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On Calibration and Out-of-Domain Generalization
Yoav Wald · Amir Feder · Daniel Greenfeld · Uri Shalit

Tue Dec 07 08:30 AM -- 10:00 AM (PST) @

Out-of-domain (OOD) generalization is a significant challenge for machine learning models. Many techniques have been proposed to overcome this challenge, often focused on learning models with certain invariance properties. In this work, we draw a link between OOD performance and model calibration, arguing that calibration across multiple domains can be viewed as a special case of an invariant representation leading to better OOD generalization. Specifically, we show that under certain conditions, models which achieve \emph{multi-domain calibration} are provably free of spurious correlations. This leads us to propose multi-domain calibration as a measurable and trainable surrogate for the OOD performance of a classifier. We therefore introduce methods that are easy to apply and allow practitioners to improve multi-domain calibration by training or modifying an existing model, leading to better performance on unseen domains. Using four datasets from the recently proposed WILDS OOD benchmark, as well as the Colored MNIST, we demonstrate that training or tuning models so they are calibrated across multiple domains leads to significantly improved performance on unseen test domains. We believe this intriguing connection between calibration and OOD generalization is promising from both a practical and theoretical point of view.

Author Information

Yoav Wald (Johns Hopkins University)
Amir Feder (Technion - Israel Institute of Technology)
Amir Feder

Amir Feder is a Postdoctoral Research Scientist in the Data Science Institute, working with Professor David Blei on causal inference and natural language processing. His research seeks to develop methods that integrate causality into natural language processing, and use them to build linguistically-informed algorithms for predicting and understanding human behavior. Through the paradigm of causal machine learning, Amir aims to build bridges between machine learning and the social sciences. Before joining Columbia, Amir received his PhD from the Technion, where he was advised by Roi Reichart and worked closely with Uri Shalit. In a previous (academic) life, Amir was an economics, statistics and history student at Tel Aviv University, the Hebrew University of Jerusalem and Northwestern University. Amir was the organizer of the First Workshop on Causal Inference and NLP (CI+NLP) at EMNLP 2021.

Daniel Greenfeld (Weizmann Institute)
Uri Shalit (Technion)

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