Adaptive and Efficient Learning with Blockwise Missing and Semi-Supervised Data

Abstract: Data fusion is an important way to realize powerful and generalizable analyses across multiple sources. However, different capability of data collection across the sources has become a prominent issue in practice. This could result in the blockwise missingness (BM) of covariates troublesome for integration. Meanwhile, the high cost of obtaining gold-standard labels can cause the missingness of response on a large proportion of samples, known as the semi-supervised (SS) problem. In this paper, we consider a challenging scenario confronting both the BM and SS issues, and propose a novel Data-adaptive projecting Estimation approach for data FUsion in the SEmi-supervised setting (DEFUSE). Starting with a complete-data-only estimator, it involves two successive projection steps to reduce its variance without incurring bias. Compared to existing approaches, DEFUSE achieves a two-fold improvement. First, it leverages the BM labeled sample more efficiently through a novel data-adaptive projection approach robust to model misspecification on the missing covariates, leading to better variance reduction. Second, our method further incorporates the large unlabeled sample to enhance the estimation efficiency through imputation and projection. Compared to the previous SS setting with complete covariates, our work reveals a more essential role of the unlabeled sample in the BM setting. These advantages are justified in asymptotic and simulation studies. We also apply DEFUSE for the risk modeling and inference of heart diseases with the MIMIC-III electronic medical record (EMR) data.