A long standing problem in visual object categorization is the ability of algorithms to generalize across different testing conditions. The problem has been formalized as a covariate shift among the probability distributions generating the training data (source) and the test data (target) and several domain adaptation methods have been proposed to address this issue. While these approaches have considered the single source-single target scenario, it is plausible to have multiple sources and require adaptation to any possible target domain. This last scenario, named Domain Generalization (DG), is the focus of our work. Differently from previous DG methods which learn domain invariant representations from source data, we design a deep network...