Sequential Learning for Domain Generalization

In this paper we propose a sequential learning framework for Domain Generalization (DG), the problem of training a model that is robust to domain shift by design. Various DG approaches have been proposed with different motivating intuitions, but they typically optimize for a single step of domain generalization -- training on one set of domains and generalizing to one other. Our sequential learning is inspired by the idea lifelong learning, where accumulated experience means that learning the nth thing becomes easier than the 1st thing. In DG this means encountering a sequence of domains and at each step training to maximise performance on the next domain. The performance at domain n then depends on the previous n-1 learning problems. Thus backpropagating through the sequence means optimizing performance not just for the next domain, but all following domains. Training on all such sequences of domains provides dramatically more `practice' for a base DG learner compared to existing approaches, thus improving performance on a true testing domain. This strategy can be instantiated for different base DG algorithms, but we focus on its application to the recently proposed Meta-Learning Domain generalization (MLDG). We show that for MLDG it leads to a simple to implement and fast algorithm that provides consistent performance improvement on a variety of DG benchmarks.