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Main Authors: Allerbo, Oskar, Schön, Thomas B.
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2505.11006
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author Allerbo, Oskar
Schön, Thomas B.
author_facet Allerbo, Oskar
Schön, Thomas B.
contents We demonstrate how supervised learning can be decomposed into a two-stage procedure, where (1) all model parameters are selected in an unsupervised manner, and (2) the outputs y are added to the model, without changing the parameter values. This is achieved by a new model selection criterion that - in contrast to cross-validation - can be used also without access to y. For linear ridge regression, we bound the asymptotic out-of-sample risk of our method in terms of the optimal asymptotic risk. We also demonstrate that versions of linear and kernel ridge regression, smoothing splines, k-nearest neighbors, random forests, and neural networks, trained without access to y, perform similarly to their standard y-based counterparts. Hence, our results suggest that the difference between supervised and unsupervised learning is less fundamental than it may appear.
format Preprint
id arxiv_https___arxiv_org_abs_2505_11006
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Is Supervised Learning Really That Different from Unsupervised?
Allerbo, Oskar
Schön, Thomas B.
Machine Learning
We demonstrate how supervised learning can be decomposed into a two-stage procedure, where (1) all model parameters are selected in an unsupervised manner, and (2) the outputs y are added to the model, without changing the parameter values. This is achieved by a new model selection criterion that - in contrast to cross-validation - can be used also without access to y. For linear ridge regression, we bound the asymptotic out-of-sample risk of our method in terms of the optimal asymptotic risk. We also demonstrate that versions of linear and kernel ridge regression, smoothing splines, k-nearest neighbors, random forests, and neural networks, trained without access to y, perform similarly to their standard y-based counterparts. Hence, our results suggest that the difference between supervised and unsupervised learning is less fundamental than it may appear.
title Is Supervised Learning Really That Different from Unsupervised?
topic Machine Learning
url https://arxiv.org/abs/2505.11006