Abstract:This paper presents a semi-supervised learning framework for Gaussian mixture modelling under a Missing at Random (MAR) mechanism. The method explicitly parameterizes the missingness mechanism by modelling the probability of missingness as a function of classification uncertainty. To quantify classification uncertainty, we introduce margin confidence and incorporate the Aranda Ordaz (AO) link function to flexibly capture the asymmetric relationships between uncertainty and missing probability. Based on this formulation, we develop an efficient Expectation Conditional Maximization (ECM) algorithm that jointly estimates all parameters appearing in both the Gaussian mixture model (GMM) and the missingness mechanism, and subsequently imputes the missing labels by a Bayesian classifier derived from the fitted mixture model. This method effectively alleviates the bias induced by ignoring the missingness mechanism while enhancing the robustness of semi-supervised learning. The resulting uncertainty-aware framework delivers reliable classification performance in realistic MAR scenarios with substantial proportions of missing labels.
Abstract:There has been increasing attention to semi-supervised learning (SSL) approaches in machine learning to forming a classifier in situations where the training data consists of some feature vectors that have their class labels missing. In this study, we consider the generative model approach proposed by Ahfock&McLachlan(2020) who introduced a framework with a missingness mechanism for the missing labels of the unclassified features. In the case of two multivariate normal classes with a common covariance matrix, they showed that the error rate of the estimated Bayes' rule formed by this SSL approach can actually have lower error rate than the one that could be formed from a completely classified sample. In this study we consider this rather surprising result in cases where there may be more than two normal classes with not necessarily common covariance matrices.