We are concerned with a worst-case scenario in model generalization, in the sense that a model aims to perform well on many unseen domains while there is only one single domain available for training. We propose Meta-Learning based Adversarial Domain Augmentation to solve this Out-of-Domain generalization problem. The key idea is to leverage adversarial training to create "fictitious" yet "challenging" populations, from which a model can learn to generalize with theoretical guarantees. To facilitate fast and desirable domain augmentation, we cast the model training in a meta-learning scheme and use a Wasserstein Auto-Encoder to relax the widely used worst-case constraint. We further improve our method by integrating uncertainty quantification for efficient domain generalization. Extensive experiments on multiple benchmark datasets indicate its superior performance in tackling single domain generalization.
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