Asymptotic Bayes risk for Gaussian mixture in a semi-supervised setting

07/08/2019
by   Marc Lelarge, et al.
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Semi-supervised learning (SSL) uses unlabeled data for training and has been shown to greatly improve performances when compared to a supervised approach on the labeled data available. This claim depends both on the amount of labeled data available and on the algorithm used. In this paper, we compute analytically the gap between the best fully-supervised approach on labeled data and the best semi-supervised approach using both labeled and unlabeled data. We quantify the best possible increase in performance obtained thanks to the unlabeled data, i.e. we compute the accuracy increase due to the information contained in the unlabeled data. Our work deals with a simple high-dimensional Gaussian mixture model for the data in a Bayesian setting. Our rigorous analysis builds on recent theoretical breakthroughs in high-dimensional inference and a large body of mathematical tools from statistical physics initially developed for spin glasses.

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