Invariant-Feature Subspace Recovery: A New Class of Provable Domain Generalization Algorithms

Domain generalization asks for models trained over a set of training environments to generalize well in unseen test environments. Recently, a series of algorithms such as Invariant Risk Minimization (IRM) have been proposed for domain generalization. However, Rosenfeld et al. (2021) shows that in a simple linear data model, even if non-convexity issues are ignored, IRM and its extensions cannot generalize to unseen environments with less than $d_s+1$ training environments, where $d_s$ is the dimension of the spurious-feature subspace. In this work, we propose Invariant-feature Subspace Recovery (ISR): a new class of algorithms to achieve provable domain generalization across the settings of classification and regression problems. First, in the binary classification setup of Rosenfeld et al. (2021), we show that our first algorithm, ISR-Mean, can identify the subspace spanned by invariant features from the first-order moments of the class-conditional distributions, and achieve provable domain generalization with $d_s+1$ training environments. Our second algorithm, ISR-Cov, further reduces the required number of training environments to $O(1)$ using the information of second-order moments. Notably, unlike IRM, our algorithms bypass non-convexity issues and enjoy global convergence guarantees. Next, we extend ISR-Mean to the more general setting of multi-class classification and propose ISR-Multiclass, which leverages class information and provably recovers the invariant-feature subspace with $\lceil d_s/k\rceil+1$ training environments for $k$-class classification. Finally, for regression problems, we propose ISR-Regression that can identify the invariant-feature subspace with $d_s+1$ training environments. Empirically, we demonstrate the superior performance of our ISRs on synthetic benchmarks. Further, ISR can be used as post-processing methods for feature extractors such as neural nets.

Greedy Modality Selection via Approximate Submodular Maximization

Multimodal learning considers learning from multi-modality data, aiming to fuse heterogeneous sources of information. However, it is not always feasible to leverage all available modalities due to memory constraints. Further, training on all the modalities may be inefficient when redundant information exists within data, such as different subsets of modalities providing similar performance. In light of these challenges, we study modality selection, intending to efficiently select the most informative and complementary modalities under certain computational constraints. We formulate a theoretical framework for optimizing modality selection in multimodal learning and introduce a utility measure to quantify the benefit of selecting a modality. For this optimization problem, we present efficient algorithms when the utility measure exhibits monotonicity and approximate submodularity. We also connect the utility measure with existing Shapley-value-based feature importance scores. Last, we demonstrate the efficacy of our algorithm on synthetic (Patch-MNIST) and two real-world (PEMS-SF, CMU-MOSI) datasets.