Pareto Invariant Risk Minimization

@article{Chen2022ParetoIR,
  title={Pareto Invariant Risk Minimization},
  author={Yongqiang Chen and Kaiwen Zhou and Yatao Bian and Binghui Xie and Kaili Ma and Yonggang Zhang and Han Yang and Bo Han and James Cheng},
  journal={ArXiv},
  year={2022},
  volume={abs/2206.07766}
}
Despite the success of invariant risk minimization (IRM) in tackling the Out-of-Distribution generalization problem, IRM can compromise the optimality when applied in practice. The practical variants of IRM, e.g., IRMv1, have been shown to have significant gaps with IRM and thus could fail to capture the invariance even in simple problems. Moreover, the optimization procedure in IRMv1 involves two intrinsically conflicting objectives, and often requires careful tuning for the objective weights… 

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