Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited labeled data to improve the prediction performance. We propose a Bayesian transfer learning framework where the source and target domains are related through the joint prior density of the model parameters. The modeling of joint prior densities enables better understanding of the "transferability" between domains. We define a joint Wishart density for the precision matrices of the Gaussian feature-label distributions in the source and target domains to act like a bridge that transfers the useful information of the source domain to help classification in the target domain by improving the target posteriors. Using several theorems in multivariate statistics, the posteriors and posterior predictive densities are derived in closed forms with hypergeometric functions of matrix argument, leading to our novel closed-form and fast Optimal Bayesian Transfer Learning (OBTL) classifier. Experimental results on both synthetic and real-world benchmark data confirm the superb performance of the OBTL compared to the other state-of-the-art transfer learning and domain adaptation methods.

本研究提出了一种贝叶斯迁移学习框架，该框架利用源域和目标域之间的联合先验密度，定义高斯特征-标签分布的精度矩阵的联合Wishart密度作为一种转移有用信息的桥梁，提高了目标区域的分类性能。该方法是一种快速、基于闭式形式的最优贝叶斯迁移学习分类器，实验证明了其性能优于其他最先进的迁移学习和域适应方法。