# Is Importance Weighting Incompatible with Interpolating Classifiers?

arXiv: https://arxiv.org/abs/2112.12986 · HTML: https://mlsanity.com/paper/2112.12986/

## Key facts

- Cited by 19 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 24 references that are in the map.
- First posted on arXiv 24 Dec 2021.

## Builds on (most cited first, 16 of 16)

- [Distributionally Robust Neural Networks for Group Shifts: On the Importance of Regularization for Worst-Case Generalization](https://mlsanity.com/paper/1911.08731/) (2019)
- [Learning Imbalanced Datasets with Label-Distribution-Aware Margin Loss](https://mlsanity.com/paper/1906.07413/) (2019)
- [The Implicit Bias of Gradient Descent on Separable Data](https://mlsanity.com/paper/1710.10345/) (2017)
- [Long-tail learning via logit adjustment](https://mlsanity.com/paper/2007.07314/) (2020)
- [Gradient Descent Maximizes the Margin of Homogeneous Neural Networks](https://mlsanity.com/paper/1906.05890/) (2019)
- [What is the Effect of Importance Weighting in Deep Learning?](https://mlsanity.com/paper/1812.03372/) (2018)
- [Directional convergence and alignment in deep learning](https://mlsanity.com/paper/2006.06657/) (2020)
- [Convergence of Gradient Descent on Separable Data](https://mlsanity.com/paper/1803.01905/) (2018)
- [Classification vs regression in overparameterized regimes: Does the loss function matter?](https://mlsanity.com/paper/2005.08054/) (2020)
- [Finite-sample Analysis of Interpolating Linear Classifiers in the Overparameterized Regime](https://mlsanity.com/paper/2004.12019/) (2020)
- [Identifying and Compensating for Feature Deviation in Imbalanced Deep Learning](https://mlsanity.com/paper/2001.01385/) (2020)
- [Label-Imbalanced and Group-Sensitive Classification under Overparameterization](https://mlsanity.com/paper/2103.01550/) (2021)
- [Gradient descent follows the regularization path for general losses](https://mlsanity.com/paper/2006.11226/) (2020)
- [Risk Bounds for Over-parameterized Maximum Margin Classification on Sub-Gaussian Mixtures](https://mlsanity.com/paper/2104.13628/) (2021)
- [Understanding the role of importance weighting for deep learning](https://mlsanity.com/paper/2103.15209/) (2021)
- [Interpolating Classifiers Make Few Mistakes](https://mlsanity.com/paper/2101.11815/) (2021)

## Built on by (most cited first, 19 of 19)

- [Benign Overfitting without Linearity: Neural Network Classifiers Trained by Gradient Descent for Noisy Linear Data](https://mlsanity.com/paper/2202.05928/) (2022)
- [Large Stepsize Gradient Descent for Logistic Loss: Non-Monotonicity of the Loss Improves Optimization Efficiency](https://mlsanity.com/paper/2402.15926/) (2024)
- [Understanding Why Generalized Reweighting Does Not Improve Over ERM](https://mlsanity.com/paper/2201.12293/) (2022)
- [On the Implicit Geometry of Cross-Entropy Parameterizations for Label-Imbalanced Data](https://mlsanity.com/paper/2303.07608/) (2023)
- [Distributionally Robust Optimization via Ball Oracle Acceleration](https://mlsanity.com/paper/2203.13225/) (2022)
- [When is Importance Weighting Correction Needed for Covariate Shift Adaptation?](https://mlsanity.com/paper/2303.04020/) (2023)
- [Bitrate-Constrained DRO: Beyond Worst Case Robustness To Unknown Group Shifts](https://mlsanity.com/paper/2302.02931/) (2023)
- [Posterior Uncertainty Quantification in Neural Networks using Data Augmentation](https://mlsanity.com/paper/2403.12729/) (2024)
- [Deep Linear Networks can Benignly Overfit when Shallow Ones Do](https://mlsanity.com/paper/2209.09315/) (2022)
- [Importance Tempering: Group Robustness for Overparameterized Models](https://mlsanity.com/paper/2209.08745/) (2022)
- [Malign Overfitting: Interpolation Can Provably Preclude Invariance](https://mlsanity.com/paper/2211.15724/) (2022)
- [Data Optimization in Deep Learning: A Survey](https://mlsanity.com/paper/2310.16499/) (2023)
- [On how to avoid exacerbating spurious correlations when models are overparameterized](https://mlsanity.com/paper/2206.12739/) (2022)
- [General Loss Functions Lead to (Approximate) Interpolation in High Dimensions](https://mlsanity.com/paper/2303.07475/) (2023)
- [Edge Classification on Graphs: New Directions in Topological Imbalance](https://mlsanity.com/paper/2406.11685/) (2024)
- [Undersampling is a Minimax Optimal Robustness Intervention in Nonparametric Classification](https://mlsanity.com/paper/2205.13094/) (2022)
- [Sharp analysis of out-of-distribution error for "importance-weighted" estimators in the overparameterized regime](https://mlsanity.com/paper/2405.06546/) (2024)
- [Why Loss Re-weighting Works If You Stop Early: Training Dynamics of Unconstrained Features](https://mlsanity.com/paper/2601.12011/) (2026)
- [Ultra-imbalanced classification guided by statistical information](https://mlsanity.com/paper/2409.04101/) (2024)

## Abstract (arXiv)

Importance weighting is a classic technique to handle distribution shifts. However, prior work has presented strong empirical and theoretical evidence demonstrating that importance weights can have little to no effect on overparameterized neural networks. Is importance weighting truly incompatible with the training of overparameterized neural networks? Our paper answers this in the negative. We show that importance weighting fails not because of the overparameterization, but instead, as a result of using exponentially-tailed losses like the logistic or cross-entropy loss. As a remedy, we show that polynomially-tailed losses restore the effects of importance reweighting in correcting distribution shift in overparameterized models. We characterize the behavior of gradient descent on importance weighted polynomially-tailed losses with overparameterized linear models, and theoretically demonstrate the advantage of using polynomially-tailed losses in a label shift setting. Surprisingly, our theory shows that using weights that are obtained by exponentiating the classical unbiased importance weights can improve performance. Finally, we demonstrate the practical value of our analysis with neural network experiments on a subpopulation shift and a label shift dataset. When reweighted, our loss function can outperform reweighted cross-entropy by as much as 9% in test accuracy. Our loss function also gives test accuracies comparable to, or even exceeding, well-tuned state-of-the-art methods for correcting distribution shifts.
