Machine learning models that are developed to be invariant under certain types of data transformations have shown improved generalization in practice. However, a principled understanding of why invariance benefits generalization is limited. Given a dataset, there is often no principled way to select suitable data transformations under which model invariance guarantees better generalization. This paper studies the generalization benefit of model invariance by introducing the sample cover induced by transformations, i.e., a representative subset of a dataset that can approximately recover the whole dataset using transformations. For any data transformations, we provide refined generalization bounds for invariant models based on the sample cover. We also characterize the suitability of a set of data transformations by the sample covering number induced by transformations, i.e., the smallest size of its induced sample covers. We show that we may tighten the generalization bounds for suitable transformations that have a small sample covering number. In addition, our proposed sample covering number can be empirically evaluated and thus provides a guidance for selecting transformations to develop model invariance for better generalization. In experiments on multiple datasets, we evaluate sample covering numbers for some commonly used transformations and show that the smaller sample covering number for a set of transformations (e.g., the 3D-view transformation) indicates a smaller gap between the test and training error for invariant models, which verifies our propositions.

However, a principled understanding of why invariance benefits generalization is limited. Given a dataset, there is often no principled way to select "suitable" data transformations under which model invariance guarantees better generalization.

Machine learning models that are developed to be invariant under certain types of data transformations have shown improved generalization in practice. However, a principled understanding of why invariance benefits generalization is limited. Given a dataset, there is often no principled way to select "suitable" data transformations under which model invariance guarantees better generalization. This paper studies the generalization benefit of model invariance by introducing the sample cover induced by transformations, i.e., a representative subset of a dataset that can approximately recover the whole dataset using transformations. For any data transformations, we provide refined generalization bounds for invariant models based on the sample cover.

Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We model nonlinear interactions in time series using DeepAR and then expose the model to different environments using Knockoffs-based interventions to test model invariance. Knockoff samples are pairwise exchangeable, in-distribution and statistically null variables generated without knowing the response. We test model invariance where we show that the distribution of the response residual does not change significantly upon interventions on non-causal predictors. We evaluate our method on real and synthetically generated time series. Overall our method outperforms other widely used causality methods, i.e, VAR Granger causality, VARLiNGAM and PCMCI+.

Machine learning models that are developed to be invariant under certain types of data transformations have shown improved generalization in practice. However, a principled understanding of why invariance benefits generalization is limited. Given a dataset, there is often no principled way to select "suitable" data transformations under which model invariance guarantees better generalization. This paper studies the generalization benefit of model invariance by introducing the sample cover induced by transformations, i.e., a representative subset of a dataset that can approximately recover the whole dataset using transformations. For any data transformations, we provide refined generalization bounds for invariant models based on the sample cover. We also characterize the "suitability" of a set of data transformations by the sample covering number induced by transformations, i.e., the smallest size of its induced sample covers. We show that we may tighten the generalization bounds for "suitable" transformations that have a small sample covering number. In addition, our proposed sample covering number can be empirically evaluated and thus provides a guidance for selecting transformations to develop model invariance for better generalization. In experiments on multiple datasets, we evaluate sample covering numbers for some commonly used transformations and show that the smaller sample covering number for a set of transformations (e.g., the 3D-view transformation) indicates a smaller gap between the test and training error for invariant models, which verifies our propositions.