تقرير
Improving generalisation via anchor multivariate analysis
| العنوان: | Improving generalisation via anchor multivariate analysis |
|---|---|
| المؤلفون: | Durand, Homer, Varando, Gherardo, Mankovich, Nathan, Camps-Valls, Gustau |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science Statistics |
| مصطلحات موضوعية: | Statistics - Machine Learning, Computer Science - Machine Learning, Statistics - Applications, Statistics - Methodology, 62Hxx |
| الوصف: | We introduce a causal regularisation extension to anchor regression (AR) for improved out-of-distribution (OOD) generalisation. We present anchor-compatible losses, aligning with the anchor framework to ensure robustness against distribution shifts. Various multivariate analysis (MVA) algorithms, such as (Orthonormalized) PLS, RRR, and MLR, fall within the anchor framework. We observe that simple regularisation enhances robustness in OOD settings. Estimators for selected algorithms are provided, showcasing consistency and efficacy in synthetic and real-world climate science problems. The empirical validation highlights the versatility of anchor regularisation, emphasizing its compatibility with MVA approaches and its role in enhancing replicability while guarding against distribution shifts. The extended AR framework advances causal inference methodologies, addressing the need for reliable OOD generalisation. Comment: 21 pages, 15 figures |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2403.01865 |
| رقم الأكسشن: | edsarx.2403.01865 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |