Learning from positive and unlabeled data (PU learning) aims to train a binary classification model when only positive and unlabeled examples are available. Typically, learners assume that there is a labeling mechanism that determines which positive labels are observed. A particularly challenging setting arises when the observed positive labels are a biased sample from the positive distribution. Current approaches either require estimating the propensity scores, which are the instance-specific probabilities that a positive example’s label will be observed, or make overly restricting assumptions about the labeling mechanism. We make a novel assumption about the labeling mechanism which we show is more general than several commonly used existing ones. Moreover, the combination of our novel assumption and theoretical results from robust statistics can simplify the process of learning from biased PU data. Empirically, our approach offers superior predictive and run time performance compared to the state-of-the-art methods.

Tree ensembles (e.g., gradient boosting decision trees) are often used in practice because they offer excellent predictive performance while still being easy and efficient to learn. In some contexts, it is important to additionally optimize their size: this is specifically the case when models need to have verifiable properties (verification of fairness, robustness, etc. is often exponential in the ensemble's size), or when models run on battery-powered devices (smaller ensembles consume less energy, increasing battery autonomy). For this reason, compression of tree ensembles is worth studying. This paper presents LOP, a method for compressing a given tree ensemble by pruning or entirely removing trees in it, while updating leaf predictions in such a way that predictive accuracy is mostly unaffected. Empirically, LOP achieves compression factors that are often 10 to 100 times better than that of competing methods.