If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the community expects from UQ. This opinion paper offers a new perspective by specifying those requirements through five downstream tasks where we expect uncertainty scores to have substantial predictive power. We design these downstream tasks carefully to reflect real-life usage of ML models. On an example benchmark of 7 classification datasets, we did not observe statistical superiority of state-of-the-art intrinsic UQ methods against simple baselines. We believe that our findings question the very rationale of why we quantify uncertainty and call for a standardized protocol for UQ evaluation based on metrics proven to be relevant for the ML practitioner.

Learning Invariant Representations has been successfully applied for reconciling a source and a target domain for Unsupervised Domain Adaptation. By investigating the robustness of such methods under the prism of the cluster assumption, we bring new evidence that invariance with a low source risk does not guarantee a well-performing target classifier. More precisely, we show that the cluster assumption is violated in the target domain despite being maintained in the source domain, indicating a lack of robustness of the target classifier. To address this problem, we demonstrate the importance of enforcing the cluster assumption in the target domain, named Target Consistency (TC), especially when paired with Class-Level InVariance (CLIV). Our new approach results in a significant improvement, on both image classification and segmentation benchmarks, over state-of-the-art methods based on invariant representations. Importantly, our method is flexible and easy to implement, making it a complementary technique to existing approaches for improving transferability of representations.

Unsupervised Domain Adaptation (UDA) has attracted a lot of attention in the last ten years. The emergence of Domain Invariant Representations (IR) has improved drastically the transferability of representations from a labelled source domain to a new and unlabelled target domain. However, a potential pitfall of this approach, namely the presence of \textit{label shift}, has been brought to light. Some works address this issue with a relaxed version of domain invariance obtained by weighting samples, a strategy often referred to as Importance Sampling. From our point of view, the theoretical aspects of how Importance Sampling and Invariant Representations interact in UDA have not been studied in depth. In the present work, we present a bound of the target risk which incorporates both weights and invariant representations. Our theoretical analysis highlights the role of inductive bias in aligning distributions across domains. We illustrate it on standard benchmarks by proposing a new learning procedure for UDA. We observed empirically that weak inductive bias makes adaptation more robust. The elaboration of stronger inductive bias is a promising direction for new UDA algorithms.

Unsupervised Domain Adaptation aims to learn a model on a source domain with labeled data in order to perform well on unlabeled data of a target domain. Current approaches focus on learning \textit{Domain Invariant Representations}. It relies on the assumption that such representations are well-suited for learning the supervised task in the target domain. We rather believe that a better and minimal assumption for performing Domain Adaptation is the \textit{Hidden Covariate Shift} hypothesis. Such approach consists in learning a representation of the data such that the label distribution conditioned on this representation is domain invariant. From the Hidden Covariate Shift assumption, we derive an optimization procedure which learns to match an estimated joint distribution on the target domain and a re-weighted joint distribution on the source domain. The re-weighting is done in the representation space and is learned during the optimization procedure. We show on synthetic data and real world data that our approach deals with both \textit{Target Shift} and \textit{Concept Drift}. We report state-of-the-art performances on Amazon Reviews dataset \cite{blitzer2007biographies} demonstrating the viability of this approach.

Learning representations which remain invariant to a nuisance factor has a great interest in Domain Adaptation, Transfer Learning, and Fair Machine Learning. Finding such representations becomes highly challenging in NLP tasks since the nuisance factor is entangled in a raw text. To our knowledge, a major issue is also that only few NLP datasets allow assessing the impact of such factor. In this paper, we introduce two generalization metrics to assess model robustness to a nuisance factor: \textit{generalization under target bias} and \textit{generalization onto unknown}. We combine those metrics with a simple data filtering approach to control the impact of the nuisance factor on the data and thus to build experimental biased datasets. We apply our method to standard datasets of the literature (\textit{Amazon} and \textit{Yelp}). Our work shows that a simple text classification baseline (i.e., sentiment analysis on reviews) may be badly affected by the \textit{product ID} (considered as a nuisance factor) when learning the polarity of a review. The method proposed is generic and applicable as soon as the nuisance variable is annotated in the dataset.