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Title: The Frechet Distance of training and test distribution predicts the generalization gap

Paper content:
Learning theory tells us that more data is better when minimizing the generalization error of identically distributed training and test sets.
However, when training and test distribution differ, this distribution shift can have a significant effect.
With a novel perspective on function transfer learning, we are able to lower bound the change of performance when transferring from training to test set with the Wasserstein distance between the embedded training and test set distribution.
We find that there is a trade-off affecting performance between how invariant a function is to changes in training and test distribution and how large this shift in distribution is.
Empirically across several data domains, we substantiate this viewpoint by showing that test performance correlates strongly with the distance in data distributions between training and test set.
Complementary to the popular belief that more data is always better, our results highlight the utility of also choosing a training data distribution that is close to the test data distribution when the learned function is not invariant to such changes.
Imagine there are two students who are studying for an exam.
Student A studies by diligently learning the class material by heart.
Student B studies by learning the underlying reasons for why things are the way they are.
Come test day, student A is only able to answer test questions that are very similar to the class material while student B has no trouble answering different looking questions that follow the same reasoning.
Distilled from this example, we note there is a trade-off between how "well" a student studied, i.e., how indifferent the student is to receiving exercise or test questions, and how close the test questions are to the exercise questions.
While most machine learning work studies the generalization error, i.e., the error when testing on different samples from the same distribution, we do not take the match of train and test distribution as given.
In fact, it appears that the distance between train and test distribution may be critical for successful "generalization".
Following a similar line of thought, Uguroglu & Carbonell (2011) devised a distribution measurement to select only features that do not vary from one domain to another.
In contrast, we are interested in linking performance directly to the distance between train and test distribution.
Invariance to distribution shifts: We say that a function is invariant to a given input perturbation when the corresponding output does not change with the perturbation.
This is desirable when trying to achieve robustness to irrelevant data variations which are called nuisances (Achille & Soatto, 2018) .
As outlined by Achille & Soatto (2018) ; Censi & Murray (2011) , the "optimal" learned function from input to output is maximally invariant to all data variations that do not contain information about the output.
To the extent to which a learner reacts to such nuisance variations, which carry no information about the output, it will incur a performance change in expectation.
The difficulty lies in knowing what can be ignored and what cannot.
Similarity between training and test distribution: Another strategy would be to ensure that the training and test distribution match which has been investigated in a number of diverse settings Arjovsky et al., 2017) .
Variations of this theme were encountered by Zhang et al. (2016) , where they show that networks are able to fit random labels perfectly, yet understandably fail to generalize to the test set of the correct label distribution.
Following popular wisdom, one would be led to believe that more data is all you need.
The presented theory and experiments however clearly detail that, while the amount of data is important, ensuring that train and test distribution are close may be similarly significant to perform well on the test set.
From the small-scale and real-world experiments we are left with the startling observation that, frequently, neural networks do not find the "true" functional relationship between input and output.
If this were the case, distribution shifts between training and testing should have a smaller impact.
Whether this problem can be remedied by finding richer function classes or whether it may be inherently unsolvable will have to be investigated.
An important aspect of this work is how we measure distribution distances.
By using a representation network, we obtain low dimensional embeddings and reduce the effect of noisy data.
This embedding is however in itself limited by its features, training data, and objective.
To apply the insights of this work, it will therefore be paramount to carefully choose an embedding for each dataset and task, whose features are able to meaningfully model the various data shifts a desired learning algorithm would react to.
As an example, a word embedding trained only on English texts will not provide meaningful results on other languages and hence is useless for modeling a distribution shift.
Through this work, we emphasize the consequences of using models for predictions, which do not share the invariances of the true functional relationship.
In this case, data distribution shifts lead to a deterioration of performance.
As a remedy to this issue, we propose applying the Fréchet distance to measure the distance of the dataset distributions to infer the degree of mismatch.
With this measure, we can deduce important criteria to choose training sets, select data augmentation techniques, and help optimize networks and their invariances.
We believe that making the problem explicit and having a way to measure progress through the FD score may allow for a new wave of innovative ideas on how to address generalization under data shifts.

assistant: text: The Frechet Distance between train and test distribution correlates with the change in performance for functions that are not invariant to the shift.