As Internet of Things devices become prevalent, using intrusion detection to protect IoT from malicious intrusions is of vital importance. However, the data scarcity of IoT hinders the effectiveness of traditional intrusion detection methods. To tackle this issue, in this paper, we propose the Adaptive Bi-Recommendation and Self-Improving Network (ABRSI) based on unsupervised heterogeneous domain adaptation (HDA). The ABRSI transfers enrich intrusion knowledge from a data-rich network intrusion source domain to facilitate effective intrusion detection for data-scarce IoT target domains. The ABRSI achieves fine-grained intrusion knowledge transfer via adaptive bi-recommendation matching. Matching the bi-recommendation interests of two recommender systems and the alignment of intrusion categories in the shared feature space form a mutual-benefit loop. Besides, the ABRSI uses a self-improving mechanism, autonomously improving the intrusion knowledge transfer from four ways. A hard pseudo label voting mechanism jointly considers recommender system decision and label relationship information to promote more accurate hard pseudo label assignment. To promote diversity and target data participation during intrusion knowledge transfer, target instances failing to be assigned with a hard pseudo label will be assigned with a probabilistic soft pseudo label, forming a hybrid pseudo-labelling strategy. Meanwhile, the ABRSI also makes soft pseudo-labels globally diverse and individually certain. Finally, an error knowledge learning mechanism is utilised to adversarially exploit factors that causes detection ambiguity and learns through both current and previous error knowledge, preventing error knowledge forgetfulness. Holistically, these mechanisms form the ABRSI model that boosts IoT intrusion detection accuracy via HDA-assisted intrusion knowledge transfer.