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Data driven generative deep learning models have recently emerged as one of the most promising approaches for new materials discovery. While generator models can generate millions of candidates, it is critical to train fast and accurate machine learning models to filter out stable, synthesizable materials with the desired properties. However, such efforts to build supervised regression or classification screening models have been severely hindered by the lack of unstable or unsynthesizable samples, which usually are not collected and deposited in materials databases such as ICSD and Materials Project (MP). At the same time, there is a significant amount of unlabelled data available in these databases. Here we propose a semi-supervised deep neural network (TSDNN) model for high-performance formation energy and synthesizability prediction, which is achieved via its unique teacher-student dual network architecture and its effective exploitation of the large amount of unlabeled data. For formation energy based stability screening, our semi-supervised classifier achieves an absolute 10.3% accuracy improvement compared to the baseline CGCNN regression model. For synthesizability prediction, our model significantly increases the baseline PU learning's true positive rate from 87.9% to 92.9% using 1/49 model parameters. To further prove the effectiveness of our models, we combined our TSDNN-energy and TSDNN-synthesizability models with our CubicGAN generator to discover novel stable cubic structures. Out of the 1000 recommended candidate samples by our models, 512 of them have negative formation energies as validated by our DFT formation energy calculations. Our experimental results show that our semi-supervised deep neural networks can significantly improve the screening accuracy in large-scale generative materials design. Our source code can be accessed at https://git/hub.com/usccolumbia/tsdnn.