f-Domain-Adversarial Learning: Theory and Algorithms for Unsupervised Domain Adaptation with Neural Networks

The problem of unsupervised domain adaptation arises in a variety of practical applications where the distribution of the training samples differs from those used at test time. The existing theory of domain adaptation derived generalization bounds based on divergence measures that are hard to optimize in practice. This has led to a large disconnect between theory and state-of-the-art methods. In this paper, we propose a novel domain-adversarial framework that introduces new theory for domain adaptation and leads to practical learning algorithms with neural networks. In particular, we derive a novel generalization bound that utilizes a new measure of discrepancy between distributions based on a variational characterization of f-divergences. We show that our bound recovers the theoretical results from Ben-David et al. (2010a) as a special case with a particular choice of divergence, and also supports divergences typically used in practice. We derive a general algorithm for domain-adversarial learning for the complete family of f-divergences. We provide empirical results for several f-divergences and show that some, not considered previously in domain-adversarial learning, achieve state-of-the-art results in practice. We provide empirical insights into how choosing a particular divergence affects the transfer performance on real-world datasets. By further recognizing the optimization problem as a Stackelberg game, we utilize the latest optimizers from the game optimization literature, achieving additional performance boosts in our training algorithm. We show that our f-domain adversarial framework achieves state-of-the-art results on the challenging Office-31 and Office-Home datasets without extra hyperparameters.