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Theoretical Analysis of Domain Adaptation with Optimal Transport (1610.04420v4)

Published 14 Oct 2016 in stat.ML and cs.LG

Abstract: Domain adaptation (DA) is an important and emerging field of machine learning that tackles the problem occurring when the distributions of training (source domain) and test (target domain) data are similar but different. Current theoretical results show that the efficiency of DA algorithms depends on their capacity of minimizing the divergence between source and target probability distributions. In this paper, we provide a theoretical study on the advantages that concepts borrowed from optimal transportation theory can bring to DA. In particular, we show that the Wasserstein metric can be used as a divergence measure between distributions to obtain generalization guarantees for three different learning settings: (i) classic DA with unsupervised target data (ii) DA combining source and target labeled data, (iii) multiple source DA. Based on the obtained results, we provide some insights showing when this analysis can be tighter than other existing frameworks.

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Authors (3)
  1. Ievgen Redko (28 papers)
  2. Amaury Habrard (37 papers)
  3. Marc Sebban (17 papers)
Citations (176)

Summary

Theoretical Analysis of Domain Adaptation with Optimal Transport

The paper explores the domain adaptation (DA) problem in machine learning through a theoretical lens, leveraging optimal transport (OT) methodologies. Domain adaptation addresses scenarios where the training (source domain) and testing (target domain) datasets are drawn from similar but distinct distributions. Central to DA is minimizing divergence between these domains to enhance generalization capabilities across tasks.

Key Contributions

  1. Optimal Transport and Wasserstein Metric: The authors introduce concepts from the theory of optimal transport, emphasizing the suitability of the Wasserstein distance as a divergence metric in DA. The Wasserstein distance considers geometric properties of distributions, providing a robust framework for minimizing discrepancies between source and target domains.
  2. Generalization Bounds:
    • The paper derives theoretical generalization bounds for DA settings using the Wasserstein metric. These include classic DA with unsupervised target data, DA combining labeled data from both domains, and multiple source DA frameworks.
    • The bounds incorporate a capability term (λ) reflecting the potential for a hypothesis to minimize combined domain errors.
  3. Multi-Source Domain Adaptation:
    • The paper extends DA theory to scenarios involving multiple source domains. It outlines a strategy where a barycenter of source distributions is computed and transported to the target, suggesting an effective approach for aggregating knowledge across multiple sources.

Implications and Comparisons

The application of OT and Wasserstein distance presents several advantages:

  • Tighter Bounds: Compared to existing DA bounds using H-divergence or discrepancy distances, the Wasserstein metric often provides tighter bounds. The Csiszár-Kullback-Pinsker inequality supports the notion that the Wasserstein distance can be bounded by measures like the Kullback-Leibler divergence, further reinforcing its analytical robustness.
  • Computational Efficiency: The entropic regularization variant of the OT problem can be efficiently computed using the Sinkhorn-Knopp algorithm, making it computationally attractive relative to other DA divergence metrics.
  • Consideration of Geometry: Unlike other divergence measures, the Wasserstein metric effectively captures the topology and geometric nuances of data distributions, which are critical for reliable DA.

Future Directions

The paper identifies several areas for further exploration:

  • Algorithmic Development: The formulation of DA algorithms using alternative optimal coupling techniques such as Knothe-Rosenblatt and Moser coupling, inspired by the theoretical insights provided.
  • Enhanced Concentration Inequalities: Deriving concentration bounds for the λ term to improve the reliability of hypotheses across domains.
  • Application on Real-World Data: Evaluating the performance of these theoretically grounded approaches against practical DA datasets to validate their effectiveness and adaptability.

In sum, the paper presents a detailed theoretical investigation of domain adaptation through the optimal transport framework, offering substantive insights into improving DA algorithms' generalization performance. By focusing on the Wasserstein metric, it opens avenues for designing more effective DA solutions grounded in theoretical guarantees, carving a niche for further research and innovation in domain adaptation methodologies.