A Minimax Game for Instance based Selective Transfer Learning

Deep neural network based transfer learning has been widely used to leverage information from the domain with rich data to help domain with insufficient data. When the source data distribution is different from the target data, transferring knowledge between these domains may lead to negative transfer. To mitigate this problem, a typical way is to select useful source domain data for transferring. However, limited studies focus on selecting high-quality source data to help neural network based transfer learning. To bridge this gap, we propose a general Minimax Game based model for selective Transfer Learning (MGTL). More specifically, we build a selector, a discriminator and a TL module in the proposed method. The discriminator aims to maximize the differences between selected source data and target data, while the selector acts as an attacker to selected source data that are close to the target to minimize the differences. The TL module trains on the selected data and provides rewards to guide the selector. Those three modules play a minimax game to help select useful source data for transferring. Our method is also shown to speed up the training process of the learning task in the target domain than traditional TL methods. To the best of our knowledge, this is the first to build a minimax game based model for selective transfer learning. To examine the generality of our method, we evaluate it on two different tasks: item recommendation and text retrieval. Extensive experiments over both public and real-world datasets demonstrate that our model outperforms the competing methods by a large margin. Meanwhile, the quantitative evaluation shows our model can select data which are close to target data. Our model is also deployed in a real-world system and significant improvement over the baselines is observed.