JSM 2005 - Toronto

Abstract #302378

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 298
Type: Invited
Date/Time: Tuesday, August 9, 2005 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #302378
Title: Inferring Label Sampling Mechanisms and Automatic Bayes Carpentry Using Unlabeled Data
Author(s): Hui Zou*+ and Saharon Rosset and Ji Zhu and Trevor Hastie
Companies: Stanford University and IBM and University of Michigan and Stanford University
Address: Department of Statistics, Stanford, CA, 94305,
Keywords: semi-supervised ; unlabeled data ; sampling mechanism ; method of moments ; bayes carpentry
Abstract:

In semi-supervised learning, we are given a set of labeled data and a huge amount of unlabeled data. Typically, the labeled data are assumed random samples from a underlying joint distribution of the response and features. In this work, we consider the situation where the ``label sampling'' mechanism stochastically depends on the true response (as well as potentially on the features). Ignoring the violation of the random sampling assumption will produce misleading results. For example, when the labeled data are collected by biased sampling, supervised learning algorithms are no longer Bayes consistent due to an inherent bias. We suggest a method of moments for estimating the stochastic dependence using the unlabeled data. With the inferred result, we propose a universal carpentry technique that ensures the Bayes consistency for most popular supervised classifiers, including boosting and kernel machines. Numerical experiments well support the proposed methodology.


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