding false alarms, and how sensitive they are to missing subtle warning signs. We propose a model based approach in order to quantify this trade-off between reliability and sensitivity and allow comparisons between different indicators. We show these error rates can be quite severe for common indicators even under favorable assumptions, and also illustrate how a model-based indicator can improve this performance. We demonstrate how the performance of an early warning indicator varies in different data sets, and suggest that uncertainty quantification become a more central part of early warning predictions.

Robustness to natural distribution shifts has seen remarkable progress thanks to recent pre-training strategies combined with better fine-tuning methods. However, such fine-tuning assumes access to large amounts of labelled data, and the extent to which the observations hold when the amount of training data is not as high remains unknown. We address this gap by performing the first in-depth study of robustness to various natural distribution shifts in different low-shot regimes: spanning datasets, architectures, pre-trained initializations, and state-of-the-art robustness interventions. Most importantly, we find that there is no single model of choice that is often more robust than others, and existing interventions can fail to improve robustness on some datasets even if they do so in the full-shot regime. We hope that our work will motivate the community to focus on this problem of practical importance.

Large pre-trained models such as CLIP or ALIGN offer consistent accuracy across a range of data distributions when performing zero-shot inference (i.e., without fine-tuning on a specific dataset). Although existing fine-tuning methods substantially improve accuracy on a given target distribution, they often reduce robustness to distribution shifts. We address this tension by introducing a simple and effective method for improving robustness while fine-tuning: ensembling the weights of the zero-shot and fine-tuned models (WiSE-FT). Compared to standard fine-tuning, WiSE-FT provides large accuracy improvements under distribution shift, while preserving high accuracy on the target distribution. On ImageNet and five derived distribution shifts, WiSE-FT improves accuracy under distribution shift by 4 to 6 percentage points (pp) over prior work while increasing ImageNet accuracy by 1.6 pp. WiSE-FT achieves similarly large robustness gains (2 to 23 pp) on a diverse set of six further distribution shifts, and accuracy gains of 0.8 to 3.3 pp compared to standard fine-tuning on seven commonly used transfer learning datasets. These improvements come at no additional computational cost during fine-tuning or inference.

We propose a new method for generating realistic datasets with distribution shifts using any decoder-based generative model. Our approach systematically creates datasets with varying intensities of distribution shifts, facilitating a comprehensive analysis of model performance degradation. We then use these generated datasets to evaluate the performance of various commonly used networks and observe a consistent decline in performance with increasing shift intensity, even when the effect is almost perceptually unnoticeable to the human eye. We see this degradation even when using data augmentations. We also find that enlarging the training dataset beyond a certain point has no effect on the robustness and that stronger inductive biases increase robustness.

Distribution shift presents a significant challenge in machine learning, where models often underperform during the test stage when faced with a different distribution than the one they were trained on. This paper focuses on domain shifts, which occur when the model is applied to new domains that are different from the ones it was trained on, and propose a new approach called D^3G. Unlike previous methods that aim to learn a single model that is domain invariant, D^3G leverages domain similarities based on domain metadata to learn domain-specific models. Concretely, D^3G learns a set of training-domain-specific functions during the training stage and reweights them based on domain relations during the test stage. These domain relations can be directly obtained and learned from domain metadata. Under mild assumptions, we theoretically prove that using domain relations to reweight training-domain-specific functions achieves stronger out-of-domain generalization compared to the conventional averaging approach. Empirically, we evaluate the effectiveness of D^3G using real-world datasets for tasks such as temperature regression, land use classification, and molecule-protein binding affinity prediction. Our results show that D^3G consistently outperforms state-of-the-art methods.

Learning representations that generalize under distribution shifts is critical for building robust machine learning models. However, despite significant efforts in recent years, algorithmic advances in this direction have been limited. In this work, we seek to understand the fundamental difficulty of out-of-distribution generalization with deep neural networks. We first empirically show that perhaps surprisingly, even allowing a neural network to explicitly fit the representations obtained from a teacher network that can generalize out-of-distribution is insufficient for the generalization of the student network. Then, by a theoretical study of two-layer ReLU networks optimized by stochastic gradient descent (SGD) under a structured feature model, we identify a fundamental yet unexplored feature learning proclivity of neural networks, feature contamination: neural networks can learn uncorrelated features together with predictive features, resulting in generalization failure under distribution shifts. Notably, this mechanism essentially differs from the prevailing narrative in the literature that attributes the generalization failure to spurious correlations. Overall, our results offer new insights into the non-linear feature learning dynamics of neural networks and highlight the necessity of considering inductive biases in out-of-distribution generalization.

Inspired by the phenomenon of catastrophic forgetting, we investigate the learning dynamics of neural networks as they train on single classification tasks. Our goal is to understand whether a related phenomenon occurs when data does not undergo a clear distributional shift. We define a `forgetting event' to have occurred when an individual training example transitions from being classified correctly to incorrectly over the course of learning. Across several benchmark data sets, we find that: (i) certain examples are forgotten with high frequency, and some not at all; (ii) a data set's (un)forgettable examples generalize across neural architectures; and (iii) based on forgetting dynamics, a significant fraction of examples can be omitted from the training data set while still maintaining state-of-the-art generalization performance.

This paper studies the prediction of a target z from a pair of random variables (x,y), where the ground-truth predictor is additive E[z mid x,y] = f_star(x) +g_{star}(y). We study the performance of empirical risk minimization (ERM) over functions f+g, f in F and g in G, fit on a given training distribution, but evaluated on a test distribution which exhibits covariate shift. We show that, when the class F is "simpler" than G (measured, e.g., in terms of its metric entropy), our predictor is more resilient to heterogenous covariate shifts in which the shift in x is much greater than that in y. These results rely on a novel H\"older style inequality for the Dudley integral which may be of independent interest. Moreover, we corroborate our theoretical findings with experiments demonstrating improved resilience to shifts in "simpler" features across numerous domains.

Neural networks have a number of shortcomings. Amongst the severest ones is the sensitivity to distribution shifts which allows models to be easily fooled into wrong predictions by small perturbations to inputs that are often imperceivable to humans and do not have to carry semantic meaning. Adversarial training poses a partial solution to address this issue by training models on worst-case perturbations. Yet, recent work has also pointed out that the reasoning in neural networks is different from humans. Humans identify objects by shape, while neural nets mainly employ texture cues. Exemplarily, a model trained on photographs will likely fail to generalize to datasets containing sketches. Interestingly, it was also shown that adversarial training seems to favorably increase the shift toward shape bias. In this work, we revisit this observation and provide an extensive analysis of this effect on various architectures, the common ell_2- and ell_infty-training, and Transformer-based models. Further, we provide a possible explanation for this phenomenon from a frequency perspective.

When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that are robust to such behavior. However, the conventional framework assumes that changing features does not change actual outcomes, which depicts users as "gaming" the system. Here we remove this assumption, and study learning in a causal strategic setting where true outcomes do change. Focusing on accuracy as our primary objective, we show how strategic behavior and causal effects underlie two complementing forms of distribution shift. We characterize these shifts, and propose a learning algorithm that balances between these two forces and over time, and permits end-to-end training. Experiments on synthetic and semi-synthetic data demonstrate the utility of our approach.

Understanding how machine learning models respond to distributional shifts is a key research challenge. Mazes serve as an excellent testbed due to varied generation algorithms offering a nuanced platform to simulate both subtle and pronounced distributional shifts. To enable systematic investigations of model behavior on out-of-distribution data, we present maze-dataset, a comprehensive library for generating, processing, and visualizing datasets consisting of maze-solving tasks. With this library, researchers can easily create datasets, having extensive control over the generation algorithm used, the parameters fed to the algorithm of choice, and the filters that generated mazes must satisfy. Furthermore, it supports multiple output formats, including rasterized and text-based, catering to convolutional neural networks and autoregressive transformer models. These formats, along with tools for visualizing and converting between them, ensure versatility and adaptability in research applications.

Safe deployment of graph neural networks (GNNs) under distribution shift requires models to provide accurate confidence indicators (CI). However, while it is well-known in computer vision that CI quality diminishes under distribution shift, this behavior remains understudied for GNNs. Hence, we begin with a case study on CI calibration under controlled structural and feature distribution shifts and demonstrate that increased expressivity or model size do not always lead to improved CI performance. Consequently, we instead advocate for the use of epistemic uncertainty quantification (UQ) methods to modulate CIs. To this end, we propose G-DeltaUQ, a new single model UQ method that extends the recently proposed stochastic centering framework to support structured data and partial stochasticity. Evaluated across covariate, concept, and graph size shifts, G-DeltaUQ not only outperforms several popular UQ methods in obtaining calibrated CIs, but also outperforms alternatives when CIs are used for generalization gap prediction or OOD detection. Overall, our work not only introduces a new, flexible GNN UQ method, but also provides novel insights into GNN CIs on safety-critical tasks.

Deep learning models are intrinsically sensitive to distribution shifts in the input data. In particular, small, barely perceivable perturbations to the input data can force models to make wrong predictions with high confidence. An common defense mechanism is regularization through adversarial training which injects worst-case perturbations back into training to strengthen the decision boundaries, and to reduce overfitting. In this context, we perform an investigation of 3x3 convolution filters that form in adversarially-trained models. Filters are extracted from 71 public models of the linf-RobustBench CIFAR-10/100 and ImageNet1k leaderboard and compared to filters extracted from models built on the same architectures but trained without robust regularization. We observe that adversarially-robust models appear to form more diverse, less sparse, and more orthogonal convolution filters than their normal counterparts. The largest differences between robust and normal models are found in the deepest layers, and the very first convolution layer, which consistently and predominantly forms filters that can partially eliminate perturbations, irrespective of the architecture. Data & Project website: https://github.com/paulgavrikov/cvpr22w_RobustnessThroughTheLens

Machine learning systems often experience a distribution shift between training and testing. In this paper, we introduce a simple variational objective whose optima are exactly the set of all representations on which risk minimizers are guaranteed to be robust to any distribution shift that preserves the Bayes predictor, e.g., covariate shifts. Our objective has two components. First, a representation must remain discriminative for the task, i.e., some predictor must be able to simultaneously minimize the source and target risk. Second, the representation's marginal support needs to be the same across source and target. We make this practical by designing self-supervised objectives that only use unlabelled data and augmentations to train robust representations. Our objectives give insights into the robustness of CLIP, and further improve CLIP's representations to achieve SOTA results on DomainBed.

