There has been increasing attention to semi-supervised learning (SSL) approaches in machine learning to forming a classifier in situations where the training data for a classifier consists of a limited number of classified observations but a much larger number of unclassified observations. This is because the procurement of classified data can be quite costly due to high acquisition costs and subsequent financial, time, and ethical issues that can arise in attempts to provide the true class labels for the unclassified data that have been acquired. We provide here a review of statistical SSL approaches to this problem, focussing on the recent result that a classifier formed from a partially classified sample can actually have smaller expected error rate than that if the sample were completely classified. This rather paradoxical outcome is able to be achieved by introducing a framework with a missingness mechanism for the missing labels of the unclassified observations. It is most relevant in commonly occurring situations in practice, where the unclassified data occur primarily in regions of relatively high entropy in the feature space thereby making it difficult for their class labels to be easily obtained.