Partial Invariance for Classification under Structural Causal Models
Austin Goddard, Yu Xiang
Abstract
Making predictions in an unseen environment from data collected across multiple training environments is challenging. This challenge is particularly pronounced when the target-generating mechanism varies across environments. In this work, we introduce environment-label separation, a form of partial environmental invariance that decomposes the target conditional distribution into an environment-invariant component and a label-invariant component. We show that this partial invariance enables estimation of the target conditional distribution in an unseen environment when using labeled training data together with unlabeled test features. Within the structural causal model framework, we provide sufficient conditions for environment-label separation. Building on these conditions, we develop an algorithm, dIMP-Classifier, which jointly minimizes an estimate of the test risk and encourages invariance across environments. We further provide finite-sample guarantees that characterize the test risk in terms of deviations from invariance, estimation error, and sample complexity. Experiments on simulated data and the real-world light tunnel Causal Chamber data demonstrate that the proposed approach can perform under interventions on the target mechanism and consistently outperforms the considered standard and invariance-based baselines.