Makeup can disguise facial features, which results in degradation in the performance of many facial-related analysis systems, including face recognition, facial landmark characterisation, aesthetic quantification and automated age estimation methods. Thus, facial makeup is likely to directly affect several real-life applications such as cosmetology and virtual cosmetics recommendation systems, security and access control, and social interaction. In this work, we conduct a comparative study and design automated facial makeup detection systems leveraging multiple learning schemes from a single unconstrained photograph. We have investigated and studied the efficacy of deep learning models for makeup detection incorporating the use of transfer learning strategy with semi-supervised learning using labelled and unlabelled data. First, during the supervised learning, the VGG16 convolution neural network, pre-trained on a large dataset, is fine-tuned on makeup labelled data. Secondly, two unsupervised learning methods, which are self-learning and convolutional auto-encoder, are trained on unlabelled data and then incorporated with supervised learning during semi-supervised learning. Comprehensive experiments and comparative analysis have been conducted on 2479 labelled images and 446 unlabelled images collected from six challenging makeup datasets. The obtained results reveal that the convolutional auto-encoder merged with supervised learning gives the best makeup detection performance achieving an accuracy of 88.33% and area under ROC curve of 95.15%. The promising results obtained from conducted experiments reveal and reflect the efficiency of combining different learning strategies by harnessing labelled and unlabelled data. It would also be advantageous to the beauty industry to develop such computational intelligence methods.