Title: On the Bayes Inconsistency of Disagreement Discrepancy Surrogates
Primary area: learning theory
Keywords: Bayes consistency, distribution shift, disagreeent discrepancy, surrogate losses, adversarial robustness

Abstract: Deep neural networks often fail when deployed in real-world contexts due to distribution shift, a critical barrier to building safe and reliable systems. An emerging approach to address this problem relies on _disagreement discrepancy_—a measure of how the disagreement between two models changes under a shifting distribution. The process of maximizing this measure has seen applications in bounding error under shifts, testing for harmful shifts, and training more robust models. However, this optimization involves the non-differentiable zero-one loss, necessitating the use of practical surrogate losses. We prove that existing surrogates for disagreement discrepancy are not Bayes consistent, revealing a fundamental flaw: maximizing these surrogates can fail to maximize the true disagreement discrepancy. To address this, we introduce new theoretical results providing both upper and lower bounds on the optimality gap for such surrogates. Guided by this theory, we propose a novel disagreement loss that, when paired with cross-entropy, yields a provably consistent surrogate for disagreement discrepancy. Empirical evaluations across diverse vision benchmarks demonstrate that our method provides more accurate and robust estimates of disagreement discrepancy than existing approaches, particularly under challenging adversarial conditions.

TL;DR: Current surrogate objectives for disagreement discrepancy are not Bayes consistent. We prove this and introduce the first one that is.