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 covariate shift


Adjusted Count Quantification Learning on Graphs

Neural Information Processing Systems

Quantification learning is the task of predicting the label distribution of a set of instances. We study this problem in the context of graph-structured data, where the instances are vertices. Previously, this problem has only been addressed via node clustering methods. In this paper, we extend the popular Adjusted Classify & Count (ACC) method to graphs. We show that the prior probability shift assumption upon which ACC relies is often not applicable to graph quantification problems. To address this issue, we propose structural importance sampling (SIS), the first graph quantification method that is applicable under (structural) covariate shift. Additionally, we propose Neighborhood-aware ACC, which improves quantification in the presence of non-homophilic edges. We show the effectiveness of our techniques on multiple graph quantification tasks.


Energy: Optimizing Energy Change During Vision-Language Alignment Improves both OOD Detection and OODGeneralization

Neural Information Processing Systems

Recent approaches for vision-language models (VLMs) have shown remarkable success in achieving fast downstream adaptation. When applied to real-world downstream tasks, VLMs inevitably encounter both the in-distribution (ID) data and out-of-distribution (OOD) data. The OOD datasets often include both covariate shifts (e.g., known classes with changes in image styles) and semantic shifts (e.g., test-time unseen classes). This highlights the importance of improving VLMs' generalization ability to covariate-shifted OOD data, while effectively detecting open-set semantic-shifted OOD classes. In this paper, inspired by the substantial energy change observed in closed-set data when re-aligning vision-language modalities--specifically by directly reducing the maximum cosine similarity to a low value--we introduce a novel OOD score, named Energy.



DoseSurv: Predicting Personalized Survival Outcomes under Continuous-Valued Treatments

Neural Information Processing Systems

Estimating heterogeneous treatment effects (HTEs) of continuous-valued interventions on survival, that is, time-to-event (TTE) outcomes, is crucial in various fields, notably in clinical decision-making and in driving the advancement of nextgeneration clinical trials. However, while HTE estimation for continuous-valued (i.e., dosage-dependent) interventions and for TTE outcomes have been separately explored, their combined application remains largely overlooked in the machine learning literature. We propose DoseSurv, a varying-coefficient network designed to estimate HTEs for different dosage-dependent and non-dosage treatment options from TTE data. DoseSurv uses radial basis functions to model continuity in doseresponse relationships and learns balanced representations to address covariate shifts arising in HTE estimation from observational TTE data.


Conformal Inference under High-Dimensional Covariate Shifts via Likelihood-Ratio Regularization

Neural Information Processing Systems

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.


Quantifying Uncertainty in the Presence of Distribution Shifts

Neural Information Processing Systems

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially when test-time covariates differ from those seen during training, as occurs with selection bias or shifts over time. To address this, we propose a Bayesian framework for uncertainty estimation that explicitly accounts for covariate shifts. Unlike conventional approaches that rely on fixed priors, a key idea of our method is an adaptive prior, conditioned on both training and new covariates. This prior naturally increases uncertainty for inputs that lie far from the training distribution in regions where predictive performance is likely to degrade. To efficiently approximate the resulting posterior predictive distribution, we employ amortized variational inference. Finally, we construct synthetic environments by drawing small bootstrap samples from the training data, simulating a range of plausible covariate shifts using only the original dataset. We evaluate our method on both synthetic and real-world data, demonstrating that it yields substantially improved uncertainty estimates under distribution shift compared to existing approaches.


Expectation Consistency Loss: Rethink Confidence Calibration under Covariate Shift

arXiv.org Machine Learning

Confidence calibration for classification models is vital in safety-critical decision-making scenarios and has received extensive attention. General confidence calibration methods assume training and test data are independent and identically distributed, limiting their effectiveness under covariate shifts. Previous calibration methods under covariate shift struggle with class-wise or canonical calibrations and often rely on unstable importance weighting when density ratios are large or unbounded. Given the above limitations, this paper rethinks confidence calibration under covariate shifts. First, we derive a necessary and sufficient condition for confidence calibration under covariate shifts, named Expectation consistency condition, which reveals covariate shifts do not necessarily lead to uncalibrated confidence and provides a weaker condition for confidence calibration than global covariate distribution alignment. Then, utilizing Expectation consistency condition, this paper proposes an unsupervised domain adaptation loss to calibrate confidence of the target domain, named Expectation consistency loss (ECL), which is compatible with canonical calibration, class-wise calibration, and top-label calibration. Third, we prove that computing ECL loss has the same sample complexity as Expected Calibration Error (ECE) and provide a theoretically grounded mini-batch trainable scheme for ECL loss. Finally, we validate the effectiveness of our method on both simulated and real-world covariate shift datasets.


