Classification from Pairwise Similarity and Unlabeled Data

02/12/2018 ∙ by Han Bao, et al. ∙ The University of Tokyo 0

One of the biggest bottlenecks in supervised learning is its high labeling cost. To overcome this problem, we propose a new weakly-supervised learning setting called SU classification, where only similar (S) data pairs (two examples belong to the same class) and unlabeled (U) data are needed, instead of fully-supervised data. We show that an unbiased estimator of the classification risk can be obtained only from SU data, and its empirical risk minimizer achieves the optimal parametric convergence rate. Finally, we demonstrate the effectiveness of the proposed method through experiments.



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1 Introduction

In supervised classification, we need a vast amount of labeled data in the training phase. However, in many real-world problems such as robotics, medical diagnosis and bioinformatics, it is time-consuming and laborious to label a huge amount of unlabeled data. To deal with this problem, weakly-supervised classification has been explored in various setups, including semi-supervised classification (Chapelle & Zien, 2005; Chapelle et al., 2010; Sakai et al., 2017) and positive-unlabeled (PU) classification (Elkan & Noto, 2008; du Plessis et al., 2014, 2015; Niu et al., 2016).

Another line of research from the clustering viewpoint is semi-supervised clustering (Wagstaff et al., 2001; Basu et al., 2002; Klein et al., 2002; Xing et al., 2002; Bar-Hillel et al., 2003; Basu et al., 2004; Bilenko et al., 2004; Weinberger et al., 2005; Davis et al., 2007; Lu, 2007; Li et al., 2008; Kulis et al., 2009; Li & Liu, 2009; Yi et al., 2013; Calandriello et al., 2014; Chen et al., 2014; Chiang et al., 2014)

, where pairwise similarity and dissimilarity data (a.k.a. must-link and cannot-link constraints) are utilized to guide unsupervised clustering to a desired solution. Semi-supervised clustering and weakly-supervised classification are similar in that they do not use fully-supervised data. However, they are essentially different from the learning theoretic viewpoint—weakly-supervised classification methods are justified as supervised learning methods, while semi-supervised clustering methods are still evaluated as unsupervised learning (see Table 

1 for the definitions of classification and clustering). Indeed, weakly-supervised learning methods based on empirical risk minimization (du Plessis et al., 2014, 2015; Niu et al., 2016; Sakai et al., 2017) were shown to achieve the optimal parametric convergence rate to the optimal solution, while such generalization guarantee is not available for semi-supervised clustering methods.

Problem Definition

The goal is to minimize the true risk (given the zero-one loss) of an inductive classifier. To this end, an empirical risk (given a surrogate loss) on the training data is minimized for training the classifier. The training and testing phases can be clearly distinguished. Classification requires the existence of the underlying joint density.

Clustering The goal is to partition the data at hand into clusters. To this end, density-/margin-/information-based measures are optimized for implementing the low-density separation based on the cluster assumption. The training and testing phases are combined so that all data are in-sample. Clustering does not need the underlying joint density.
Table 1: Definitions of classification and clustering.

The goal of this paper is to bridge these two similar but substantially different paradigms. More specifically, we propose a novel weakly-supervised learning method called SU classification, where only similar (S) data pairs (two examples belong to the same class) and unlabeled (U) data are employed. In SU classification, the information available for training a classifier is similar to semi-supervised clustering. However, our proposed method gives an inductive model, which learns decision functions from training data and predict attributes of out-of-sample (i.e., unseen test data). Furthermore, the proposed method can not only separate two classes but also identify which class is positive (class identification) under certain conditions.

Pairwise data are useful in various applications such as speaker identification (Bar-Hillel et al., 2003), protein function prediction (Klein et al., 2002) (functional links between proteins can be found by experiments), and lane-finding using GPS data (Wagstaff et al., 2001) (clustering coarse GPS data points into each lane).

For this SU classification problem, our contributions in this paper are three-fold:

  1. We propose an empirical risk minimization method for SU classification (Section 3). This enables us to obtain an inductive classifier. Under certain loss conditions together with the linear-in-parameter model, its objective function becomes even convex in the parameters.

  2. We theoretically establish an estimation error bound for our SU classification method (Section 5), showing that the proposed method achieves the optimal parametric convergence rate.

  3. We experimentally demonstrate the practical usefulness of the proposed SU classification method (Section 6).

Related problem settings are summarized in Figure 1.

Figure 1: Illustrations of SU classification and other related problem settings.

2 Binary Classification

In this section, we formulate the standard binary classification problem briefly. Let be a -dimensional example space and be a binary label space. We assume that labeled data

is drawn from the joint probability distribution with density

. The goal of binary classification is to obtain a classifier which minimizes the classification risk defined as


where denotes the expectation and

is a loss function.

In standard supervised classification scenarios, we are given positive and negative training data independently following . Then, based on these training data, the classification risk (1) is empirically approximated and the empirical risk minimizer is obtained. However, in many real-world problems, collecting labeled training data is costly. The goal of this paper is to train a binary classifier only from pairwise similarity and unlabeled data, which are cheaper to collect than fully labeled data.

