Title: Multi-Domain Active Learning: A Comparative Study. Abstract: Multi-domain learning (MDL) refers to learning a set of models simultaneously, with each one specialized to perform a task in a certain domain. Generally, high labeling effort is required in MDL, as data need to be labeled by human experts for every domain. Active learning (AL), which reduces labeling effort by only using the most informative data, can be utilized to address the above issue. The resultant paradigm is termed multi-domain active learning (MDAL). However, currently little research has been done in MDAL, not to mention any off-the-shelf solution. To fill this gap, we present a comprehensive comparative study of 20 different MDAL algorithms, which are established by combining five representative MDL models under different information-sharing schemes and four well-used AL strategies belonging to different categories. We evaluate the algorithms on five datasets, involving textual and visual classification tasks. We find that the models which capture both domain-dependent and domain-specific information are more likely to perform well in the whole AL loops. Besides, the simplest informativebased uncertainty strategy surprisingly performs well on most datasets. As our off-the-shelf recommendation, the combination of Multinomial Adversarial Networks (MAN) with the best vs second best (BvSB) uncertainty strategy shows its superiority in most cases, and this combination is also robust across datasets and domains.