To Augment or Not to Augment? Diagnosing Distributional Symmetry Breaking

Abstract

Symmetry-aware methods for machine learning, such as data augmentation and equivariant architectures, encourage correct model behavior on all transformations (e.g. rotations or permutations) of the original dataset. These methods can improve generalization and sample efficiency, under the assumption that the transformed datapoints are highly probable, or "important", under the test distribution. In this work, we develop a method for critically evaluating this assumption. In particular, we propose a metric to quantify the amount of symmetry breaking in a dataset, via a two-sample classifier test that distinguishes between the original dataset and its randomly augmented equivalent. We validate our metric on synthetic datasets, and then use it to uncover surprisingly high degrees of symmetry-breaking in several benchmark point cloud datasets, constituting a severe form of dataset bias. We show theoretically that distributional symmetry-breaking can prevent invariant methods from performing optimally even when the underlying labels are truly invariant, for invariant ridge regression in the infinite feature limit. Empirically, the implication for symmetry-aware methods is dataset-dependent: equivariant methods still impart benefits on some symmetry-biased datasets, but not others, particularly when the symmetry bias is predictive of the labels. Overall, these findings suggest that understanding equivariance -- both when it works, and why -- may require rethinking symmetry biases in the data.