Carnegie Mellon University
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Density-Sensitive Semisupervised Inference

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journal contribution
posted on 2008-05-01, 00:00 authored by Martin Azizyan, Aarti Singh, Larry Wasserman

Semisupervised methods are techniques for using labeled data (X1; Y1),...,(Xn; Yn) together with unlabeled data Xn+1,...,XN to make predictions. These methods invoke some assumption that links the marginal distribution PX of X to the regression function f(x). For example, it is common to assume that f is very smooth over high density regions of PX. Many of the methods are ad-hoc and have been shown to work in specific examples but are lacking a theoretical foundation. We provide a minimax framework for analyzing semisupervised methods. In particular, we study methods based on metrics that are sensitive to the distribution PX. Our model includes a parameter α that controls the strength of the semisupervised assumption. We then use the data to adapt to α


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