Recent advances in deep machine learning hinge on a large amount of labeled data. Such heavy dependence on supervision data impedes the broader application of deep learning in more practical scenarios, where data annotation and labeling can be expensive (e.g. high-frequency trading) or even dangerous (e.g. training autonomous-driving models.) Transfer Learning (TL), equivalently referred to as knowledge transfer, is an effective strategy to confront such challenges. TL, by its definition, distills the external knowledge from relevant domains into the target learning domain, hence requiring fewer supervision resources than learning-from-scratch. TL is beneficial for learning tasks for which the supervision data is limited or even unavailable. It is also an essential property to realize Generalized Artificial Intelligence. In this thesis, we propose sample-efficient TL approaches using limited, sometimes unreliable resources. We take a deep look into the setting of Reinforcement Learning (RL) and Supervised Learning, and derive solutions for the two domains respectively. Especially, for RL, we focus on a problem setting called imitation learning, where the supervision from the environment is either non-available or scarcely provided, and the learning agent must transfer knowledge from exterior resources, such as demonstration examples of a previously trained expert, to learn a good policy. For supervised learning, we consider a distributed machine learning scheme called Federated Learning (FL), which is a more challenging scenario than traditional machine learning, since the training data is distributed and non-sharable during the learning process. Under this distributed setting, it is imperative to enable TL among distributed learning clients to reach a satisfiable generalization performance. We prove by both theoretical support and extensive experiments that our proposed algorithms can facilitate the machine learning process with knowledge transfer to achieve higher asymptotic performance, in a principled and more efficient manner than the prior arts.
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