On Transductive Regression

In many modern large-scale learning applications, the amount of unlabeled data far exceeds that of labeled data. A common instance of this problem is the transductive setting where the unlabeled test points are known to the learning algorithm. This paper presents a study of regression problems in that setting. It presents explicit VC-dimension error bounds for transductive regression that hold for all bounded loss functions and coincide with the tight classification bounds of Vapnik when applied to classification. It also presents a new transductive regression algorithm inspired by our bound that admits a primal and kernelized closedform solution and deals efficiently with large amounts of unlabeled data. The algorithm exploits the position of unlabeled points to locally estimate their labels and then uses a global optimization to ensure robust predictions.