Title: Continuous Transfer Learning. Abstract: Transfer learning has been successfully applied across many high-impact applications. However, most existing work focuses on the static transfer learning setting, and very little is devoted to modeling the time evolving target domain, such as the online reviews for movies. To bridge this gap, in this paper, we focus on the continuous transfer learning setting with a time evolving target domain. One major challenge associated with continuous transfer learning is the time evolving relatedness of the source domain and the current target domain as the target domain evolves over time. To address this challenge, we first derive a generic generalization error bound on the current target domain with flexible domain discrepancy measures. Furthermore, a novel label-informed C-divergence is proposed to measure the shift of joint data distributions (over input features and output labels) across domains. It could be utilized to instantiate a tighter error upper bound in the continuous transfer learning setting, thus motivating us to develop an adversarial Variational Auto-encoder algorithm named CONTE by minimizing the C-divergence based error upper bound. Extensive experiments on various data sets demonstrate the effectiveness of our CONTE algorithm.
