Shifted feature distribution across different datasets
It'd be easier to understand if the plots were labeled. Nonetheless, I think I understand the question, and perhaps it's just sampling error. Why do you have two different pairs of train and test data? Are they from different sources? In that case, you probably don't want to be using the same classifier on both. Also, what do you mean 'validate' using two different train and test sets? Classifiers are trained on a train set, and validated on a test set, what do you mean you're validating on two different train/test pairs?