Environment Agnostic Invariant Risk Minimization for Classification of Sequential Datasets

The generalization of predictive models that follow the standard risk minimization paradigm of machine learning can be hindered by the presence of spurious correlations in the data. Identifying invariant predictors while training on data from multiple environments can influence models to focus on features that have an invariant causal relationship with the target, while reducing the effect of spurious features. Such invariant risk minimization approaches heavily rely on clearly defined environments and data being perfectly segmented into these environments for training. However, in real-world settings, perfect segmentation is challenging to achieve and these environment-aware approaches prove to be sensitive to segmentation errors. In this work, we present an environment-agnostic approach to develop generalizable models for classification tasks in sequential datasets without needing prior knowledge of environments. We show that our approach results in models that can generalize to out-of-distribution data and are not influenced by spurious correlations. We evaluate our approach on real-world sequential datasets from various domains.