Guided Adversarial Robust Transfer Learning with Source Mixing

Transfer learning is a critical technique that enables the application of knowledge gained from existing tasks or domains to improve performance on a new one, reducing the need for extensive data and training in each new context. Many existing transfer learning methods rely on leveraging information from source populations closely resembling the target population. However, this approach often overlooks valuable knowledge that may be present in different yet potentially related auxiliary samples. When dealing with a limited amount of target data and multiple source data, we introduce a novel approach, Guided Adversarial Robust Transfer (GART) learning, that breaks free from strict similarity constraints. GART is designed to optimize the most adversarial loss with respect to a collection of source mixture distributions that guarantee excellent prediction performances for the target data. We establish the closed form of the population GART and show that the GART estimator achieves a faster convergence rate than the model fitted with the target data. Our simulation studies suggest that GART outperforms existing transfer learning methods, attaining higher robustness and accuracy. We highlight GART's predictiveness and robustness by applying it to form genetic prediction models of high-density lipoprotein cholesterol using multi-institutional biobank-linked electronic health records data.