Official code release for "Out-of-Distribution Generalization via Risk Extrapolation".

The JigenDG subdirectory is modified from https://github.com/fmcarlucci/JigenDG, and has its own license. The InvariantRiskMinimization is modified from https://github.com/facebookresearch/InvariantRiskMinimization, and also has its own license.

Each folder contains its own README.md

To produce Figure 5 (toy heteroskedastic data):

python discrete_example.py