Before revision:  While a variety of approaches have been proposed for this setting, it was recently shown that no existing algorithm can consistently outperform empirical risk minimization (ERM) over the training domains. To this end, in this paper we propose a novel approach for the domain generalization problem called Model-Based Domain Generalization.
After revision:  We show that under a natural model of data generation and a concomitant invariance condition, the domain generalization problem called Model-Based Domain Generalization.