To keep pace with the increased generation and digitization of documents, automated methods that can improve search, discovery and mining of the vast body of literature are essential. Keyphrases provide a concise representation by identifying salient concepts in a document. Various supervised approaches model keyphrase extraction using local context to predict the label for each token and perform much better than the unsupervised counterparts. However, existing supervised datasets have limited annotated examples to train better deep learning models. In contrast, many domains have large amount of un-annotated data that can be leveraged to improve model performance in keyphrase extraction. We introduce a self-learning based model that incorporates uncertainty estimates to select instances from large-scale unlabeled data to augment the small labeled training set. Performance evaluation on a publicly available biomedical dataset demonstrates that our method improves performance of keyphrase extraction over state of the art models.