A lecture exploring alternatives to using labeled training data. Labeled training data is often scarce, unavailable, or can be very costly to obtain. To circumvent this problem, there is a growing interest in developing methods that can exploit sources of information other than labeled data, such as weak-supervision and zero-shot learning. While these techniques obtained impressive accuracy in practice, both for vision and language domains, they come with no theoretical characterization of their accuracy. In a sequence of recent works, we develop a rigorous mathematical framework for constructing and analyzing algorithms that combine multiple sources of related data to solve a new learning task. Our learning algorithms provably converge to models that have minimum empirical risk with respect to an adversarial choice over feasible labelings for a set of unlabeled data, where the feasibility of a labeling is computed through constraints defined by estimated statistics of the sources. Notably, these methods do not require the related sources to have the same labeling space as the multiclass classification task. We demonstrate the effectiveness of our approach with experimentations on various image classification tasks. Creative Commons Attribution-Non-Commercial-Share Alike 2.0 UK: England & Wales; http://creativecommons.org/licenses/by-nc-sa/2.0/uk/