Test-time adaptation (TTA) is the problem of updating a pre-trained source model at inference time given test input(s) from a different target domain. Most existing TTA approaches assume the setting in which the target domain is stationary, i.e., all the test inputs come from a single target domain. However, in many practical settings, the test input distribution might exhibit a lifelong/continual shift over time. Moreover, existing TTA approaches also lack the ability to provide reliable uncertainty estimates, which is crucial when distribution shifts occur between the source and target domain. To address these issues, we present PETAL (Probabilistic lifElong Test-time Adaptation with seLf-training prior), which solves lifelong TTA using a probabilistic approach, and naturally results in (1) a student-teacher framework, where the teacher model is an exponential moving average of the student model, and (2) regularizing the model updates at inference time using the source model as a regularizer. To prevent model drift in the lifelong/continual TTA setting, we also propose a data-driven parameter restoration technique which contributes to reducing the error accumulation and maintaining the knowledge of recent domains by restoring only the irrelevant parameters. In terms of predictive error rate as well as uncertainty based metrics such as Brier score and negative log-likelihood, our method achieves better results than the current state-of-the-art for online lifelong test-time adaptation across various benchmarks, such as CIFAR-10C, CIFAR-100C, ImageNetC, and ImageNet3DCC datasets. The source code for our approach is accessible at https://github.com/dhanajitb/petal.

Large pre-trained, zero-shot capable models have shown considerable success both for standard transfer and adaptation tasks, with particular robustness towards distribution shifts. In addition, subsequent fine-tuning can considerably improve performance on a selected downstream task. However, through naive fine-tuning, these zero-shot models lose their generalizability and robustness towards distribution shifts. This is a particular problem for tasks such as Continual Learning (CL), where continuous adaptation has to be performed as new task distributions are introduced sequentially. In this work, we showcase that where fine-tuning falls short to adapt such zero-shot capable models, simple momentum-based weight interpolation can provide consistent improvements for CL tasks in both memory-free and memory-based settings. In particular, we find improvements of over +4% on standard CL benchmarks, while reducing the error to the upper limit of jointly training on all tasks at once in parts by more than half, allowing the continual learner to inch closer to the joint training limits.

We present a method for making neural network predictions robust to shifts from the training data distribution. The proposed method is based on making predictions via a diverse set of cues (called 'middle domains') and ensembling them into one strong prediction. The premise of the idea is that predictions made via different cues respond differently to a distribution shift, hence one should be able to merge them into one robust final prediction. We perform the merging in a straightforward but principled manner based on the uncertainty associated with each prediction. The evaluations are performed using multiple tasks and datasets (Taskonomy, Replica, ImageNet, CIFAR) under a wide range of adversarial and non-adversarial distribution shifts which demonstrate the proposed method is considerably more robust than its standard learning counterpart, conventional deep ensembles, and several other baselines.

In many real-world settings, agents must learn from an offline dataset gathered by some prior behavior policy. Such a setting naturally leads to distribution shift between the behavior policy and the target policy being trained - requiring policy conservatism to avoid instability and overestimation bias. Autoregressive world models offer a different solution to this by generating synthetic, on-policy experience. However, in practice, model rollouts must be severely truncated to avoid compounding error. As an alternative, we propose policy-guided diffusion. Our method uses diffusion models to generate entire trajectories under the behavior distribution, applying guidance from the target policy to move synthetic experience further on-policy. We show that policy-guided diffusion models a regularized form of the target distribution that balances action likelihood under both the target and behavior policies, leading to plausible trajectories with high target policy probability, while retaining a lower dynamics error than an offline world model baseline. Using synthetic experience from policy-guided diffusion as a drop-in substitute for real data, we demonstrate significant improvements in performance across a range of standard offline reinforcement learning algorithms and environments. Our approach provides an effective alternative to autoregressive offline world models, opening the door to the controllable generation of synthetic training data.

Conventional wisdom suggests that neural network predictions tend to be unpredictable and overconfident when faced with out-of-distribution (OOD) inputs. Our work reassesses this assumption for neural networks with high-dimensional inputs. Rather than extrapolating in arbitrary ways, we observe that neural network predictions often tend towards a constant value as input data becomes increasingly OOD. Moreover, we find that this value often closely approximates the optimal constant solution (OCS), i.e., the prediction that minimizes the average loss over the training data without observing the input. We present results showing this phenomenon across 8 datasets with different distributional shifts (including CIFAR10-C and ImageNet-R, S), different loss functions (cross entropy, MSE, and Gaussian NLL), and different architectures (CNNs and transformers). Furthermore, we present an explanation for this behavior, which we first validate empirically and then study theoretically in a simplified setting involving deep homogeneous networks with ReLU activations. Finally, we show how one can leverage our insights in practice to enable risk-sensitive decision-making in the presence of OOD inputs.

Diffusion models have shown promising ability in generating high-quality time series (TS) data. Despite the initial success, existing works mostly focus on the authenticity of data at the individual level, but pay less attention to preserving the population-level properties on the entire dataset. Such population-level properties include value distributions for each dimension and distributions of certain functional dependencies (e.g., cross-correlation, CC) between different dimensions. For instance, when generating house energy consumption TS data, the value distributions of the outside temperature and the kitchen temperature should be preserved, as well as the distribution of CC between them. Preserving such TS population-level properties is critical in maintaining the statistical insights of the datasets, mitigating model bias, and augmenting downstream tasks like TS prediction. Yet, it is often overlooked by existing models. Hence, data generated by existing models often bear distribution shifts from the original data. We propose Population-aware Diffusion for Time Series (PaD-TS), a new TS generation model that better preserves the population-level properties. The key novelties of PaD-TS include 1) a new training method explicitly incorporating TS population-level property preservation, and 2) a new dual-channel encoder model architecture that better captures the TS data structure. Empirical results in major benchmark datasets show that PaD-TS can improve the average CC distribution shift score between real and synthetic data by 5.9x while maintaining a performance comparable to state-of-the-art models on individual-level authenticity.

In physics and engineering literature, the distribution of the excursion-above-zero time distribution (exceedance distribution) for a stationary Gaussian process has been approximated by a stationary switching process with independently distributed switching times. The approach matched the covariance of the clipped Gaussian process with the one for the stationary switching process and the distribution of the latter was used as the so-called independent interval approximation (IIA). The approach successfully assessed the persistency exponent for many physically important processes but left an unanswered question when such an approach leads to a mathematically meaningful and proper exceedance distribution. Here we address this question by proposing an alternative matching of the expected values of the clipped Slepian process and the corresponding switched process initiated at the origin. The method has allowed resolving the mathematical correctness of the matching method for a large subclass of the Gaussian processes with monotonic covariance, for which we provide a sufficient condition for the validity of the IIA. Within this class, the IIA produces a valid distribution for the excursion time and is represented in an explicit stochastic form that connects directly to the covariance of the underlying Gaussian process. We compare the excursion level distributions as well as the corresponding persistency exponents obtained through the IIA method with numerically computed exact distributions, and the simulated distribution for several important Gaussian models. We also argue that for stationary Gaussian processes with a non-monotonic covariance, the IIA fails and should not be used.

Test-Time Adaptation (TTA) has recently emerged as a promising approach for tackling the robustness challenge under distribution shifts. However, the lack of consistent settings and systematic studies in prior literature hinders thorough assessments of existing methods. To address this issue, we present TTAB, a test-time adaptation benchmark that encompasses ten state-of-the-art algorithms, a diverse array of distribution shifts, and two evaluation protocols. Through extensive experiments, our benchmark reveals three common pitfalls in prior efforts. First, selecting appropriate hyper-parameters, especially for model selection, is exceedingly difficult due to online batch dependency. Second, the effectiveness of TTA varies greatly depending on the quality and properties of the model being adapted. Third, even under optimal algorithmic conditions, none of the existing methods are capable of addressing all common types of distribution shifts. Our findings underscore the need for future research in the field to conduct rigorous evaluations on a broader set of models and shifts, and to re-examine the assumptions behind the empirical success of TTA. Our code is available at https://github.com/lins-lab/ttab.

Most machine learning (ML) systems assume stationary and matching data distributions during training and deployment. This is often a false assumption. When ML models are deployed on real devices, data distributions often shift over time due to changes in environmental factors, sensor characteristics, and task-of-interest. While it is possible to have a human-in-the-loop to monitor for distribution shifts and engineer new architectures in response to these shifts, such a setup is not cost-effective. Instead, non-stationary automated ML (AutoML) models are needed. This paper presents the Encoder-Adaptor-Reconfigurator (EAR) framework for efficient continual learning under domain shifts. The EAR framework uses a fixed deep neural network (DNN) feature encoder and trains shallow networks on top of the encoder to handle novel data. The EAR framework is capable of 1) detecting when new data is out-of-distribution (OOD) by combining DNNs with hyperdimensional computing (HDC), 2) identifying low-parameter neural adaptors to adapt the model to the OOD data using zero-shot neural architecture search (ZS-NAS), and 3) minimizing catastrophic forgetting on previous tasks by progressively growing the neural architecture as needed and dynamically routing data through the appropriate adaptors and reconfigurators for handling domain-incremental and class-incremental continual learning. We systematically evaluate our approach on several benchmark datasets for domain adaptation and demonstrate strong performance compared to state-of-the-art algorithms for OOD detection and few-/zero-shot NAS.