3 Learning from Pairwise Similarity and Unlabeled Data

In this section, we propose a learning method to train a decision function from pairwise similarity and unlabeled data.

3.1 Pairwise Similarity and Unlabeled Data

First, we discuss underlying distributions of similar pairs and unlabeled data, in order to perform the empirical risk minimization.

Pairwise Similarity: If and belong to the same class, they are said to be pairwise similar (S). We assume that pairwise similar data are drawn following


where and

are the class-prior probabilities satisfying

, and and are the class-conditional densities. Eq. (2) means that we draw two labeled data independently following , and we accept/reject them if they belong to the same class/different classes.

Unlabeled Data: We assume that unlabeled (U) data is drawn following the marginal density , which can be decomposed into the sum of the class-conditional densities as


Our goal is to train a classifier only from SU data, which we call SU classification. We assume that we have a similar dataset and an unlabeled dataset as

We also use a notation to denote pointwise similar data obtained by ignoring pairwise relations in .

Lemma 1.

are independently drawn following


where .

A proof is given in Appendix A in the supplementary material.

Lemma 1 states that a similar data pair is essentially symmetric, and can be regarded as being independently drawn following , if we assume the pair is drawn following

. This perspective is important when we analyze the variance of the risk estimator (Section 

3.3), and estimate the class-prior (Section 4.2).

3.2 Risk Expression with SU Data

Below, we attempt to express the classification risk (1) only in terms of SU data. Assume , and let , and be

Then we have the following theorem.

Theorem 1.

The classification risk (1) can be equivalently expressed as

A proof is given in Appendix B in the supplementary material.

(a) Squared Loss,
(b) Logistic Loss,
(c) Squared Loss,
(d) Logistic Loss,
Figure 2: and appearing in Eq. (5) are illustrated with different loss functions and class-priors.

According to Theorem 1, the following is a natural candidate for an unbiased estimator of the classification risk (1):


where in the last line we use the decomposed version of similar dataset instead of , since the loss form is symmetric.

and are illustrated in Figure 2.

3.3 Minimum-Variance Risk Estimator

Eq. (5) is one of the candidates of SU risk estimator. However, due to the symmetry of , we have the following lemma.

Lemma 2.

The first term of can be equivalently expressed as

where is an arbitrary weight.

A proof is given in Appendix C.1 in the supplementary material. By Lemma 2,

is also an unbiased estimator of the first term of . Then, a natural question arises: is the risk estimator (5) best among all ? We answer this question by the following theorem.

Theorem 2.

The estimator


has the minimum variance among all unbiased estimators of

A proof is given in Appendix C.2 in the supplementary material.

Thus, the variance minimality of the risk estimator (5) is guaranteed by Theorem 2. We use this risk estimator in the following sections.

3.4 Objective Function

Here, we investigate the objective function when the linear-in-parameter model is employed as a classifier, where and are parameters and is basis functions. In general, the bias parameter can be ignored 111 Let and then . . We formulate SU classification as the following empirical risk minimization problem using Eq. (5) together with the regularization:




and is the regularization parameter. We need the class-prior to solve this optimization problem. We discuss how to estimate in Section 4.2.

Next, we will investigate appropriate choices of the loss function . From now on, we focus on margin loss functions (Mohri et al., 2012): is said to be a margin loss function if there exists such that .

In general, our objective function (8) is non-convex even if a convex loss function is used for  222 In general, is non-convex because either or is convex and the other is concave. is not always convex even if is convex, either. . However, the next theorem, inspired by du Plessis et al. (2015), states that a certain loss function will result in a convex objective function.

Theorem 3.

If the loss function is a convex margin loss and satisfies the condition

then is convex.

A proof of Theorem 3 is given in Appendix D in the supplementary material.

Loss name
Squared loss
Logistic loss
Double hinge loss
Table 2: A selected list of margin loss functions satisfying the conditions in Theorem 3.

Examples of margin loss functions satisfying the conditions in Theorem 3 are shown in Table 2. Below, as special cases, we show the objective function for the squared loss and the double-hinge loss. The detailed derivations are given in Appendix E in the supplementary material.

Figure 3: Comparison of loss functions.

Squared Loss: The squared loss is . Substituting into Eq. (8), the objective function is


is a vector whose elements are all ones,

is the identity matrix,

, and . The minimizer of this objective function can be obtained analytically as

Thus the optimization problem can be easily implemented and solved highly efficiently if the number of basis functions is not so large.

Double-Hinge Loss: Since the hinge loss does not satisfy the conditions in Theorem 3, the double-hinge loss is proposed by du Plessis et al. (2015) as an alternative. Substituting into Eq. (8), we can reformulate the optimization problem as follows:


where for vectors denotes the element-wise inequality. This optimization problem is a quadratic program (QP). The transformation into the standard QP form is given in Appendix E in the supplementary material.

