Incremental predictive clustering trees for online semi-supervised multi-target regression

In many application settings, labeling data examples is a costly endeavor, while unlabeled examples are abundant and cheap to produce. Labeling examples can be particularly problematic in an online setting, where there can be arbitrarily many examples that arrive at high frequencies. It is also problematic when we need to predict complex values (e.g., multiple real values), a task that has started receiving considerable attention, but mostly in the batch setting. In this paper, we propose a method for online semi-supervised multi-target regression. It is based on incremental trees for multi-target regression and the predictive clustering framework. Furthermore, it utilizes unlabeled examples to improve its predictive performance as compared to using just the labeled examples. We compare the proposed iSOUP-PCT method with supervised tree methods, which do not use unlabeled examples, and to an oracle method, which uses unlabeled examples as though they were labeled. Additionally, we compare the proposed method to the available state-of-the-art methods. The method achieves good predictive performance on account of increased consumption of computational resources as compared to its supervised variant. The proposed method also beats the state-of-the-art in the case of very few labeled examples in terms of performance, while achieving comparable performance when the labeled examples are more common.