While scaling laws provide a reliable methodology for predicting train loss across compute scales for a single data distribution, less is known about how these predictions should change as we change the distribution. In this paper, we derive a strategy for predicting one loss from another and apply it to predict across different pre-training datasets and from pre-training data to downstream task data. Our predictions extrapolate well even at 20x the largest FLOP budget used to fit the curves. More precisely, we find that there are simple shifted power law relationships between (1) the train losses of two models trained on two separate datasets when the models are paired by training compute (train-to-train), (2) the train loss and the test loss on any downstream distribution for a single model (train-to-test), and (3) the test losses of two models trained on two separate train datasets (test-to-test). The results hold up for pre-training datasets that differ substantially (some are entirely code and others have no code at all) and across a variety of downstream tasks. Finally, we find that in some settings these shifted power law relationships can yield more accurate predictions than extrapolating single-dataset scaling laws.

The realization that complex systems such as ecological communities can collapse or shift regimes suddenly and without rapid external forcing poses a serious challenge to our understanding and management of the natural world. The potential to identify early warning signals that would allow researchers and managers to predict such events before they happen has therefore been an invaluable discovery that offers a way forward in spite of such seemingly unpredictable behavior. Research into early warning signals has demonstrated that it is possible to define and detect such early warning signals in advance of a transition in certain contexts. Here we describe the pattern emerging as research continues to explore just how far we can generalize these results. A core of examples emerges that shares three properties: the phenomenon of rapid regime shifts, a pattern of 'critical slowing down' that can be used to detect the approaching shift, and a mechanism of bifurcation driving the sudden change. As research has expanded beyond these core examples, it is becoming clear that not all systems that show regime shifts exhibit critical slowing down, or vice versa. Even when systems exhibit critical slowing down, statistical detection is a challenge. We review the literature that explores these edge cases and highlight the need for (a) new early warning behaviors that can be used in cases where rapid shifts do not exhibit critical slowing down, (b) the development of methods to identify which behavior might be an appropriate signal when encountering a novel system; bearing in mind that a positive indication for some systems is a negative indication in others, and (c) statistical methods that can distinguish between signatures of early warning behaviors and noise.

In many machine learning for healthcare tasks, standard datasets are constructed by amassing data across many, often fundamentally dissimilar, sources. But when does adding more data help, and when does it hinder progress on desired model outcomes in real-world settings? We identify this situation as the Data Addition Dilemma, demonstrating that adding training data in this multi-source scaling context can at times result in reduced overall accuracy, uncertain fairness outcomes, and reduced worst-subgroup performance. We find that this possibly arises from an empirically observed trade-off between model performance improvements due to data scaling and model deterioration from distribution shift. We thus establish baseline strategies for navigating this dilemma, introducing distribution shift heuristics to guide decision-making on which data sources to add in data scaling, in order to yield the expected model performance improvements. We conclude with a discussion of the required considerations for data collection and suggestions for studying data composition and scale in the age of increasingly larger models.

Transfer learning with a small amount of target data is an effective and common approach to adapting a pre-trained model to distribution shifts. In some situations, target data labels may be expensive to obtain, so we may only have access to a limited number of target data points. To make the most of a very small target dataset, we propose a lightweight, sample-efficient approach that learns a diverse set of features and adapts to a target distribution by interpolating these features. Our approach, Project and Probe (Pro^2), first learns a linear projection that maps a pre-trained embedding onto orthogonal directions while being predictive of labels in the source dataset. The goal of this step is to learn a variety of predictive features, so that at least some of them remain useful after distribution shift. Pro^2 then learns a linear classifier on top of these projected features using a small target dataset. Theoretically, we find that Pro^2 results in more sample-efficient generalization by inducing a favorable bias-variance tradeoff. Our experiments on four datasets, with multiple distribution shift settings for each, show that Pro^2 improves performance by 5-15% when given limited target data compared to prior methods such as standard linear probing.

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which models the expectation of this return, or value. Although there is an established body of literature studying the value distribution, thus far it has always been used for a specific purpose such as implementing risk-aware behaviour. We begin with theoretical results in both the policy evaluation and control settings, exposing a significant distributional instability in the latter. We then use the distributional perspective to design a new algorithm which applies Bellman's equation to the learning of approximate value distributions. We evaluate our algorithm using the suite of games from the Arcade Learning Environment. We obtain both state-of-the-art results and anecdotal evidence demonstrating the importance of the value distribution in approximate reinforcement learning. Finally, we combine theoretical and empirical evidence to highlight the ways in which the value distribution impacts learning in the approximate setting.

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets guaranteed to contain the true label with high probability. These guarantees fail to hold in the face of distribution shift, which is precisely when reliable uncertainty quantification can be most useful. We propose a novel algorithm for constructing prediction sets with PAC guarantees in the label shift setting. This method estimates the predicted probabilities of the classes in a target domain, as well as the confusion matrix, then propagates uncertainty in these estimates through a Gaussian elimination algorithm to compute confidence intervals for importance weights. Finally, it uses these intervals to construct prediction sets. We evaluate our approach on five datasets: the CIFAR-10, ChestX-Ray and Entity-13 image datasets, the tabular CDC Heart dataset, and the AGNews text dataset. Our algorithm satisfies the PAC guarantee while producing smaller, more informative, prediction sets compared to several baselines.

Understanding the performance of machine learning models across diverse data distributions is critically important for reliable applications. Motivated by this, there is a growing focus on curating benchmark datasets that capture distribution shifts. While valuable, the existing benchmarks are limited in that many of them only contain a small number of shifts and they lack systematic annotation about what is different across different shifts. We present MetaShift--a collection of 12,868 sets of natural images across 410 classes--to address this challenge. We leverage the natural heterogeneity of Visual Genome and its annotations to construct MetaShift. The key construction idea is to cluster images using its metadata, which provides context for each image (e.g. "cats with cars" or "cats in bathroom") that represent distinct data distributions. MetaShift has two important benefits: first, it contains orders of magnitude more natural data shifts than previously available. Second, it provides explicit explanations of what is unique about each of its data sets and a distance score that measures the amount of distribution shift between any two of its data sets. We demonstrate the utility of MetaShift in benchmarking several recent proposals for training models to be robust to data shifts. We find that the simple empirical risk minimization performs the best when shifts are moderate and no method had a systematic advantage for large shifts. We also show how MetaShift can help to visualize conflicts between data subsets during model training.

Out-of-distribution (OOD) detection is crucial to modern deep learning applications by identifying and alerting about the OOD samples that should not be tested or used for making predictions. Current OOD detection methods have made significant progress when in-distribution (ID) and OOD samples are drawn from static distributions. However, this can be unrealistic when applied to real-world systems which often undergo continuous variations and shifts in ID and OOD distributions over time. Therefore, for an effective application in real-world systems, the development of OOD detection methods that can adapt to these dynamic and evolving distributions is essential. In this paper, we propose a novel and more realistic setting called continuously adaptive out-of-distribution (CAOOD) detection which targets on developing an OOD detection model that enables dynamic and quick adaptation to a new arriving distribution, with insufficient ID samples during deployment time. To address CAOOD, we develop meta OOD learning (MOL) by designing a learning-to-adapt diagram such that a good initialized OOD detection model is learned during the training process. In the testing process, MOL ensures OOD detection performance over shifting distributions by quickly adapting to new distributions with a few adaptations. Extensive experiments on several OOD benchmarks endorse the effectiveness of our method in preserving both ID classification accuracy and OOD detection performance on continuously shifting distributions.

We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control procedure is tight up to an O(1/n) factor. We also introduce extensions of the idea to distribution shift, quantile risk control, multiple and adversarial risk control, and expectations of U-statistics. Worked examples from computer vision and natural language processing demonstrate the usage of our algorithm to bound the false negative rate, graph distance, and token-level F1-score.

In many real-world applications, graph-structured data used for training and testing have differences in distribution, such as in high energy physics (HEP) where simulation data used for training may not match real experiments. Graph domain adaptation (GDA) is a method used to address these differences. However, current GDA primarily works by aligning the distributions of node representations output by a single graph neural network encoder shared across the training and testing domains, which may often yield sub-optimal solutions. This work examines different impacts of distribution shifts caused by either graph structure or node attributes and identifies a new type of shift, named conditional structure shift (CSS), which current GDA approaches are provably sub-optimal to deal with. A novel approach, called structural reweighting (StruRW), is proposed to address this issue and is tested on synthetic graphs, four benchmark datasets, and a new application in HEP. StruRW has shown significant performance improvement over the baselines in the settings with large graph structure shifts, and reasonable performance improvement when node attribute shift dominates.

We introduce four new real-world distribution shift datasets consisting of changes in image style, image blurriness, geographic location, camera operation, and more. With our new datasets, we take stock of previously proposed methods for improving out-of-distribution robustness and put them to the test. We find that using larger models and artificial data augmentations can improve robustness on real-world distribution shifts, contrary to claims in prior work. We find improvements in artificial robustness benchmarks can transfer to real-world distribution shifts, contrary to claims in prior work. Motivated by our observation that data augmentations can help with real-world distribution shifts, we also introduce a new data augmentation method which advances the state-of-the-art and outperforms models pretrained with 1000 times more labeled data. Overall we find that some methods consistently help with distribution shifts in texture and local image statistics, but these methods do not help with some other distribution shifts like geographic changes. Our results show that future research must study multiple distribution shifts simultaneously, as we demonstrate that no evaluated method consistently improves robustness.

