Semiparametric semi-supervised learning for general targets under distribution shift and decaying overlap
Semiparametric semi-supervised learning for general targets under distribution shift and decaying overlap
In modern scientific applications, large volumes of covariate data are readily available, while outcome labels are costly, sparse, and often subject to distribution shift. This asymmetry has spurred interest in semi-supervised (SS) learning, but most existing approaches rely on strong assumptions -- such as missing completely at random (MCAR) labeling or strict positivity -- that put substantial limitations on their practical usefulness. In this work, we introduce a general semiparametric framework for estimation and inference in SS settings where labels are missing at random (MAR) and the overlap may vanish as sample size increases. Our framework accommodates a wide range of smooth statistical targets -- including means, linear coefficients, quantiles, and causal effects -- and remains valid under high-dimensional nuisance estimation and distributional shift between labeled and unlabeled samples. We construct estimators that are doubly robust and asymptotically normal by deriving influence functions under this decaying MAR-SS regime. A key insight is that classical root-$n$ convergence fails under vanishing overlap; we instead provide corrected asymptotic rates that capture the impact of the decay in overlap. We validate our theory through simulations and demonstrate practical utility in real-world applications on the internet of things and breast cancer where labeled data are scarce.
Lorenzo Testa、Qi Xu、Jing Lei、Kathryn Roeder
计算技术、计算机技术
Lorenzo Testa,Qi Xu,Jing Lei,Kathryn Roeder.Semiparametric semi-supervised learning for general targets under distribution shift and decaying overlap[EB/OL].(2025-05-09)[2025-06-28].https://arxiv.org/abs/2505.06452.点此复制
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