Recent advances in large neural network-style models have demonstrated great performance in various applications, such as image generation, question answering, and audio classification. However, these deep and high-capacity models require a large amount of labeled data to function properly, rendering them inapplicable in many real-world scenarios. This dissertation focuses on the development and evaluation of advanced machine learning algorithms to solve the following research questions: (1) How to learn novel classes with limited labeled data, (2) How to adapt a large pre-trained model to the target domain if only unlabeled data is available, (3) How to boost the performance of the few-shot learning model with unlabeled data, and (4) How to utilize limited labeled data to learn new classes without the training data in the same domain. First, we study few-shot learning in text classification tasks. Meta-learning is becoming a popular approach for addressing few-shot text classification and has achieved state-of-the-art performance. However, the performance of existing approaches heavily depends on the interclass variance of the support set. To address this problem, we propose a TART network for few-shot text classification. The model enhances the generalization by transforming the class prototypes to per-class fixed reference points in task-adaptive metric spaces. In addition, we design a novel discriminative reference regularization to maximize divergence between transformed prototypes in task-adaptive metric spaces to improve performance further. In the second problem we focus on self-learning in cross-lingual transfer task. Our goal here is to develop a framework that can make the pretrained cross-lingual model continue learning the knowledge with large amount of unlabeled data. Existing self-learning methods in crosslingual transfer tasks suffer from the large number of incorrectly pseudo-labeled samples used in the training phase. We first design an uncertainty-aware cross-lingual transfer framework with pseudo-partial-labels. We also propose a novel pseudo-partial-label estimation method that considers prediction confidences and the limitation to the number of candidate classes. Next, to boost the performance of the few-shot learning model with unlabeled data, we propose a semi-supervised approach for few-shot semantic segmentation task. Existing solutions for few-shot semantic segmentation cannot easily be applied to utilize image-level weak annotations. We propose a class-prototype augmentation method to enrich the prototype representation by utilizing a few image-level annotations, achieving superior performance in one-/multi-way and weak annotation settings. We also design a robust strategy with softmasked average pooling to handle the noise in image-level annotations, which considers the prediction uncertainty and employs the task-specific threshold to mask the distraction. Finally, we study the cross-domain few-shot learning in the semantic segmentation task. Most existing few-shot segmentation methods consider a setting where base classes are drawn from the same domain as the new classes. Nevertheless, gathering enough training data for meta-learning is either unattainable or impractical in many applications. We extend few-shot semantic segmentation to a new task, called Cross-Domain Few-Shot Semantic Segmentation (CD-FSS), which aims to generalize the meta-knowledge from domains with sufficient training labels to low-resource domains. Then, we establish a new benchmark for the CD-FSS task and evaluate both representative few-shot segmentation methods and transfer learning based methods on the proposed benchmark. We then propose a novel Pyramid-AnchorTransformation based few-shot segmentation network (PATNet), in which domain-specific features are transformed into domain-agnostic ones for downstream segmentation modules to fast adapt to unseen domains.