Point-Identification of a Robust Predictor Under Latent Shift with Imperfect Proxies
This work addresses domain adaptation challenges for machine learning applications when latent confounders cause distribution shifts, offering a more practical solution than prior methods that require strong assumptions.
The paper tackles the problem of domain adaptation under latent shift with imperfect proxies, where existing methods rely on a strong completeness assumption. It introduces latent equivalent classes and a domain diversity condition to achieve point-identification of a robust predictor, showing that PQAL outperforms previous methods on synthetic and semi-synthetic datasets.
Addressing the domain adaptation problem becomes more challenging when distribution shifts across domains stem from latent confounders that affect both covariates and outcomes. Existing proxy-based approaches that address latent shift rely on a strong completeness assumption to uniquely determine (point-identify) a robust predictor. Completeness requires that proxies have sufficient information about variations in latent confounders. For imperfect proxies the mapping from confounders to the space of proxy distributions is non-injective, and multiple latent confounder values can generate the same proxy distribution. This breaks the completeness assumption and observed data are consistent with multiple potential predictors (set-identified). To address this, we introduce latent equivalent classes (LECs). LECs are defined as groups of latent confounders that induce the same conditional proxy distribution. We show that point-identification for the robust predictor remains achievable as long as multiple domains differ sufficiently in how they mix proxy-induced LECs to form the robust predictor. This domain diversity condition is formalized as a cross-domain rank condition on the mixture weights, which is substantially weaker assumption than completeness. We introduce the Proximal Quasi-Bayesian Active learning (PQAL) framework, which actively queries a minimal set of diverse domains that satisfy this rank condition. PQAL can efficiently recover the point-identified predictor, demonstrates robustness to varying degrees of shift and outperforms previous methods on synthetic data and semi-synthetic dSprites dataset.