Classification of high dimensional data finds wide-ranging applications. In
many of these applications equipping the resulting classification with a
measure of uncertainty may be as important as the classification itself. In
this paper we introduce, develop algorithms for, and investigate the properties
of, a variety of Bayesian models for the task of binary classification; via the
posterior distribution on the classification labels, these methods
automatically give measures of uncertainty. The methods are all based around
the graph formulation of semi-supervised learning.
We provide a unified framework which brings together a variety of methods
which have been introduced in different communities within the mathematical
sciences. We study probit classification in the graph-based setting, generalize
the level-set method for Bayesian inverse problems to the classification
setting, and generalize the Ginzburg-Landau optimization-based classifier to a
Bayesian setting; we also show that the probit and level set approaches are
natural relaxations of the harmonic function approach introduced in [Zhu et al
2003].
We introduce efficient numerical methods, suited to large data-sets, for both
MCMC-based sampling as well as gradient-based MAP estimation. Through numerical
experiments we study classification accuracy and uncertainty quantification for
our models; these experiments showcase a suite of datasets commonly used to
evaluate graph-based semi-supervised learning algorithms.