Although recent advances in machine learning have shown its success to learn from independent and identically distributed (IID) data, it is vulnerable to out-of-distribution (OOD) data in an open world. Domain generalization (DG) deals with such an issue and it aims to learn a model from multiple source domains that can be generalized to unseen target domains. Existing studies on DG have largely focused on stationary settings with homogeneous source domains. However, in many applications, domains may evolve along a specific direction (e.g., time, space). Without accounting for such non-stationary patterns, models trained with existing methods may fail to generalize on OOD data. In this paper, we study domain generalization in non-stationary environment. We first examine the impact of environmental non-stationarity on model performance and establish the theoretical upper bounds for the model error at target domains. Then, we propose a novel algorithm based on adaptive invariant representation learning, which leverages the non-stationary pattern to train a model that attains good performance on target domains. Experiments on both synthetic and real data validate the proposed algorithm.

该论文研究了非稳定环境下的领域泛化问题，并提出了一种基于自适应不变表示学习的新算法，该算法利用非稳定模式来训练一个在目标领域上具有良好性能的模型。实验证实了该算法在合成数据和真实数据上的有效性。

非平稳领域泛化：理论与算法