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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 a new method named adversarial domain augmentation to solve this Out-of-Distribution (OOD) 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 (WAE) to relax the widely used worst-case constraint. Detailed theoretical analysis is provided to testify our formulation, while extensive experiments on multiple benchmark datasets indicate its superior performance in tackling single domain generalization.
