Decision-Target Reversal under Informative Label Missingness
Authors: Farinborz Setoudehtazangi, Geoffrey J. McLachlan
Organizations: Dipartimento di Scienze Statistiche, Università di Padova, Padova, Italy · School of Mathematics and Physics, The University of Queensland, Brisbane, Australia
Informative label missingness can improve classification efficiency because the pattern of label availability may itself contain information about the discriminant structure. We show that this advantage need not persist across deployment objectives: with the data-generating model and statistical experiments held fixed, informative partial classification can be favourable under one loss and unfavourable under another. We call this phenomenon decision-target reversal. For binary Gaussian discrimination, we derive a local cost-sensitive excess-risk expansion and, in one dimension, obtain explicit critical cost ratios at which the first-order risk ordering reverses. We show that the required covariance geometry arises under finite uncertainty-dependent missingness mechanisms with a fixed marginal missing-label proportion. We then extend the analysis to multiclass finite-action problems through loss-specific active-boundary curvature, yielding a general decision-target frontier. Monte Carlo experiments illustrate the predicted reversals, and a descriptive gastrointestinal-lesion application with agreement-defined label availability illustrates sensitivity to deployment costs. The results show that favourable informative missingness is a property of the statistical experiment relative to the deployment decision, rather than of the experiment alone.
Figures & tables
Figure 1: Finite-sample decision-target reversal for π1=π2=1/2 , Δ=1.5 , Pr(M=1)=0.30 , and ξ1=−0.25 , based on 5000 paired replications at n=2000 , with C21=1 . The solid curve estimates nΔRn(c) ; the dashed curve is the quadratic comparison using the empirical covariance difference Dn ; and the dotted curve is the population first-order approximation. The blue ribbon gives pointwise 95% Monte Carlo intervals calculated from paired risk differences; it is not a simultaneous band. The grey region and vertical lines indicate the population favourable interval, bounded by clow=0.214374 and chigh=4.664740 . Negative values favour partial classification and positive values favour complete classification.
Monte Carlo risk
Empirical Dn
Population theory
n
clow
chigh
clow
chigh
clow
chigh
500
0.2928
4.2418
0.2874
4.6125
0.2144
4.6647
1000
0.3043
3.3520
0.2993
3.3785
0.2144
4.6647
2000
0.2310
5.2777
0.2269
5.2774
0.2144
4.6647
Table I: Critical cost ratios obtained from the Monte Carlo deployment-risk curve, from the first-order approximation using the empirical covariance difference Dn , and from the population theory. The simulation uses 5000 replications for each sample size. The Monte Carlo crossings are obtained by linear interpolation of the mean risk difference in logc on the evaluated cost grid.
Figure 2: Gastrointestinal-lesion application under a shared-covariance Gaussian specification. Panel (a) shows the first two standardized principal components of the four previously selected features, with histological class indicated by colour and label availability by symbol; the projection is used only for visualization. Panel (b) shows entropy from the held-out FULL posterior predictions. Panel (c) shows the empirical leave-one-out risk difference RFULL(c)−RCC(c) . Negative values favour FULL and positive values favour CC. The inset shows the narrow reversals and tie interval at lower cost ratios. For the held-out predictions, preprocessing, initialization and fitting use training observations only, and all 76 paired fits pass the numerical checks. The principal-component projection in panel (a) uses all lesions for visualization only. Cost ratios are sensitivity parameters rather than clinical recommendations.
Learning with missing data develops methods to estimate, predict, and make decisions when variables, labels, modalities, or time points are unobserved.