Sparse classification with positive-confidence data in high dimensions
- URL: http://arxiv.org/abs/2512.24443v1
- Date: Tue, 30 Dec 2025 19:53:50 GMT
- Title: Sparse classification with positive-confidence data in high dimensions
- Authors: The Tien Mai, Mai Anh Nguyen, Trung Nghia Nguyen,
- Abstract summary: High-dimensional learning problems often require regularization for effective prediction and variable selection.<n>Existing Pconf methods are ill-suited for high-dimensional statistics.<n>This paper proposes a novel sparse-penalization framework for high-dimensional learning.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: High-dimensional learning problems, where the number of features exceeds the sample size, often require sparse regularization for effective prediction and variable selection. While established for fully supervised data, these techniques remain underexplored in weak-supervision settings such as Positive-Confidence (Pconf) classification. Pconf learning utilizes only positive samples equipped with confidence scores, thereby avoiding the need for negative data. However, existing Pconf methods are ill-suited for high-dimensional regimes. This paper proposes a novel sparse-penalization framework for high-dimensional Pconf classification. We introduce estimators using convex (Lasso) and non-convex (SCAD, MCP) penalties to address shrinkage bias and improve feature recovery. Theoretically, we establish estimation and prediction error bounds for the L1-regularized Pconf estimator, proving it achieves near minimax-optimal sparse recovery rates under Restricted Strong Convexity condition. To solve the resulting composite objective, we develop an efficient proximal gradient algorithm. Extensive simulations demonstrate that our proposed methods achieve predictive performance and variable selection accuracy comparable to fully supervised approaches, effectively bridging the gap between weak supervision and high-dimensional statistics.
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