Convex Formulation for Learning from Positive and Unlabeled Data
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:1386-1394, 2015.
We discuss binary classification from only from positive and unlabeled data (PU classification), which is conceivable in various real-world machine learning problems. Since unlabeled data consists of both positive and negative data, simply separating positive and unlabeled data yields a biased solution. Recently, it was shown that the bias can be canceled by using a particular non-convex loss such as the ramp loss. However, classifier training with a non-convex loss is not straightforward in practice. In this paper, we discuss a convex formulation for PU classification that can still cancel the bias. The key idea is to use different loss functions for positive and unlabeled samples. However, in this setup, the hinge loss is not permissible. As an alternative, we propose the double hinge loss. Theoretically, we prove that the estimators converge to the optimal solutions at the optimal parametric rate. Experimentally, we demonstrate that PU classification with the double hinge loss performs as accurate as the non-convex method, with a much lower computational cost.