The fact that machine learning models, despite their advancements, are still trained on randomly gathered data is proof that a lasting solution to the problem of optimal data gathering has not yet been found. In this paper, we investigate whether a Bayesian approach to the classification problem can provide assumptions under which one is guaranteed to perform at least as good as random sampling. For a logistic regression model, we show that maximal expected information gain on model parameters is a promising criterion for selecting samples, assuming that our classification model is well-matched to the data. Our derived criterion is closely related to the maximum model change. We experiment with data sets which satisfy this assumption to varying degrees to see how sensitive our performance is to the violation of our assumption in practice.

In domain generalization, multiple labeled non-independent and non-identically distributed source domains are available during training while neither the data nor the labels of target domains are. Currently, learning so-called domain invariant representations (DIRs) is the prevalent approach to domain generalization. In this work, we define DIRs employed by existing works in probabilistic terms and show that by learning DIRs, overly strict requirements are imposed concerning the invariance. Particularly, DIRs aim to perfectly align representations of different domains, i.e. their input distributions. This is, however, not necessary for good generalization to a target domain and may even dispose of valuable classification information. We propose to learn so-called hypothesis invariant representations (HIRs), which relax the invariance assumptions. We report experimental results on public domain generalization datasets to show that learning HIRs is more effective than learning DIRs. In fact, our approach can even compete with approaches using prior knowledge about domains.