General Quantification of Covariate and Concept Shifts

Distributional shifts arise when the target deployment environment differs from the source environment that generated the training data. Robust learning frameworks such as Distributionally Robust Optimization (DRO) and Robust Satisficing (RS) aim to address this challenge, yet their finite-sample guarantees under such shifts, and their systematic comparison, remain underexplored: existing analyses typically establish guarantees either in the source environment or for adversarial worst-case performance over an ambiguity set. This paper instead studies generalization error in the target environment---the excess loss under the shifted target distribution. Our contributions are threefold. First, we derive finite-sample generalization error bounds in the shifted target environment for both DRO and RS. These bounds explicitly characterize the trade-off between reduced sensitivity to shift and the regularization penalty induced by each method's robustness hyperparameter, and they avoid the curse of dimensionality associated with Wasserstein empirical concentration. Second, when partial shift information such as shift magnitude or direction is available, we propose information-directed hyperparameter calibrations and compare the two methods given the same information. Under these calibrations, and in the partial-information regimes we study, DRO and RS exhibit complementary theoretical and empirical behavior. Finally, we apply the framework to a network lot-sizing problem, using it to interpret how robust policies respond to positive shifts in the demand distribution. Together, these results fill a gap in understanding the statistical properties of robust learning methods under distributional shifts and provide a principled basis for comparing DRO and RS.

Factorizable joint shift (FJS) represents a type of distribution shift (or dataset shift) that comprises both covariate and label shift. Recently, it has been observed that FJS actually arises from consecutive label and covariate (or vice versa) shifts. Research into FJS so far has been confined mostly to the case of categorical labels. We propose a framework for analysing distribution shift in the case of a general label space, thus covering both classification and regression models. Based on the framework, we generalise existing results on FJS to general label spaces and present and analyse a related extension to label distribution estimation of the expectation maximisation (EM) algorithm for class prior probabilities. We also take a fresh look at generalized label shift (GLS) in the case of a general label space.

Recent work on provably efficient algorithms for learning with distribution shift has focused on two models: PQ learning (Goldwasser et al. (2020)) and TDS learning (Klivans et al. (2024)). Algorithms for TDS learning are allowed to reject a test set entirely if distribution shift is detected. In contrast, PQ learners may only reject points that are deemed out-of-distribution on an individual basis. Our main result is a surprising equivalence between these two models in the distribution-free setting. In particular, we give an efficient black-box reduction from PQ learning to TDS learning for any Boolean concept class. This equivalence implies the first hardness results for distribution-free TDS learning of basic classes such as halfspaces. The main technical contribution underlying our equivalence is a method for boosting, via branching programs, the weak distinguishing power of TDS learners that have rejected the target domain. We also show that giving a learner access to membership queries sidesteps these hardness results and allows for efficient, distribution-free PQ learnability of halfspaces. Our algorithm iteratively recovers large-margin separators obtained by applying successive Forster transforms on the training data.