In federated learning, participating clients typically possess non-i.i.d. data, posing a significant challenge to generalization to unseen distributions. To address this, we propose a Wasserstein distributionally robust optimization scheme called WAFL. Leveraging its duality, we frame WAFL as an empirical surrogate risk minimization problem, and solve it using a local SGD-based algorithm with convergence guarantees. We show that the robustness of WAFL is more general than related approaches, and the generalization bound is robust to all adversarial distributions inside the Wasserstein ball (ambiguity set). Since the center location and radius of the Wasserstein ball can be suitably modified, WAFL shows its applicability not only in robustness but also in domain adaptation. Through empirical evaluation, we demonstrate that WAFL generalizes better than the vanilla FedAvg in non-i.i.d. settings, and is more robust than other related methods in distribution shift settings. Further, using benchmark datasets we show that WAFL is capable of generalizing to unseen target domains.

In the classical supervised learning settings, classifiers are fit with the assumption of balanced label distributions and produce remarkable results on the same. In the real world, however, these assumptions often bend and in turn adversely impact model performance. Identifying bad learners in skewed target distributions is even more challenging. Thus achieving model robustness under these "label shift" settings is an important task in autonomous perception. In this paper, we analyze the impact of label shift on the task of multi-weather classification for autonomous vehicles. We use this information as a prior to better assess pedestrian detection in adverse weather. We model the classification performance as an indicator of robustness under 4 label shift scenarios and study the behavior of multiple classes of models. We propose t-RAIN a similarity mapping technique for synthetic data augmentation using large scale generative models and evaluate the performance on DAWN dataset. This mapping boosts model test accuracy by 2.1, 4.4, 1.9, 2.7 % in no-shift, fog, snow, dust shifts respectively. We present state-of-the-art pedestrian detection results on real and synthetic weather domains with best performing 82.69 AP (snow) and 62.31 AP (fog) respectively.

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing the actual ground truth. While the original formulation assumes data exchangeability, some extensions handle non-exchangeable data, which is often the case in many real-world scenarios. In parallel, some progress has been made in conformal methods that provide statistical guarantees for a broader range of objectives, such as bounding the best F_1-score or minimizing the false negative rate in expectation. In this paper, we leverage and extend these two lines of work by proposing non-exchangeable conformal risk control, which allows controlling the expected value of any monotone loss function when the data is not exchangeable. Our framework is flexible, makes very few assumptions, and allows weighting the data based on its relevance for a given test example; a careful choice of weights may result on tighter bounds, making our framework useful in the presence of change points, time series, or other forms of distribution drift. Experiments with both synthetic and real world data show the usefulness of our method.

Model-based reinforcement learning (RL) often achieves higher sample efficiency in practice than model-free RL by learning a dynamics model to generate samples for policy learning. Previous works learn a dynamics model that fits under the empirical state-action visitation distribution for all historical policies, i.e., the sample replay buffer. However, in this paper, we observe that fitting the dynamics model under the distribution for all historical policies does not necessarily benefit model prediction for the current policy since the policy in use is constantly evolving over time. The evolving policy during training will cause state-action visitation distribution shifts. We theoretically analyze how this distribution shift over historical policies affects the model learning and model rollouts. We then propose a novel dynamics model learning method, named Policy-adapted Dynamics Model Learning (PDML). PDML dynamically adjusts the historical policy mixture distribution to ensure the learned model can continually adapt to the state-action visitation distribution of the evolving policy. Experiments on a range of continuous control environments in MuJoCo show that PDML achieves significant improvement in sample efficiency and higher asymptotic performance combined with the state-of-the-art model-based RL methods.

The recent trend towards Personalized Federated Learning (PFL) has garnered significant attention as it allows for the training of models that are tailored to each client while maintaining data privacy. However, current PFL techniques primarily focus on modeling the conditional distribution heterogeneity (i.e. concept shift), which can result in suboptimal performance when the distribution of input data across clients diverges (i.e. covariate shift). Additionally, these techniques often lack the ability to adapt to unseen data, further limiting their effectiveness in real-world scenarios. To address these limitations, we propose a novel approach, FedGMM, which utilizes Gaussian mixture models (GMM) to effectively fit the input data distributions across diverse clients. The model parameters are estimated by maximum likelihood estimation utilizing a federated Expectation-Maximization algorithm, which is solved in closed form and does not assume gradient similarity. Furthermore, FedGMM possesses an additional advantage of adapting to new clients with minimal overhead, and it also enables uncertainty quantification. Empirical evaluations on synthetic and benchmark datasets demonstrate the superior performance of our method in both PFL classification and novel sample detection.

Test-time adaptation (TTA) aims to adapt a pre-trained model to the target domain in a batch-by-batch manner during inference. While label distributions often exhibit imbalances in real-world scenarios, most previous TTA approaches typically assume that both source and target domain datasets have balanced label distribution. Due to the fact that certain classes appear more frequently in certain domains (e.g., buildings in cities, trees in forests), it is natural that the label distribution shifts as the domain changes. However, we discover that the majority of existing TTA methods fail to address the coexistence of covariate and label shifts. To tackle this challenge, we propose a novel label shift adapter that can be incorporated into existing TTA approaches to deal with label shifts during the TTA process effectively. Specifically, we estimate the label distribution of the target domain to feed it into the label shift adapter. Subsequently, the label shift adapter produces optimal parameters for the target label distribution. By predicting only the parameters for a part of the pre-trained source model, our approach is computationally efficient and can be easily applied, regardless of the model architectures. Through extensive experiments, we demonstrate that integrating our strategy with TTA approaches leads to substantial performance improvements under the joint presence of label and covariate shifts.

Recently, test-time adaptation (TTA) has been proposed as a promising solution for addressing distribution shifts. It allows a base model to adapt to an unforeseen distribution during inference by leveraging the information from the batch of (unlabeled) test data. However, we uncover a novel security vulnerability of TTA based on the insight that predictions on benign samples can be impacted by malicious samples in the same batch. To exploit this vulnerability, we propose Distribution Invading Attack (DIA), which injects a small fraction of malicious data into the test batch. DIA causes models using TTA to misclassify benign and unperturbed test data, providing an entirely new capability for adversaries that is infeasible in canonical machine learning pipelines. Through comprehensive evaluations, we demonstrate the high effectiveness of our attack on multiple benchmarks across six TTA methods. In response, we investigate two countermeasures to robustify the existing insecure TTA implementations, following the principle of "security by design". Together, we hope our findings can make the community aware of the utility-security tradeoffs in deploying TTA and provide valuable insights for developing robust TTA approaches.

We propose a method for adapting neural networks to distribution shifts at test-time. In contrast to training-time robustness mechanisms that attempt to anticipate and counter the shift, we create a closed-loop system and make use of a test-time feedback signal to adapt a network on the fly. We show that this loop can be effectively implemented using a learning-based function, which realizes an amortized optimizer for the network. This leads to an adaptation method, named Rapid Network Adaptation (RNA), that is notably more flexible and orders of magnitude faster than the baselines. Through a broad set of experiments using various adaptation signals and target tasks, we study the efficiency and flexibility of this method. We perform the evaluations using various datasets (Taskonomy, Replica, ScanNet, Hypersim, COCO, ImageNet), tasks (depth, optical flow, semantic segmentation, classification), and distribution shifts (Cross-datasets, 2D and 3D Common Corruptions) with promising results. We end with a discussion on general formulations for handling distribution shifts and our observations from comparing with similar approaches from other domains.

Evaluating the performance of machine learning models under distribution shift is challenging, especially when we only have unlabeled data from the shifted (target) domain, along with labeled data from the original (source) domain. Recent work suggests that the notion of disagreement, the degree to which two models trained with different randomness differ on the same input, is a key to tackle this problem. Experimentally, disagreement and prediction error have been shown to be strongly connected, which has been used to estimate model performance. Experiments have led to the discovery of the disagreement-on-the-line phenomenon, whereby the classification error under the target domain is often a linear function of the classification error under the source domain; and whenever this property holds, disagreement under the source and target domain follow the same linear relation. In this work, we develop a theoretical foundation for analyzing disagreement in high-dimensional random features regression; and study under what conditions the disagreement-on-the-line phenomenon occurs in our setting. Experiments on CIFAR-10-C, Tiny ImageNet-C, and Camelyon17 are consistent with our theory and support the universality of the theoretical findings.

Meta-learning has emerged as an effective methodology to model several real-world tasks and problems due to its extraordinary effectiveness in the low-data regime. There are many scenarios ranging from the classification of rare diseases to language modelling of uncommon languages where the availability of large datasets is rare. Similarly, for more broader scenarios like self-driving, an autonomous vehicle needs to be trained to handle every situation well. This requires training the ML model on a variety of tasks with good quality data. But often times, we find that the data distribution across various tasks is skewed, i.e.the data follows a long-tail distribution. This leads to the model performing well on some tasks and not performing so well on others leading to model robustness issues. Meta-learning has recently emerged as a potential learning paradigm which can effectively learn from one task and generalize that learning to unseen tasks. In this study, we aim to exploit external knowledge of task relations to improve training stability via effective mini-batching of tasks. We hypothesize that selecting a diverse set of tasks in a mini-batch will lead to a better estimate of the full gradient and hence will lead to a reduction of noise in training.

It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal discovery. In this paper, we develop a framework for causal discovery from such data, called Constraint-based causal Discovery from heterogeneous/NOnstationary Data (CD-NOD), to find causal skeleton and directions and estimate the properties of mechanism changes. First, we propose an enhanced constraint-based procedure to detect variables whose local mechanisms change and recover the skeleton of the causal structure over observed variables. Second, we present a method to determine causal orientations by making use of independent changes in the data distribution implied by the underlying causal model, benefiting from information carried by changing distributions. After learning the causal structure, next, we investigate how to efficiently estimate the "driving force" of the nonstationarity of a causal mechanism. That is, we aim to extract from data a low-dimensional representation of changes. The proposed methods are nonparametric, with no hard restrictions on data distributions and causal mechanisms, and do not rely on window segmentation. Furthermore, we find that data heterogeneity benefits causal structure identification even with particular types of confounders. Finally, we show the connection between heterogeneity/nonstationarity and soft intervention in causal discovery. Experimental results on various synthetic and real-world data sets (task-fMRI and stock market data) are presented to demonstrate the efficacy of the proposed methods.

