Abstract:This article considers a semi-supervised classification setting on a Gaussian mixture model, where the data is not labeled strictly as usual, but instead with uncertain labels. Our main aim is to compute the Bayes risk for this model. We compare the behavior of the Bayes risk and the best known algorithm for this model. This comparison eventually gives new insights over the algorithm.
Abstract:This article conducts a large dimensional study of a simple yet quite versatile classification model, encompassing at once multi-task and semi-supervised learning, and taking into account uncertain labeling. Using tools from random matrix theory, we characterize the asymptotics of some key functionals, which allows us on the one hand to predict the performances of the algorithm, and on the other hand to reveal some counter-intuitive guidance on how to use it efficiently. The model, powerful enough to provide good performance guarantees, is also straightforward enough to provide strong insights into its behavior.