We study the invariance characteristics of pre-trained predictive models by empirically learning transformations on the input that leave the prediction function approximately unchanged. To learn invariance transformations, we minimize the Wasserstein distance between the predictive distribution conditioned on the data instances and the predictive distribution conditioned on the transformed data instances. To avoid finding degenerate or perturbative transformations, we further regularize by adding a similarity term between the data and its transformed values. Applying the proposed technique to clinical time series data, we discover variables that commonly-used LSTM models do not rely on for their prediction, especially when the LSTM is trained to be adversarially robust.
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