Recently developed methods for learning sparse classifiers are among the state-of-the-art in supervised learning. These methods learn classifiers that incorporate weighted sums of basis functions with sparsity-promoting priors encouraging the weight estimates to be either significantly large or exactly zero. From a learning-theoretic perspective, these methods control the capacity of the learned classifier by minimizing the number of basis functions used, resulting in better generalization. This paper presents three contributions related to learning sparse classifiers. First, we introduce a true multiclass formulation based on multinomial logistic regression. Second, by combining a bound optimization approach with a component-wise update procedure, we derive fast exact algorithms for learning sparse multiclass classifiers that scale favorably in both the number of training samples and the feature dimensionality, making them applicable even to large data sets in high-dimensional feature spaces. To the best of our knowledge, these are the first algorithms to perform exact multinomial logistic regression with a sparsity-promoting prior. Third, we show how nontrivial generalization bounds can be derived for our classifier in the binary case. Experimental results on standard benchmark data sets attest to the accuracy, sparsity, and efficiency of the proposed methods.

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Sparse multinomial logistic regression: fast algorithms and generalization bounds

Multiple-instance problems arise from the situations where training class labels are attached to sets of samples (named bags), instead of individual samples within each bag (called instances). Most previous multiple-instance learning (MIL) algorithms are developed based on the assumption that a bag is positive if and only if at least one of its instances is positive. Although the assumption works well in a drug activity prediction problem, it is rather restrictive for other applications, especially those in the computer vision area. We propose a learning method, MILES (multiple-instance learning via embedded instance selection), which converts the multiple-instance learning problem to a standard supervised learning problem that does not impose the assumption relating instance labels to bag labels. MILES maps each bag into a feature space defined by the instances in the training bags via an instance similarity measure. This feature mapping often provides a large number of redundant or irrelevant features. Hence, 1-norm SVM is applied to select important features as well as construct classifiers simultaneously. We have performed extensive experiments. In comparison with other methods, MILES demonstrates competitive classification accuracy, high computation efficiency, and robustness to labeling uncertainty

MILES: Multiple-Instance Learning via Embedded Instance Selection

Many pattern analysis and data mining problems have witnessed high-dimensional data represented by a large number of features, which are often redundant and noisy. Feature selection is one main technique for dimensionality reduction that involves identifying a subset of the most useful features. In this paper, a novel unsupervised feature selection algorithm, named clustering-guided sparse structural learning (CGSSL), is proposed by integrating cluster analysis and sparse structural analysis into a joint framework and experimentally evaluated. Nonnegative spectral clustering is developed to learn more accurate cluster labels of the input samples, which guide feature selection simultaneously. Meanwhile, the cluster labels are also predicted by exploiting the hidden structure shared by different features, which can uncover feature correlations to make the results more reliable. Row-wise sparse models are leveraged to make the proposed model suitable for feature selection. To optimize the proposed formulation, we propose an efficient iterative algorithm. Finally, extensive experiments are conducted on 12 diverse benchmarks, including face data, handwritten digit data, document data, and biomedical data. The encouraging experimental results in comparison with several representative algorithms and the theoretical analysis demonstrate the efficiency and effectiveness of the proposed algorithm for feature selection.

Clustering-Guided Sparse Structural Learning for Unsupervised Feature Selection

The healthcare environment is generally perceived as being 'information rich' yet 'knowledge poor'. There is a wealth of data available within the healthcare systems. However, there is a lack of effective analysis tools to discover hidden relationships and trends in data. Knowledge discovery and data mining have found numerous applications in business and scientific domain. Valuable knowledge can be discovered from application of data mining techniques in healthcare system. In this study, we briefly examine the potential use of classification based data mining techniques such as Rule based, Decision tree, Naive Bayes and Artificial Neural Network to massive volume of healthcare data. The healthcare industry collects huge amounts of healthcare data which, unfortunately, are not "mined" to discover hidden information. For data preprocessing and effective decision making One Dependency Augmented Naive Bayes classifier (ODANB) and naive credal classifier 2 (NCC2) are used. This is an extension of naive Bayes to imprecise probabilities that aims at delivering robust classifications also when dealing with small or incomplete data sets. Discovery of hidden patterns and relationships often goes unexploited. Using medical profiles such as age, sex, blood pressure and blood sugar it can predict the likelihood of patients getting a heart disease. It enables significant knowledge, e.g. patterns, relationships between medical factors related to heart disease, to be established.

Applications of Data Mining Techniques in Healthcare and Prediction of Heart Attacks

Large-scale linear classification is widely used in many areas. The L1-regularized form can be applied for feature selection; however, its non-differentiability causes more difficulties in training. Although various optimization methods have been proposed in recent years, these have not yet been compared suitably. In this paper, we first broadly review existing methods. Then, we discuss state-of-the-art software packages in detail and propose two efficient implementations. Extensive comparisons indicate that carefully implemented coordinate descent methods are very suitable for training large document data.

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A Comparison of Optimization Methods and Software for Large-scale L1-regularized Linear Classification

This paper adopts a Bayesian approach to simultaneously learn both an optimal nonlinear classifier and a subset of predictor variables (or features) that are most relevant to the classification task. The approach uses heavy-tailed priors to promote sparsity in the utilization of both basis functions and features; these priors act as regularizers for the likelihood function that rewards good classification on the training data. We derive an expectation- maximization (EM) algorithm to efficiently compute a maximum a posteriori (MAP) point estimate of the various parameters. The algorithm is an extension of recent state-of-the-art sparse Bayesian classifiers, which in turn can be seen as Bayesian counterparts of support vector machines. Experimental comparisons using kernel classifiers demonstrate both parsimonious feature selection and excellent classification accuracy on a range of synthetic and benchmark data sets.

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A.J. Harternink

Papers

A Bayesian approach to joint feature selection and classifier design