Machine learning methods often assume that the test data have the same distribution as the training data. However, this assumption may not hold due to multiple levels of heterogeneity in applications, raising issues in algorithmic fairness and domain generalization. In this work, we address the problem of fair and generalizable machine learning by invariant principles. We propose a training environment-based oracle, FAIRM, which has desirable fairness and domain generalization properties under a diversity-type condition. We then provide an empirical FAIRM with finite-sample theoretical guarantees under weak distributional assumptions. We then develop efficient algorithms to realize FAIRM in linear models and demonstrate the nonasymptotic performance with minimax optimality. We evaluate our method in numerical experiments with synthetic data and MNIST data and show that it outperforms its counterparts.

Extracting actionable information rapidly from data produced by instruments such as the Linac Coherent Light Source (LCLS-II) and Advanced Photon Source Upgrade (APS-U) is becoming ever more challenging due to high (up to TB/s) data rates. Conventional physics-based information retrieval methods are hard-pressed to detect interesting events fast enough to enable timely focusing on a rare event or correction of an error. Machine learning~(ML) methods that learn cheap surrogate classifiers present a promising alternative, but can fail catastrophically when changes in instrument or sample result in degradation in ML performance. To overcome such difficulties, we present a new data storage and ML model training architecture designed to organize large volumes of data and models so that when model degradation is detected, prior models and/or data can be queried rapidly and a more suitable model retrieved and fine-tuned for new conditions. We show that our approach can achieve up to 100x data labelling speedup compared to the current state-of-the-art, 200x improvement in training speed, and 92x speedup in-terms of end-to-end model updating time.