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes unfeasible. In this work, we use non-parametric bootstrapped uncertainty estimates and SHAP values to provide explainable uncertainty estimation as a technique that aims to monitor the deterioration of machine learning models in deployment environments, as well as determine the source of model deterioration when target labels are not available. Classical methods are purely aimed at detecting distribution shift, which can lead to false positives in the sense that the model has not deteriorated despite a shift in the data distribution. To estimate model uncertainty we construct prediction intervals using a novel bootstrap method, which improves upon the work of Kumar & Srivastava (2012). We show that both our model deterioration detection system as well as our uncertainty estimation method achieve better performance than the current state-of-the-art. Finally, we use explainable AI techniques to gain an understanding of the drivers of model deterioration. We release an open source Python package, doubt, which implements our proposed methods, as well as the code used to reproduce our experiments.

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods to address it. This paper addresses situations when data evolves gradually. We introduce a time-varying propensity score that can detect gradual shifts in the distribution of data which allows us to selectively sample past data to update the model -- not just similar data from the past like that of a standard propensity score but also data that evolved in a similar fashion in the past. The time-varying propensity score is quite general: we demonstrate different ways of implementing it and evaluate it on a variety of problems ranging from supervised learning (e.g., image classification problems) where data undergoes a sequence of gradual shifts, to reinforcement learning tasks (e.g., robotic manipulation and continuous control) where data shifts as the policy or the task changes.

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such as Allee population sizes. Before a collapse, we do not know where the tipping points lie, if they exist at all. Hence, we know neither a complete model of the system dynamics nor do we have access to data in some large region of state-space where such a tipping point might exist. We illustrate how a Bayesian Non-Parametric (BNP) approach using a Gaussian Process (GP) prior provides a flexible representation of this inherent uncertainty. We embed GPs in a Stochastic Dynamic Programming (SDP) framework in order to make robust management predictions with both model uncertainty and limited data. We use simulations to evaluate this approach as compared with the standard approach of using model selection to choose from a set of candidate models. We find that model selection erroneously favors models without tipping points -- leading to harvest policies that guarantee extinction. The GPDP performs nearly as well as the true model and significantly outperforms standard approaches. We illustrate this using examples of simulated single-species dynamics, where the standard model selection approach should be most effective, and find that it still fails to account for uncertainty appropriately and leads to population crashes, while management based on the GPDP does not, since it does not underestimate the uncertainty outside of the observed data.

Predicting simple function classes has been widely used as a testbed for developing theory and understanding of the trained Transformer's in-context learning (ICL) ability. In this paper, we revisit the training of Transformers on linear regression tasks, and different from all the existing literature, we consider a bi-objective prediction task of predicting both the conditional expectation E[Y|X] and the conditional variance Var(Y|X). This additional uncertainty quantification objective provides a handle to (i) better design out-of-distribution experiments to distinguish ICL from in-weight learning (IWL) and (ii) make a better separation between the algorithms with and without using the prior information of the training distribution. Theoretically, we show that the trained Transformer reaches near Bayes-optimum, suggesting the usage of the information of the training distribution. Our method can be extended to other cases. Specifically, with the Transformer's context window S, we prove a generalization bound of mathcal{O}(min{S, T/(n T)}) on n tasks with sequences of length T, providing sharper analysis compared to previous results of mathcal{O}(1/n). Empirically, we illustrate that while the trained Transformer behaves as the Bayes-optimal solution as a natural consequence of supervised training in distribution, it does not necessarily perform a Bayesian inference when facing task shifts, in contrast to the equivalence between these two proposed in many existing literature. We also demonstrate the trained Transformer's ICL ability over covariates shift and prompt-length shift and interpret them as a generalization over a meta distribution.

Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter these turbulence get on average accelerated according to the so-called second-order Fermi process. However, in most astrophysical environments there are additional competing processes, such as different kinds of first-order energy changes and particle escape, that effect the resulting momentum distribution of the particles. In this work we provide to our knowledge the first semi-analytical solution of the isotropic steady-state momentum diffusion equation including continuous and catastrophic momentum changes that can be applied to any arbitrary astrophysical system of interest. Here, we adopt that the assigned magnetic turbulence is constrained on a finite range and the particle flux vanishes beyond these boundaries. Consequently, we show that the so-called pile-up bump -- that has for some special cases long been established -- is a universal feature of stochastic acceleration that emerges around the momentum chi_{rm eq} where acceleration and continuous loss are in equilibrium if the particle's residence time in the system is sufficient at chi_{rm eq}. In general, the impact of continuous and catastrophic momentum changes plays a crucial role in the shape of the steady-state momentum distribution of the accelerated particles, where simplified unbroken power-law approximations are often not adequate.

Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and testing data by adapting a given model w.r.t. any testing sample. This task is particularly important for deep models when the test environment changes frequently. Although some recent attempts have been made to handle this task, we still face two practical challenges: 1) existing methods have to perform backward computation for each test sample, resulting in unbearable prediction cost to many applications; 2) while existing TTA solutions can significantly improve the test performance on out-of-distribution data, they often suffer from severe performance degradation on in-distribution data after TTA (known as catastrophic forgetting). In this paper, we point out that not all the test samples contribute equally to model adaptation, and high-entropy ones may lead to noisy gradients that could disrupt the model. Motivated by this, we propose an active sample selection criterion to identify reliable and non-redundant samples, on which the model is updated to minimize the entropy loss for test-time adaptation. Furthermore, to alleviate the forgetting issue, we introduce a Fisher regularizer to constrain important model parameters from drastic changes, where the Fisher importance is estimated from test samples with generated pseudo labels. Extensive experiments on CIFAR-10-C, ImageNet-C, and ImageNet-R verify the effectiveness of our proposed method.

Offline reinforcement learning learns an effective policy on offline datasets without online interaction, and it attracts persistent research attention due to its potential of practical application. However, extrapolation error generated by distribution shift will still lead to the overestimation for those actions that transit to out-of-distribution(OOD) states, which degrades the reliability and robustness of the offline policy. In this paper, we propose Contextual Conservative Q-Learning(C-CQL) to learn a robustly reliable policy through the contextual information captured via an inverse dynamics model. With the supervision of the inverse dynamics model, it tends to learn a policy that generates stable transition at perturbed states, for the fact that pertuebed states are a common kind of OOD states. In this manner, we enable the learnt policy more likely to generate transition that destines to the empirical next state distributions of the offline dataset, i.e., robustly reliable transition. Besides, we theoretically reveal that C-CQL is the generalization of the Conservative Q-Learning(CQL) and aggressive State Deviation Correction(SDC). Finally, experimental results demonstrate the proposed C-CQL achieves the state-of-the-art performance in most environments of offline Mujoco suite and a noisy Mujoco setting.

Machine learning models often perform poorly on subgroups that are underrepresented in the training data. Yet, little is understood on the variation in mechanisms that cause subpopulation shifts, and how algorithms generalize across such diverse shifts at scale. In this work, we provide a fine-grained analysis of subpopulation shift. We first propose a unified framework that dissects and explains common shifts in subgroups. We then establish a comprehensive benchmark of 20 state-of-the-art algorithms evaluated on 12 real-world datasets in vision, language, and healthcare domains. With results obtained from training over 10,000 models, we reveal intriguing observations for future progress in this space. First, existing algorithms only improve subgroup robustness over certain types of shifts but not others. Moreover, while current algorithms rely on group-annotated validation data for model selection, we find that a simple selection criterion based on worst-class accuracy is surprisingly effective even without any group information. Finally, unlike existing works that solely aim to improve worst-group accuracy (WGA), we demonstrate the fundamental tradeoff between WGA and other important metrics, highlighting the need to carefully choose testing metrics. Code and data are available at: https://github.com/YyzHarry/SubpopBench.

Understanding how overparameterized neural networks generalize despite perfect interpolation of noisy training data is a fundamental question. Mallinar et. al. 2022 noted that neural networks seem to often exhibit ``tempered overfitting'', wherein the population risk does not converge to the Bayes optimal error, but neither does it approach infinity, yielding non-trivial generalization. However, this has not been studied rigorously. We provide the first rigorous analysis of the overfitting behavior of regression with minimum norm (ell_2 of weights), focusing on univariate two-layer ReLU networks. We show overfitting is tempered (with high probability) when measured with respect to the L_1 loss, but also show that the situation is more complex than suggested by Mallinar et. al., and overfitting is catastrophic with respect to the L_2 loss, or when taking an expectation over the training set.

Anomaly detection (AD) is a crucial machine learning task that aims to learn patterns from a set of normal training samples to identify abnormal samples in test data. Most existing AD studies assume that the training and test data are drawn from the same data distribution, but the test data can have large distribution shifts arising in many real-world applications due to different natural variations such as new lighting conditions, object poses, or background appearances, rendering existing AD methods ineffective in such cases. In this paper, we consider the problem of anomaly detection under distribution shift and establish performance benchmarks on three widely-used AD and out-of-distribution (OOD) generalization datasets. We demonstrate that simple adaptation of state-of-the-art OOD generalization methods to AD settings fails to work effectively due to the lack of labeled anomaly data. We further introduce a novel robust AD approach to diverse distribution shifts by minimizing the distribution gap between in-distribution and OOD normal samples in both the training and inference stages in an unsupervised way. Our extensive empirical results on the three datasets show that our approach substantially outperforms state-of-the-art AD methods and OOD generalization methods on data with various distribution shifts, while maintaining the detection accuracy on in-distribution data.

