Jane Du

Computationally Efficient Methods for Invariant Feature Selection with Sparsity

Invariant Risk Minimization (IRM) (Arjovsky et al., 2020) proposes an optimization scheme that uses causal features to improve generalization. However, in most realizations, it does not have an explicit feature selection strategy. Prior investigation (Rosenfeld et al., 2020; Zhang et al., 2023) reve