talk by Sara Magliacane
Foundations of Data Science Seminar Series
November 24, 2020
3:30 PM - 4:30 PM
In this setting, a stable predictor would use a subset of features for which the conditional distribution of the label is invariant in the source and target domains, which can be expressed as a conditional independence. On the other hand, since there are no labels in the target domain, this conditional independence is untestable from the data. We propose an approach based on a theorem prover that can infer certain untestable conditional independences from other testable ones using ideas from causal inference, but without recovering the causal graph. Under mild assumptions, this allows us to find subset of features that are provably stable under arbitrarily large distribution shifts. We demonstrate our approach by evaluating a possible implementation on simulated and real world data.
Date posted
Nov 10, 2020
Date updated
Nov 10, 2020