Learning across domains is challenging especially when test data in target domain are sparse, heterogeneous and unlabeled. This challenge is even severe when building a deep stochastic neural model. This paper presents a stochastic semi-supervised learning for domain adaptation by using labeled data from source domain and unlabeled data from target domain. There are twofold novelties in the proposed method. First, a graphical model is constructed to identify the random latent features for classes as well as domains which are learned by variational inference. Second, we learn the class features which are discriminative among classes and simultaneously invariant to both domains. An adversarial neural model is introduced to pursue domain invariance. The domain features are explicitly learned to purify the extraction of class features for an improved classification. The experiments on sentiment classification illustrate the merits of the proposed stochastic adversarial domain adaptation.