MMD-Balls as Credal Sets: A PAC-Bayesian Framework for Epistemic Uncertainty in Test-Time Adaptation

arXiv.org Machine Learning

Reliable deployment of machine learning models requires reasoning under epistemic uncertainty--the ability to recognize when the operating distribution has shifted beyond the scope of what was encountered during training. This challenge is central to test-time adaptation (TTA), a paradigm in which a model pretrained on source distribution Ps receives unlabeled data from a target distribution Pt = Ps at deployment time. Existing TTA methods (Wang et al., 2021; Niu et al., 2023; Zhang et al., 2022a; Yuan et al., 2023; Su et al., 2022) improve accuracy under distribution shift by adapting model parameters using statistics computed from test batches, but they provide no formal guarantees about when predictions should be trusted or how much risk degrades as a function of shift magnitude. This gap is particularly concerning in safety-critical applications such as autonomous driving, medical imaging, and financial risk assessment, where a model that silently degrades under distribution shift can cause significant harm. The inability to quantify how wrong a model's predictions might be in an unseen environment fundamentally limits its trustworthy deployment.


Tippett-minimum Fusion of Representation-space Diffusion Models for Multi-Encoder Out-of-Distribution Detection

arXiv.org Machine Learning

We address out-of-distribution (OOD) detection across the full spectrum of distribution shifts -- global domain changes, semantic divergence, texture differences, and covariate corruptions -- through a multi-encoder fusion of per-encoder representation-space diffusion models (RDMs). We statistically identify each encoder's sensitivity to specific shift types from ID data alone and introduce EncMin2L -- an encoder-agnostic two-level $\min(\cdot)$-gate that combines and calibrates per-encoder diffusion-based likelihood detectors without OOD labels, outperforming monolithic multi-encoder baselines at $2.3\times$ lower parameter cost. Two ID-data diagnostics: $η^2$ (class-conditional F-test) and $Δμ$ (log-likelihood shift under synthetic corruptions) -- quantify encoder specialization, while a Tippett minimum $p$-value combination aggregates per-encoder scores into a single, calibration-stable OOD signal. EncMin2L achieves $\geq 0.94$ AUROC across all four shift types simultaneously, outperforming the state-of-the-art representation-space diffusion OOD detectors across overlapping benchmarks.


FLUXtrapolation: A benchmark on extrapolating ecosystem fluxes

arXiv.org Machine Learning

We introduce FLUXtrapolation, a benchmark for extrapolating ecosystem fluxes under progressively harder distribution shifts. Ecosystem fluxes are central to understanding the carbon, water, and energy cycles, yet they can only be measured directly at sparsely located measurement towers. Producing global flux estimates therefore requires training models on observed sites using globally available covariates and predicting in unobserved regions, that is, upscaling. Flux upscaling is a challenging domain generalization problem that is affected by a shift in covariate distribution across climates, ecosystem types, and environmental conditions, as well as by conditional shift: important drivers remain unobserved at global scale. We provide a quantitative analysis of both these shifts in $P_X$ and $P_{Y\mid X}$. FLUXtrapolation is designed based on domain expertise on flux upscaling: it defines temporal, spatial, and temperature-based extrapolation scenarios and evaluates performance across held-out domains, temporal aggregations, and tail errors. In a pilot study, we find that baselines perform similarly under median hourly RMSE, but separate under the proposed tail-focused and multi-scale evaluation. FLUXtrapolation therefore poses a realistic and thus relevant challenge for machine learning methods under distribution shift; at the same time, progress on this benchmark would directly support the scientific goal of improving flux upscaling.