In real-world applications, it is often expensive and time-consuming to obtain labeled examples. In such cases, knowledge transfer from related domains, where labels are abundant, could greatly reduce the need for extensive labeling efforts. In this scenario, transfer learning comes in hand. In this paper, we propose Deep Variational Transfer (DVT), a variational autoencoder that transfers knowledge across domains using a shared latent Gaussian mixture model. Thanks to the combination of a semi-supervised ELBO and parameters sharing across domains, we are able to simultaneously: (i) align all supervised examples of the same class into the same latent Gaussian Mixture component, independently from their domain; (ii) predict the class of unsupervised examples from different domains and use them to better model the occurring shifts. We perform tests on MNIST and USPS digits datasets, showing DVTs ability to perform transfer learning across heterogeneous datasets. Additionally, we present DVTs top classification performances on the MNIST semi-supervised learning challenge. We further validate DVT on a astronomical datasets. DVT achieves states-of-the-art classification performances, transferring knowledge across real stars surveys datasets, EROS, MACHO and HiTS, . In the worst performance, we double the achieved F1-score for rare classes. These experiments show DVTs ability to tackle all major challenges posed by transfer learning: different covariate distributions, different and highly imbalanced class distributions and different feature spaces.
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