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):