Deep generative models have demonstrated superior performance in lossless compression on identically distributed data. However, in real-world scenarios, data to be compressed are of various distributions and usually cannot be known in advance. Thus, commercially expected neural compression must have strong Out-of-Distribution (OoD) generalization capabilities. Compared with traditional compression methods, deep learning methods have intrinsic flaws for OoD generalization. In this work, we make the attempt to tackle this challenge via exploiting a zoo of Deep Autoregressive models (DAMix). We build a model zoo consisting of autoregressive models trained on data from diverse distributions. In the test phase, we select useful expert models by a simple model evaluation score and adaptively aggregate the predictions of selected models. By assuming the outputs from each expert model are biased in favor of their training distributions, a von Mises-Fisher based filter is proposed to recover the value of unbiased predictions that provides more accurate density estimations than a single model. We derive the posterior of unbiased predictions as well as concentration parameters in the filter, and a novel temporal Stein variational gradient descent for sequential data is proposed to adaptively update the posterior distributions. We evaluate DAMix on 22 image datasets, including in-distribution and OoD data, and demonstrate that making use of unbiased predictions has up to 45.6% improvement over the single model trained on ImageNet.

Recent advances on large-scale pre-training have shown great potentials of leveraging a large set of Pre-Trained Models (PTMs) for improving Out-of-Distribution (OoD) generalization, for which the goal is to perform well on possible unseen domains after fine-tuning on multiple training domains. However, maximally exploiting a zoo of PTMs is challenging since fine-tuning all possible combinations of PTMs is computationally prohibitive while accurate selection of PTMs requires tackling the possible data distribution shift for OoD tasks. In this work, we propose ZooD, a paradigm for PTMs ranking and ensemble with feature selection. Our proposed metric ranks PTMs by quantifying inter-class discriminability and inter-domain stability of the features extracted by the PTMs in a leave-one-domain-out cross-validation manner. The top-K ranked models are then aggregated for the target OoD task. To avoid accumulating noise induced by model ensemble, we propose an efficient variational EM algorithm to select informative features. We evaluate our paradigm on a diverse model zoo consisting of 35 models for various OoD tasks and demonstrate: (i) model ranking is better correlated with fine-tuning ranking than previous methods and up to 9859x faster than brute-force fine-tuning; (ii) OoD generalization after model ensemble with feature selection outperforms the state-of-the-art methods and the accuracy on most challenging task DomainNet is improved from 46.5\% to 50.6\%. Furthermore, we provide the fine-tuning results of 35 PTMs on 7 OoD datasets, hoping to help the research of model zoo and OoD generalization. Code will be available at \href{https://gitee.com/mindspore/models/tree/master/research/cv/zood}{https://gitee.com/mindspore/models/tree/master/research/cv/zood}.