Building classifiers on multiple domains is a practical problem in the real life. Instead of building classifiers one by one, multi-domain learning (MDL) simultaneously builds classifiers on all the domains. MDL utilizes the information shared among the domains to improve the performance. As a supervised learning problem, the labeling effort is still high in MDL problems. Usually, this high labeling cost issue could be relieved by using active learning. Thus, it is natural to utilize active learning to reduce the labeling effort in MDL, and we refer this setting as multi-domain active learning (MDAL). However, there are only few works which are built on this setting. And when the researchers have to face this problem, there is no off-the-shelf solution. Under this circumstance, combining the current multi-domain learning models and single-domain active learning strategies might be a preliminary solution for MDAL problem. To find out the potential of this preliminary solution, a comparative study over 5 models and 4 active learning strategies is made in this paper. To the best of our knowledge, this is the first work provides the formal definition of MDAL. Besides, this is the first comparative work for MDAL problem. From the results, the Multinomial Adversarial Networks (MAN) model with a simple best vs second best (BvSB) uncertainty strategy shows its superiority in most cases. We take this combination as our off-the-shelf recommendation for the MDAL problem.
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