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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. 

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. 

In order to manage the public health crisis associated with COVID-19, it is critically important that healthcare workers can quickly identify high-risk patients in order to provide effective treatment with limited resources. Statistical learning tools have the potential to help predict serious infection early-on in the progression of the disease. However, many of these techniques are unable to take full advantage of temporal data on a per-patient basis as they handle the problem as a single-instance classification. Furthermore, these algorithms rely on complete data to make their predictions. In this work, we present a novel approach to handle the temporal and missing data problems, simultaneously; our proposed Simultaneous Imputation-Multi Instance Support Vector Machine method illustrates how multiple instance learning techniques and low-rank data imputation can be utilized to accurately predict clinical outcomes of COVID-19 patients. We compare our approach against recent methods used to predict outcomes on a public dataset with a cohort of 361 COVID-19 positive patients. In addition to improved prediction performance early on in the progression of the disease, our method identifies a collection of biomarkers associated with the liver, immune system, and blood, that deserve additional study and may provide additional insight into causes of patient mortality due to COVID-19. We publish the source code for our method online. 

Alzheimer's Disease (AD) is a chronic neurodegenerative disease that severely impacts patients' thinking, memory and behavior. To aid automatic AD diagnoses, many longitudinal learning models have been proposed to predict clinical outcomes and/or disease status, which, though, often fail to consider missing temporal phenotypic records of the patients that can convey valuable information of AD progressions. Another challenge in AD studies is how to integrate heterogeneous genotypic and phenotypic biomarkers to improve diagnosis prediction. To cope with these challenges, in this paper we propose a longitudinal multi-modal method to learn enriched genotypic and phenotypic biomarker representations in the format of fixed-length vectors that can simultaneously capture the baseline neuroimaging measurements of the entire dataset and progressive variations of the varied counts of follow-up measurements over time of every participant from different biomarker sources. The learned global and local projections are aligned by a soft constraint and the structured-sparsity norm is used to uncover the multi-modal structure of heterogeneous biomarker measurements. While the proposed objective is clearly motivated to characterize the progressive information of AD developments, it is a nonsmooth objective that is difficult to efficiently optimize in general. Thus, we derive an efficient iterative algorithm, whose convergence is rigorously guaranteed in mathematics. We have conducted extensive experiments on the Alzheimer's Disease Neuroimaging Initiative (ADNI) data using one genotypic and two phenotypic biomarkers. Empirical results have demonstrated that the learned enriched biomarker representations are more effective in predicting the outcomes of various cognitive assessments. Moreover, our model has successfully identified disease-relevant biomarkers supported by existing medical findings that additionally warrant the correctness of our method from the clinical perspective.