Semi-supervised learning (SSL) is a common approach to learning predictive models using not only labeled, but also unlabeled examples. While SSL for the simple tasks of classification and regression has received much attention from the research community, this is not the case for complex prediction tasks with structurally dependent variables, such as multi-label classification and hierarchical multi-label classification. These tasks may require additional information, possibly coming from the underlying distribution in the descriptive space provided by unlabeled examples, to better face the challenging task of simultaneously predicting multiple class labels. In this paper, we investigate this aspect and propose a (hierarchical) multi-label classification method based on semi-supervised learning of predictive clustering trees, which we also extend towards ensemble learning. Extensive experimental evaluation conducted on 24 datasets shows significant advantages of the proposed method and its extension with respect to their supervised counterparts. Moreover, the method preserves interpretability of classical tree-based models.
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