Alright thanks for the clarification.

> So my question: Is there any other way to  tackle the problem like "Transfer
> Learning", "Zero-shot learning"? Any experience doing such task?

We don't have turn-key tools in scikit-learn for transfer learning nor
zero-shot learning. It would be interesting to evaluate the impact of
the covariate shift correction by computing of the impact of using
shift corrected negative samples from trainingset A to train the model
with samples with A and B together and evaluate only on a test set
from B.

-- 
Olivier

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