Teams that have trained large Transformer-based models have reported training instabilities at large scale that did not appear when training with the same hyperparameters at smaller scales. Although the causes of such instabilities are of scientific interest, the amount of resources required to reproduce them has made investigation difficult. In this work, we seek ways to reproduce and study training stability and instability at smaller scales. First, we focus on two sources of training instability described in previous work: the growth of logits in attention layers (Dehghani et al., 2023) and divergence of the output logits from the log probabilities (Chowdhery et al., 2022). By measuring the relationship between learning rate and loss across scales, we show that these instabilities also appear in small models when training at high learning rates, and that mitigations previously employed at large scales are equally effective in this regime. This prompts us to investigate the extent to which other known optimizer and model interventions influence the sensitivity of the final loss to changes in the learning rate. To this end, we study methods such as warm-up, weight decay, and the muParam (Yang et al., 2022), and combine techniques to train small models that achieve similar losses across orders of magnitude of learning rate variation. Finally, to conclude our exploration we study two cases where instabilities can be predicted before they emerge by examining the scaling behavior of model activation and gradient norms.

It is well known that many open-released foundational diffusion models have difficulty in generating images that substantially depart from average brightness, despite such images being present in the training data. This is due to an inconsistency: while denoising starts from pure Gaussian noise during inference, the training noise schedule retains residual data even in the final timestep distribution, due to difficulties in numerical conditioning in mainstream formulation, leading to unintended bias during inference. To mitigate this issue, certain epsilon-prediction models are combined with an ad-hoc offset-noise methodology. In parallel, some contemporary models have adopted zero-terminal SNR noise schedules together with v-prediction, which necessitate major alterations to pre-trained models. However, such changes risk destabilizing a large multitude of community-driven applications anchored on these pre-trained models. In light of this, our investigation revisits the fundamental causes, leading to our proposal of an innovative and principled remedy, called One More Step (OMS). By integrating a compact network and incorporating an additional simple yet effective step during inference, OMS elevates image fidelity and harmonizes the dichotomy between training and inference, while preserving original model parameters. Once trained, various pre-trained diffusion models with the same latent domain can share the same OMS module.

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification, the classification findings do not always translate to regression. As a result, modern models for predicting uncertainty in regression settings typically produce uncalibrated and overconfident estimates. To address these gaps, we present a calibration method for regression settings that does not assume a particular uncertainty distribution over the error: Calibrating Regression Uncertainty Distributions Empirically (CRUDE). CRUDE makes the weaker assumption that error distributions have a constant arbitrary shape across the output space, shifted by predicted mean and scaled by predicted standard deviation. We detail a theoretical connection between CRUDE and conformal inference. Across an extensive set of regression tasks, CRUDE demonstrates consistently sharper, better calibrated, and more accurate uncertainty estimates than state-of-the-art techniques.

Deep neural networks are highly performant, but might base their decision on spurious or background features that co-occur with certain classes, which can hurt generalization. To mitigate this issue, the usage of 'model guidance' has gained popularity recently: for this, models are guided to be "right for the right reasons" by regularizing the models' explanations to highlight the right features. Experimental validation of these approaches has thus far however been limited to relatively simple and / or synthetic datasets. To gain a better understanding of which model-guiding approaches actually transfer to more challenging real-world datasets, in this work we conduct an in-depth evaluation across various loss functions, attribution methods, models, and 'guidance depths' on the PASCAL VOC 2007 and MS COCO 2014 datasets, and show that model guidance can sometimes even improve model performance. In this context, we further propose a novel energy loss, show its effectiveness in directing the model to focus on object features. We also show that these gains can be achieved even with a small fraction (e.g. 1%) of bounding box annotations, highlighting the cost effectiveness of this approach. Lastly, we show that this approach can also improve generalization under distribution shifts. Code will be made available.

Test-time domain adaptation aims to adapt a source pre-trained model to a target domain without using any source data. Existing works mainly consider the case where the target domain is static. However, real-world machine perception systems are running in non-stationary and continually changing environments where the target domain distribution can change over time. Existing methods, which are mostly based on self-training and entropy regularization, can suffer from these non-stationary environments. Due to the distribution shift over time in the target domain, pseudo-labels become unreliable. The noisy pseudo-labels can further lead to error accumulation and catastrophic forgetting. To tackle these issues, we propose a continual test-time adaptation approach~(CoTTA) which comprises two parts. Firstly, we propose to reduce the error accumulation by using weight-averaged and augmentation-averaged predictions which are often more accurate. On the other hand, to avoid catastrophic forgetting, we propose to stochastically restore a small part of the neurons to the source pre-trained weights during each iteration to help preserve source knowledge in the long-term. The proposed method enables the long-term adaptation for all parameters in the network. CoTTA is easy to implement and can be readily incorporated in off-the-shelf pre-trained models. We demonstrate the effectiveness of our approach on four classification tasks and a segmentation task for continual test-time adaptation, on which we outperform existing methods. Our code is available at https://qin.ee/cotta.

In standard adversarial training, models are optimized to fit one-hot labels within allowable adversarial perturbation budgets. However, the ignorance of underlying distribution shifts brought by perturbations causes the problem of robust overfitting. To address this issue and enhance adversarial robustness, we analyze the characteristics of robust models and identify that robust models tend to produce smoother and well-calibrated outputs. Based on the observation, we propose a simple yet effective method, Annealing Self-Distillation Rectification (ADR), which generates soft labels as a better guidance mechanism that accurately reflects the distribution shift under attack during adversarial training. By utilizing ADR, we can obtain rectified distributions that significantly improve model robustness without the need for pre-trained models or extensive extra computation. Moreover, our method facilitates seamless plug-and-play integration with other adversarial training techniques by replacing the hard labels in their objectives. We demonstrate the efficacy of ADR through extensive experiments and strong performances across datasets.

A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization -- generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the fundamental question of ``what are the most effective algorithms for OOD generalization'' remains open even under the standard setting of covariate shift. This paper addresses this fundamental question by proving that, surprisingly, classical Maximum Likelihood Estimation (MLE) purely using source data (without any modification) achieves the minimax optimality for covariate shift under the well-specified setting. That is, no algorithm performs better than MLE in this setting (up to a constant factor), justifying MLE is all you need. Our result holds for a very rich class of parametric models, and does not require any boundedness condition on the density ratio. We illustrate the wide applicability of our framework by instantiating it to three concrete examples -- linear regression, logistic regression, and phase retrieval. This paper further complement the study by proving that, under the misspecified setting, MLE is no longer the optimal choice, whereas Maximum Weighted Likelihood Estimator (MWLE) emerges as minimax optimal in certain scenarios.

Supervised learning is often affected by a covariate shift in which the marginal distributions of instances (covariates x) of training and testing samples p_tr(x) and p_te(x) are different but the label conditionals coincide. Existing approaches address such covariate shift by either using the ratio p_te(x)/p_tr(x) to weight training samples (reweighted methods) or using the ratio p_tr(x)/p_te(x) to weight testing samples (robust methods). However, the performance of such approaches can be poor under support mismatch or when the above ratios take large values. We propose a minimax risk classification (MRC) approach for covariate shift adaptation that avoids such limitations by weighting both training and testing samples. In addition, we develop effective techniques that obtain both sets of weights and generalize the conventional kernel mean matching method. We provide novel generalization bounds for our method that show a significant increase in the effective sample size compared with reweighted methods. The proposed method also achieves enhanced classification performance in both synthetic and empirical experiments.

Fast adversarial training (FAT) is beneficial for improving the adversarial robustness of neural networks. However, previous FAT work has encountered a significant issue known as catastrophic overfitting when dealing with large perturbation budgets, \ie the adversarial robustness of models declines to near zero during training. To address this, we analyze the training process of prior FAT work and observe that catastrophic overfitting is accompanied by the appearance of loss convergence outliers. Therefore, we argue a moderately smooth loss convergence process will be a stable FAT process that solves catastrophic overfitting. To obtain a smooth loss convergence process, we propose a novel oscillatory constraint (dubbed ConvergeSmooth) to limit the loss difference between adjacent epochs. The convergence stride of ConvergeSmooth is introduced to balance convergence and smoothing. Likewise, we design weight centralization without introducing additional hyperparameters other than the loss balance coefficient. Our proposed methods are attack-agnostic and thus can improve the training stability of various FAT techniques. Extensive experiments on popular datasets show that the proposed methods efficiently avoid catastrophic overfitting and outperform all previous FAT methods. Code is available at https://github.com/FAT-CS/ConvergeSmooth.

The performance of machine learning models often degrades after deployment due to data distribution shifts. In many use cases, it is impossible to calculate the post-deployment performance because labels are unavailable or significantly delayed. Proxy methods for evaluating model performance stability, like drift detection techniques, do not properly quantify data distribution shift impact. As a solution, we propose a robust and accurate performance estimation method for evaluating ML classification models on unlabeled data that accurately quantifies the impact of covariate shift on model performance. We call it multi-calibrated confidence-based performance estimation (M-CBPE). It is model and data-type agnostic and works for any performance metric. It does not require access to the monitored model - it uses the model predictions and probability estimates. M-CBPE does not need user input on the nature of the covariate shift as it fully learns from the data. We evaluate it with over 600 dataset-model pairs from US census data and compare it with multiple benchmarks using several evaluation metrics. Results show that M-CBPE is the best method to estimate the performance of classification models in any evaluation context.

Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of the distribution. In this paper, we focus on improving the ability of normalizing flows to correctly capture the tail behavior and, thus, form more accurate models. We prove that the marginal tailedness of an autoregressive flow can be controlled via the tailedness of the marginals of its base distribution. This theoretical insight leads us to a novel type of flows based on flexible base distributions and data-driven linear layers. An empirical analysis shows that the proposed method improves on the accuracy -- especially on the tails of the distribution -- and is able to generate heavy-tailed data. We demonstrate its application on a weather and climate example, in which capturing the tail behavior is essential.

