Evaluating Robustness to Dataset Shift via Parametric Robustness Sets

Michael Oberst, Nikolaj Thams, David Sontag

Keywords: Causality, Distribution Shift, Dataset Shift, Robustness

TL;DR: We give a method for evaluating predictive performance under parameterized changes in distribution.

Abstract: We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. To ensure that these shifts are plausible, we parameterize them in terms of interpretable changes in causal mechanisms of observed variables. This defines a parametric robustness set of plausible distributions and a corresponding worst-case loss. We construct a local approximation to the loss under shift, and show that problem of finding worst-case shifts can be efficiently solved.

Confirmation: Yes

Community Implementations: [ 1 code implementation](https://www.catalyzex.com/paper/arxiv:2205.15947/code)