no code implementations • 18 Jan 2017 • Abhishek Chakrabortty, Matey Neykov, Raymond Carroll, Tianxi Cai
We consider the recovery of regression coefficients, denoted by $\boldsymbol{\beta}_0$, for a single index model (SIM) relating a binary outcome $Y$ to a set of possibly high dimensional covariates $\boldsymbol{X}$, based on a large but 'unlabeled' dataset $\mathcal{U}$, with $Y$ never observed.
