A data transformation apparatus (1) includes: data transformation means (11) for performing data transformation on each of a plurality of data sets so that data distributions of the plurality of data sets are brought close to each other; first calculation means (12) for calculating a class classification loss from a result of class classification performed by class classification means on at least some of a plurality of first transformed data sets obtained after the data transformation; second calculation means (13) for calculating an upper bound and a lower bound of a domain classification loss from a result of domain classification performed by domain classification means on each of the plurality of first transformed data sets; and first learning means (14) for performing first learning by updating a parameter of the domain classification means so that the upper bound is reduced and updating a parameter of the data transformation means so that the class classification loss is reduced and the lower bound is increased.