Handling distribution shifts from training data, known as out-of-distribution (OOD) generalization, poses a significant challenge in the field of machine learning. While a pre-trained vision-language model like CLIP has demonstrated remarkable zero-shot performance, further adaptation of the model to downstream tasks leads to undesirable degradation for OOD data. In this work, we introduce Sparse Adaptation for Fine-Tuning (SAFT), a method that prevents fine-tuning from forgetting the general knowledge in the pre-trained model. SAFT only updates a small subset of important parameters whose gradient magnitude is large, while keeping the other parameters frozen. SAFT is straightforward to implement and conceptually simple. Extensive experiments show that with only 0.1% of the model parameters, SAFT can significantly improve the performance of CLIP. It consistently outperforms baseline methods across several benchmarks. On the few-shot learning benchmark of ImageNet and its variants, SAFT gives a gain of 5.15% on average over the conventional fine-tuning method in OOD settings.

We design learning rate schedules that minimize regret for SGD-based online learning in the presence of a changing data distribution. We fully characterize the optimal learning rate schedule for online linear regression via a novel analysis with stochastic differential equations. For general convex loss functions, we propose new learning rate schedules that are robust to distribution shift, and we give upper and lower bounds for the regret that only differ by constants. For non-convex loss functions, we define a notion of regret based on the gradient norm of the estimated models and propose a learning schedule that minimizes an upper bound on the total expected regret. Intuitively, one expects changing loss landscapes to require more exploration, and we confirm that optimal learning rate schedules typically increase in the presence of distribution shift. Finally, we provide experiments for high-dimensional regression models and neural networks to illustrate these learning rate schedules and their cumulative regret.

Adapting to concept drift is a challenging task in machine learning, which is usually tackled using incremental learning techniques that periodically re-fit a learning model leveraging newly available data. A primary limitation of these techniques is their reliance on substantial amounts of data for retraining. The necessity of acquiring fresh data introduces temporal delays prior to retraining, potentially rendering the models inaccurate if a sudden concept drift occurs in-between two consecutive retrainings. In communication networks, such issue emerges when performing traffic forecasting following a~failure event: post-failure re-routing may induce a drastic shift in distribution and pattern of traffic data, thus requiring a timely model adaptation. In this work, we address this challenge for the problem of traffic forecasting and propose an approach that exploits adaptive learning algorithms, namely, liquid neural networks, which are capable of self-adaptation to abrupt changes in data patterns without requiring any retraining. Through extensive simulations of failure scenarios, we compare the predictive performance of our proposed approach to that of a reference method based on incremental learning. Experimental results show that our proposed approach outperforms incremental learning-based methods in situations where the shifts in traffic patterns are drastic.

In this work, we build on recent advances in distributional reinforcement learning to give a generally applicable, flexible, and state-of-the-art distributional variant of DQN. We achieve this by using quantile regression to approximate the full quantile function for the state-action return distribution. By reparameterizing a distribution over the sample space, this yields an implicitly defined return distribution and gives rise to a large class of risk-sensitive policies. We demonstrate improved performance on the 57 Atari 2600 games in the ALE, and use our algorithm's implicitly defined distributions to study the effects of risk-sensitive policies in Atari games.

Federated Learning (FL) is a machine learning paradigm that safeguards privacy by retaining client data on edge devices. However, optimizing FL in practice can be challenging due to the diverse and heterogeneous nature of the learning system. Though recent research has focused on improving the optimization of FL when distribution shifts occur among clients, ensuring global performance when multiple types of distribution shifts occur simultaneously among clients -- such as feature distribution shift, label distribution shift, and concept shift -- remain under-explored. In this paper, we identify the learning challenges posed by the simultaneous occurrence of diverse distribution shifts and propose a clustering principle to overcome these challenges. Through our research, we find that existing methods fail to address the clustering principle. Therefore, we propose a novel clustering algorithm framework, dubbed as FedRC, which adheres to our proposed clustering principle by incorporating a bi-level optimization problem and a novel objective function. Extensive experiments demonstrate that FedRC significantly outperforms other SOTA cluster-based FL methods. Our code is available at https://github.com/LINs-lab/FedRC.

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov chain from its samples, is still far from understood. We consider two problems related to the min-max risk (expected loss) of estimating an unknown k-state Markov chain from its n sequential samples: predicting the conditional distribution of the next sample with respect to the KL-divergence, and estimating the transition matrix with respect to a natural loss induced by KL or a more general f-divergence measure. For the first measure, we determine the min-max prediction risk to within a linear factor in the alphabet size, showing it is Omega(kloglog n / n) and O(k^2loglog n / n). For the second, if the transition probabilities can be arbitrarily small, then only trivial uniform risk upper bounds can be derived. We therefore consider transition probabilities that are bounded away from zero, and resolve the problem for essentially all sufficiently smooth f-divergences, including KL-, L_2-, Chi-squared, Hellinger, and Alpha-divergences.

Domain generalization (DG) aims to tackle the distribution shift between training domains and unknown target domains. Generating new domains is one of the most effective approaches, yet its performance gain depends on the distribution discrepancy between the generated and target domains. Distributionally robust optimization is promising to tackle distribution discrepancy by exploring domains in an uncertainty set. However, the uncertainty set may be overwhelmingly large, leading to low-confidence prediction in DG. It is because a large uncertainty set could introduce domains containing semantically different factors from training domains. To address this issue, we propose to perform a moderately distributional exploration (MODE) for domain generalization. Specifically, MODE performs distribution exploration in an uncertainty subset that shares the same semantic factors with the training domains. We show that MODE can endow models with provable generalization performance on unknown target domains. The experimental results show that MODE achieves competitive performance compared to state-of-the-art baselines.

Early warning signals have been proposed to forecast the possibility of a critical transition, such as the eutrophication of a lake, the collapse of a coral reef, or the end of a glacial period. Because such transitions often unfold on temporal and spatial scales that can be difficult to approach by experimental manipulation, research has often relied on historical observations as a source of natural experiments. Here we examine a critical difference between selecting systems for study based on the fact that we have observed a critical transition and those systems for which we wish to forecast the approach of a transition. This difference arises by conditionally selecting systems known to experience a transition of some sort and failing to account for the bias this introduces -- a statistical error often known as the Prosecutor's Fallacy. By analysing simulated systems that have experienced transitions purely by chance, we reveal an elevated rate of false positives in common warning signal statistics. We further demonstrate a model-based approach that is less subject to this bias than these more commonly used summary statistics. We note that experimental studies with replicates avoid this pitfall entirely.

It has long been hypothesised that causal reasoning plays a fundamental role in robust and general intelligence. However, it is not known if agents must learn causal models in order to generalise to new domains, or if other inductive biases are sufficient. We answer this question, showing that any agent capable of satisfying a regret bound under a large set of distributional shifts must have learned an approximate causal model of the data generating process, which converges to the true causal model for optimal agents. We discuss the implications of this result for several research areas including transfer learning and causal inference.

Deep learning models are challenged by the distribution shift between the training data and test data. Recently, the large models pre-trained on diverse data have demonstrated unprecedented robustness to various distribution shifts. However, fine-tuning these models can lead to a trade-off between in-distribution (ID) performance and out-of-distribution (OOD) robustness. Existing methods for tackling this trade-off do not explicitly address the OOD robustness problem. In this paper, based on causal analysis of the aforementioned problems, we propose a novel fine-tuning method, which uses masked images as counterfactual samples that help improve the robustness of the fine-tuning model. Specifically, we mask either the semantics-related or semantics-unrelated patches of the images based on class activation map to break the spurious correlation, and refill the masked patches with patches from other images. The resulting counterfactual samples are used in feature-based distillation with the pre-trained model. Extensive experiments verify that regularizing the fine-tuning with the proposed masked images can achieve a better trade-off between ID and OOD performance, surpassing previous methods on the OOD performance. Our code is available at https://github.com/Coxy7/robust-finetuning.

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are assumed to concentrate around some low-dimensional structure. Estimating the distribution supported on this low-dimensional structure, such as a low-dimensional manifold, is challenging due to its singularity with respect to the Lebesgue measure in the ambient space. In the considered model, a usual likelihood approach can fail to estimate the target distribution consistently due to the singularity. We prove that a novel and effective solution exists by perturbing the data with an instance noise, which leads to consistent estimation of the underlying distribution with desirable convergence rates. We also characterize the class of distributions that can be efficiently estimated via deep generative models. This class is sufficiently general to contain various structured distributions such as product distributions, classically smooth distributions and distributions supported on a low-dimensional manifold. Our analysis provides some insights on how deep generative models can avoid the curse of dimensionality for nonparametric distribution estimation. We conduct a thorough simulation study and real data analysis to empirically demonstrate that the proposed data perturbation technique improves the estimation performance significantly.

Typical neural network trainings have substantial variance in test-set performance between repeated runs, impeding hyperparameter comparison and training reproducibility. We present the following results towards understanding this variation. (1) Despite having significant variance on their test-sets, we demonstrate that standard CIFAR-10 and ImageNet trainings have very little variance in their performance on the test-distributions from which those test-sets are sampled, suggesting that variance is less of a practical issue than previously thought. (2) We present a simplifying statistical assumption which closely approximates the structure of the test-set accuracy distribution. (3) We argue that test-set variance is inevitable in the following two senses. First, we show that variance is largely caused by high sensitivity of the training process to initial conditions, rather than by specific sources of randomness like the data order and augmentations. Second, we prove that variance is unavoidable given the observation that ensembles of trained networks are well-calibrated. (4) We conduct preliminary studies of distribution-shift, fine-tuning, data augmentation and learning rate through the lens of variance between runs.

As AI model size grows, neural scaling laws have become a crucial tool to predict the improvements of large models when increasing capacity and the size of original (human or natural) training data. Yet, the widespread use of popular models means that the ecosystem of online data and text will co-evolve to progressively contain increased amounts of synthesized data. In this paper we ask: How will the scaling laws change in the inevitable regime where synthetic data makes its way into the training corpus? Will future models, still improve, or be doomed to degenerate up to total (model) collapse? We develop a theoretical framework of model collapse through the lens of scaling laws. We discover a wide range of decay phenomena, analyzing loss of scaling, shifted scaling with number of generations, the ''un-learning" of skills, and grokking when mixing human and synthesized data. Our theory is validated by large-scale experiments with a transformer on an arithmetic task and text generation using the large language model Llama2.

