Authors: Marthinus C. du Plessis,Gang Niu,Masashi Sugiyama
ArXiv: 1611.01586
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DOI
Abstract URL: http://arxiv.org/abs/1611.01586v1
We consider the problem of estimating the class prior in an unlabeled
dataset. Under the assumption that an additional labeled dataset is available,
the class prior can be estimated by fitting a mixture of class-wise data
distributions to the unlabeled data distribution. However, in practice, such an
additional labeled dataset is often not available. In this paper, we show that,
with additional samples coming only from the positive class, the class prior of
the unlabeled dataset can be estimated correctly. Our key idea is to use
properly penalized divergences for model fitting to cancel the error caused by
the absence of negative samples. We further show that the use of the penalized
$L_1$-distance gives a computationally efficient algorithm with an analytic
solution. The consistency, stability, and estimation error are theoretically
analyzed. Finally, we experimentally demonstrate the usefulness of the proposed
method.