{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/minimax-optimal-estimation-of-stability-under","title":"Minimax Optimal Estimation of Stability Under Distribution Shift","arxiv_id":"2212.06338","date":"2022-12-13","proceeding":null,"authors":["Hongseok Namkoong","Yuanzhe Ma","Peter W. Glynn"],"abstract":"The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution shift, which is defined as the smallest change in the underlying environment that causes the system's performance to deteriorate beyond a permissible threshold. In contrast to standard tail risk measures and distributionally robust losses that require the specification of a plausible magnitude of distribution shift, the stability measure is defined in terms of a more intuitive quantity: the level of acceptable performance degradation. We develop a minimax optimal estimator of stability and analyze its convergence rate, which exhibits a fundamental phase shift behavior. Our characterization of the minimax convergence rate shows that evaluating stability against large performance degradation incurs a statistical cost. Empirically, we demonstrate the practical utility of our stability framework by using it to compare system designs on problems where robustness to distribution shift is critical.","url_abs":"https://arxiv.org/abs/2212.06338v2","url_pdf":"https://arxiv.org/pdf/2212.06338v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"minimax-optimal-estimation-of-stability-under","repo_url":"https://github.com/namkoong-lab/stability_estimation","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2212.06338","atlas_url":"https://app.syntology.ai/?focus=2212.06338","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}