Multi-instance learning (MIL) handles data that is organized into sets of instances known as bags. Traditionally, MIL is used in the supervised-learning setting for classifying bags which contain any number of instances. However, many traditional MIL algorithms do not scale efficiently to large datasets. In this paper, we present a novel primal–dual multi-instance support vector machine that can operate efficiently on large-scale data. Our method relies on an algorithm derived using a multi-block variation of the alternating direction method of multipliers. The approach presented in this work is able to scale to large-scale data since it avoids iteratively solving quadratic programming problems which are broadly used to optimize MIL algorithms based on SVMs. In addition, we improve our derivation to include an additional optimization designed to avoid solving a least-squares problem in our algorithm, which increases the utility of our approach to handle a large number of features as well as bags. Finally, we derive a kernel extension of our approach to learn nonlinear decision boundaries for enhanced classification capabilities. We apply our approach to both synthetic and real-world multi-instance datasets to illustrate the scalability, promising predictive performance, and interpretability of our proposed method.
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A Linear Primal-Dual Multi-Instance SVM for Big Data Classifications
Multi-instance learning (MIL) is an area of machine learning that handles data that is organized into sets of instances known as bags. Traditionally, MIL is used in the supervised-learning setting and is able to classify bags which can contain any number of instances. This property allows MIL to be naturally applied to solve the problems in a wide variety of real-world applications from computer vision to healthcare. However, many traditional MIL algorithms do not scale efficiently to large datasets. In this paper we present a novel Primal-Dual Multi-Instance Support Vector Machine (pdMISVM) derivation and implementation that can operate efficiently on large scale data. Our method relies on an algorithm derived using a multi-block variation of the alternating direction method of multipliers (ADMM). The approach presented in this work is able to scale to large-scale data since it avoids iteratively solving quadratic programming problems which are generally used to optimize MIL algorithms based on SVMs. In addition, we modify our derivation to include an additional optimization designed to avoid solving a least-squares problem during our algorithm; this optimization increases the utility of our approach to handle a large number of features as well as bags. Finally, we apply our approach to synthetic and real-world multi-instance datasets to illustrate the scalability, promising predictive performance, and interpretability of our proposed method. We end our discussion with an extension of our approach to handle non-linear decision boundaries. Code and data for our methods are available online at: https://github.com/minds-mines/pdMISVM.jl.
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- PAR ID:
- 10316103
- Date Published:
- Journal Name:
- 2021 IEEE International Conference on Data Mining (ICDM)
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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