Machine learning systems deployed in the wild are often trained on a source distribution but deployed on a different target distribution. Unlabeled data can be a powerful point of leverage for mitigating these distribution shifts, as it is frequently much more available than labeled data and can often be obtained from distributions beyond the source distribution as well. However, existing distribution shift benchmarks with unlabeled data do not reflect the breadth of scenarios that arise in real-world applications. In this work, we present the WILDS 2.0 update, which extends 8 of the 10 datasets in the WILDS benchmark of distribution shifts to include curated unlabeled data that would be realistically obtainable in deployment. These datasets span a wide range of applications (from histology to wildlife conservation), tasks (classification, regression, and detection), and modalities (photos, satellite images, microscope slides, text, molecular graphs). The update maintains consistency with the original WILDS benchmark by using identical labeled training, validation, and test sets, as well as the evaluation metrics. On these datasets, we systematically benchmark state-of-the-art methods that leverage unlabeled data, including domain-invariant, self-training, and self-supervised methods, and show that their success on WILDS is limited. To facilitate method development and evaluation, we provide an open-source package that automates data loading and contains all of the model architectures and methods used in this paper. Code and leaderboards are available at https://wilds.stanford.edu.

This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several fundamental results including strong duality, finiteness of the proposed Wasserstein distributional model risk, and the existence of an optimizer at each radius. In addition, we show continuity of the Wasserstein distributional model risk as a function of the radius. Using strong duality, we extend the well-known Makarov bounds for the distribution function of the sum of two random variables with given marginals to Wasserstein distributionally robust Markarov bounds. Practically, we illustrate our results on four distinct applications when the sample information comes from multiple data sources and only some marginal reference measures are identified. They are: partial identification of treatment effects; externally valid treatment choice via robust welfare functions; Wasserstein distributionally robust estimation under data combination; and evaluation of the worst aggregate risk measures.

Temperature scaling is a popular technique for tuning the sharpness of a model distribution. It is used extensively for sampling likely generations and calibrating model uncertainty, and even features as a controllable parameter to many large language models in deployment. However, autoregressive models rely on myopic temperature scaling that greedily optimizes the next token. To address this, we propose Long Horizon Temperature Scaling (LHTS), a novel approach for sampling from temperature-scaled joint distributions. LHTS is compatible with all likelihood-based models, and optimizes for the long-horizon likelihood of samples. We derive a temperature-dependent LHTS objective, and show that fine-tuning a model on a range of temperatures produces a single model capable of generation with a controllable long-horizon temperature parameter. We experiment with LHTS on image diffusion models and character/language autoregressive models, demonstrating advantages over myopic temperature scaling in likelihood and sample quality, and showing improvements in accuracy on a multiple choice analogy task by 10%.

Real-world machine learning deployments are characterized by mismatches between the source (training) and target (test) distributions that may cause performance drops. In this work, we investigate methods for predicting the target domain accuracy using only labeled source data and unlabeled target data. We propose Average Thresholded Confidence (ATC), a practical method that learns a threshold on the model's confidence, predicting accuracy as the fraction of unlabeled examples for which model confidence exceeds that threshold. ATC outperforms previous methods across several model architectures, types of distribution shifts (e.g., due to synthetic corruptions, dataset reproduction, or novel subpopulations), and datasets (Wilds, ImageNet, Breeds, CIFAR, and MNIST). In our experiments, ATC estimates target performance 2-4times more accurately than prior methods. We also explore the theoretical foundations of the problem, proving that, in general, identifying the accuracy is just as hard as identifying the optimal predictor and thus, the efficacy of any method rests upon (perhaps unstated) assumptions on the nature of the shift. Finally, analyzing our method on some toy distributions, we provide insights concerning when it works. Code is available at https://github.com/saurabhgarg1996/ATC_code/.

This study explores the application of anomaly detection (AD) methods in imbalanced learning tasks, focusing on fraud detection using real online credit card payment data. We assess the performance of several recent AD methods and compare their effectiveness against standard supervised learning methods. Offering evidence of distribution shift within our dataset, we analyze its impact on the tested models' performances. Our findings reveal that LightGBM exhibits significantly superior performance across all evaluated metrics but suffers more from distribution shifts than AD methods. Furthermore, our investigation reveals that LightGBM also captures the majority of frauds detected by AD methods. This observation challenges the potential benefits of ensemble methods to combine supervised, and AD approaches to enhance performance. In summary, this research provides practical insights into the utility of these techniques in real-world scenarios, showing LightGBM's superiority in fraud detection while highlighting challenges related to distribution shifts.

The fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic. One of the complexities is the volatility associated with stock prices. Volatility is a tendency for prices to change unexpectedly [1]. Price volatility is often detrimental to the return economics, and thus, investors should factor it in whenever making investment decisions, choices, and temporal or permanent moves. It is, therefore, crucial to make necessary and regular short and long-term stock price volatility forecasts for the safety and economics of investors returns. These forecasts should be accurate and not misleading. Different models and methods, such as ARCH GARCH models, have been intuitively implemented to make such forecasts. However, such traditional means fail to capture the short-term volatility forecasts effectively. This paper, therefore, investigates and implements a combination of numeric and probabilistic models for short-term volatility and return forecasting for high-frequency trades. The essence is that one-day-ahead volatility forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical market prediction (NMP) model. Firstly, the stock price data from NMP was corrected by a GP. Since it is not easy to set price limits in a market due to its free nature and randomness, a Censored GP was used to model the relationship between the corrected stock prices and returns. Forecasting errors were evaluated using the implied and estimated data.

In this paper, we study the infinite-depth limit of finite-width residual neural networks with random Gaussian weights. With proper scaling, we show that by fixing the width and taking the depth to infinity, the pre-activations converge in distribution to a zero-drift diffusion process. Unlike the infinite-width limit where the pre-activation converge weakly to a Gaussian random variable, we show that the infinite-depth limit yields different distributions depending on the choice of the activation function. We document two cases where these distributions have closed-form (different) expressions. We further show an intriguing change of regime phenomenon of the post-activation norms when the width increases from 3 to 4. Lastly, we study the sequential limit infinite-depth-then-infinite-width and compare it with the more commonly studied infinite-width-then-infinite-depth limit.

The surging demand for cloud computing resources, driven by the rapid growth of sophisticated large-scale models and data centers, underscores the critical importance of efficient and adaptive resource allocation. As major tech enterprises deploy massive infrastructures with thousands of GPUs, existing cloud platforms still struggle with low resource utilization due to key challenges: capturing hierarchical indicator structures, modeling non-Gaussian distributions, and decision-making under uncertainty. To address these challenges, we propose HRAMONY, an adaptive Hierarchical Attention-based Resource Modeling and Decision-Making System. HARMONY combines hierarchical multi-indicator distribution forecasting and uncertainty-aware Bayesian decision-making. It introduces a novel hierarchical attention mechanism that comprehensively models complex inter-indicator dependencies, enabling accurate predictions that can adapt to evolving environment states. By transforming Gaussian projections into adaptive non-Gaussian distributions via Normalizing Flows. Crucially, HARMONY leverages the full predictive distributions in an adaptive Bayesian process, proactively incorporating uncertainties to optimize resource allocation while robustly meeting SLA constraints under varying conditions. Extensive evaluations across four large-scale cloud datasets demonstrate HARMONY's state-of-the-art performance, significantly outperforming nine established methods. A month-long real-world deployment validated HARMONY's substantial practical impact, realizing over 35,000 GPU hours in savings and translating to $100K+ in cost reduction, showcasing its remarkable economic value through adaptive, uncertainty-aware scaling. Our code is available at https://github.com/Floating-LY/HARMONY1.

A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and tractability. The essential idea, inspired by non-equilibrium statistical physics, is to systematically and slowly destroy structure in a data distribution through an iterative forward diffusion process. We then learn a reverse diffusion process that restores structure in data, yielding a highly flexible and tractable generative model of the data. This approach allows us to rapidly learn, sample from, and evaluate probabilities in deep generative models with thousands of layers or time steps, as well as to compute conditional and posterior probabilities under the learned model. We additionally release an open source reference implementation of the algorithm.

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current distribution. We prove tight minimax risk bounds for both discrete and continuous smooth densities, where the minimum is over all possible estimates and the maximum is over all possible distributions that satisfy the drift constraints. Our technique handles a broad class of drift models, and generalizes previous results on agnostic learning under drift.

Fine-tuning is becoming widely used for leveraging the power of pre-trained foundation models in new downstream tasks. While there are many successes of fine-tuning on various tasks, recent studies have observed challenges in the generalization of fine-tuned models to unseen distributions (i.e., out-of-distribution; OOD). To improve OOD generalization, some previous studies identify the limitations of fine-tuning data and regulate fine-tuning to preserve the general representation learned from pre-training data. However, potential limitations in the pre-training data and models are often ignored. In this paper, we contend that overly relying on the pre-trained representation may hinder fine-tuning from learning essential representations for downstream tasks and thus hurt its OOD generalization. It can be especially catastrophic when new tasks are from different (sub)domains compared to pre-training data. To address the issues in both pre-training and fine-tuning data, we propose a novel generalizable fine-tuning method LEVI (Layer-wise Ensemble of different VIews), where the pre-trained model is adaptively ensembled layer-wise with a small task-specific model, while preserving its efficiencies. By combining two complementing models, LEVI effectively suppresses problematic features in both the fine-tuning data and pre-trained model and preserves useful features for new tasks. Broad experiments with large language and vision models show that LEVI greatly improves fine-tuning generalization via emphasizing different views from fine-tuning data and pre-trained features.