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Estimating the class prior for positive and unlabelled data via logistic regression

Author

Listed:
  • Małgorzata Łazęcka

    (Polish Academy of Sciences
    Warsaw University of Technology)

  • Jan Mielniczuk

    (Polish Academy of Sciences
    Warsaw University of Technology)

  • Paweł Teisseyre

    (Polish Academy of Sciences
    Warsaw University of Technology)

Abstract

In the paper, we revisit the problem of class prior probability estimation with positive and unlabelled data gathered in a single-sample scenario. The task is important as it is known that in positive unlabelled setting, a classifier can be successfully learned if the class prior is available. We show that without additional assumptions, class prior probability is not identifiable and thus the existing non-parametric estimators are necessarily biased in general if extra assumptions are not imposed. The magnitude of their bias is also investigated. The problem becomes identifiable when the probabilistic structure satisfies mild semi-parametric assumptions. Consequently, we propose a method based on a logistic fit and a concave minorization of its (non-concave) log-likelihood. The experiments conducted on artificial and benchmark datasets as well as on a large clinical database MIMIC indicate that the estimation errors for the proposed method are usually lower than for its competitors and that it is robust against departures from logistic settings.

Suggested Citation

  • Małgorzata Łazęcka & Jan Mielniczuk & Paweł Teisseyre, 2021. "Estimating the class prior for positive and unlabelled data via logistic regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 1039-1068, December.
    • Handle: RePEc:spr:advdac:v:15:y:2021:i:4:d:10.1007_s11634-021-00444-9
    DOI: 10.1007/s11634-021-00444-9
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    References listed on IDEAS

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    1. Gill Ward & Trevor Hastie & Simon Barry & Jane Elith & John R. Leathwick, 2009. "Presence-Only Data and the EM Algorithm," Biometrics, The International Biometric Society, vol. 65(2), pages 554-563, June.
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    3. Hyebin Song & Garvesh Raskutti, 2020. "PUlasso: High-Dimensional Variable Selection With Presence-Only Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 334-347, January.
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