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A Unified Domain Adaptation Framework with Distinctive Divergence Analysis

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

Unsupervised domain adaptation enables knowledge transfer from a labeled source domain to an unlabeled target domain by aligning the learnt features of both domains. The idea is theoretically supported by the generalization bound analysis in Ben-David et al. (2007), which specifies the applicable task (binary classification) and designates a specific distribution divergence measure. Although most distribution-aligning domain adaptation models seek theoretical grounds from this particular bound analysis, they do not actually fit into the stringent conditions. In this paper, we bridge the long-standing theoretical gap in literature by providing a unified generalization bound. Our analysis can well accommodate the classification/regression tasks and most commonly-used divergence measures, and more importantly, it can theoretically recover a large amount of previous models. In addition, we identify the key difference in the distribution divergence measures underlying the diverse models and commit a comprehensive in-depth comparison of the commonly-used divergence measures. Based on the unified generalization bound, we propose new domain adaptation models that achieve transferability through domain-invariant representations and conduct experiments on real-world datasets that corroborate our theoretical findings. We believe these insights are helpful in guiding the future design of distribution-aligning domain adaptation algorithms. © 2022, Transactions on Machine Learning Research. All rights reserved.
Original languageEnglish
Pages (from-to)1-21
Number of pages21
JournalTransactions on Machine Learning Research
Publication statusPublished - Dec 2022

Funding

Qi Wu acknowledges the support from the Hong Kong Research Grants Council [General Research Fund 14206117, 11219420, and 11200219], CityU SRG-Fd fund 7005300, and the support from the CityU-JD Digits Laboratory in Financial Technology and Engineering, HK Institute of Data Science. The work described in this paper was partially supported by the InnoHK initiative, The Government of the HKSAR, and the Laboratory for AI-Powered Financial Technologies. Shumin Ma acknowledges the support from: Guangdong Provincial Key Laboratory of Interdisciplinary Research and Application for Data Science, BNU-HKBU United International College (2022B1212010006), Guangdong Higher Education Upgrading Plan (2021-2025) of "Rushing to the Top, Making Up Shortcomings and Strengthening Special Features" with UIC research grant (R0400001-22) and UIC (UICR0700019-22).

RGC Funding Information

  • RGC-funded

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