4 Relation between Class-Prior and SU Learning

In Section 3, we assume that the class-prior is given in advance. In practice, the behavior of SU classification depends on the prior knowledge about . In this section, we first clarify the relation between behaviors of the proposed method and , then we propose an algorithm to estimate in case we do not have in advance.

4.1 Class-Prior-Dependent Behaviors of Proposed Method

We discuss the following three different cases on prior knowledge of and summarize in Table 3.

Case Prior knowledge Identification Separation
1 exact
2 nothing
Table 3: Behaviors of the proposed method on class identification and class separation, depending on prior knowledge of the class-prior.

(Case 1) The class-prior is given: In this case, we can directly solve the optimization problem (7). The solution does not only separate data but also identify classes, i.e., determine which class is positive.

(Case 2) No prior knowledge on the class-prior is given: In this case, we need to estimate before solving (7). If we assume , the estimation method in Section 4.2 gives an estimator of . Thus, we can regard the larger cluster as positive class and solve the optimization problem (7). This time the solution just separates data because we have no prior information for class identifiability.

(Case 3) Magnitude relation of the class-prior is given: Finally, consider the case where we know which class has a larger class-prior. In this case, we also need to estimate , but surprisingly, we can identify classes. For example, if the negative class has a larger class-prior, first we estimate the class-prior (let be an estimated value). Since Algorithm 1 always gives an estimate of the class-prior of the larger class, the positive class-prior is given as . After that, it reduces to Case 1.

Remark: In all of the three cases above, our proposed method gives an inductive model, which is learned from training data and generalize to predict attributes of out-of-sample (i.e., unseen test data) without any modification. On the other hand, most of the unsupervised/semi-supervised clustering methods can only takes care of in-sample (i.e., data at hand given in advance).

4.2 Class-Prior Estimation from Pairwise Similarity and Unlabeled Data

We propose a class-prior estimation algorithm only from SU data, which needs an assumption on pairwise dissimilar (D) data.

If and belong to the different classes, they are said to be pairwise dissimilar, and we assume they are drawn following


The assumptions (2) and (9) yield that when two i.i.d. examples and are drawn independently following , the pairwise density can be represented as


where is the class-prior probabilities for pairwise dissimilar data. Marginalizing out in Eq. (10) as Lemma 1, we obtain

where is defined in Eq. (4), and . Since we have samples and drawn from and respectively, we can estimate by mixture proportion estimation methods (Ramaswamy et al., 2016; du Plessis et al., 2017).

After estimating , we can calculate . By the discussion in Section 4.1, we assume . Then, following , we obtain . We summarize a wrapper of mixture proportion estimation in Algorithm 1.

0:   (samples from ), (samples from )
0:  class-prior
Algorithm 1 Prior estimation from SU data. CPE is a class-prior estimation algorithm.

5 Estimation Error Bound

In this section, we establish an estimation error bound for the proposed method. Hereafter, let be a function class of a specified model.

Definition 1.

Let be a positive integer,

be i.i.d. random variables drawn from a probability distribution with density

, be a class of measurable functions, and be Rademacher variables, i.e., random variables taking and with even probabilities. Then (expected) Rademacher complexity of is defined as

In this section, we assume for any probability density , our model class satisfies


for some constant . This assumption is reasonable because many model classes such as the linear-in-parameter model class ( and are positive constants) satisfy it (Mohri et al., 2012).

Subsequently, let be the Bayes optimal classifier, and be the empirical risk minimizer.

Theorem 4.

Assume the loss function is -Lipschitz with respect to the first argument (), and all functions in the model class are bounded, i.e., there exists a constant such that for any . Let . For any , with probability at least ,


A proof is given in Appendix F in the supplementary material.

Theorem 4 shows that if we have in advance, our proposed method is consistent, i.e., as and . The convergence rate is , where denotes the order in probability. This order is the optimal parametric rate (Mendelson, 2008).

6 Experiments

In this section, we empirically investigate performances of class-prior estimation and the proposed method for SU classification.

Datasets: Datasets are obtained from the

UCI Machine Learning Repository

 (Lichman, 2013), the LIBSVM (Chang & Lin, 2011) and the ELENA project 333 We randomly subsample the original datasets, to maintain that similar data consists of positive pairs and negative pairs with the ratio of to (see Eq. (2)), while the ratios of unlabeled and test data are to (see Eq. (3)).

6.1 Class-Prior Estimation

First, we study empirical performance of class-prior estimation. We conduct experiments on benchmark datasets. Different dataset sizes are tested, where a half of data are S pairs and the other half are U data.

In Figure 4, KM1 and KM2 are plotted, which are two class-prior estimation algorithms proposed by Ramaswamy et al. (2016). We used them as CPE in Algorithm 1 444We used the author’s implementations published in Since

, we use additional heuristic to set

in Algorithm 1 of Ramaswamy et al. (2016).

Figure 4: Estimation errors of the class-prior (absolute value of difference between true class-prior and estimated class-prior) from SU data over 20 trials are plotted in the vertical axes. For all experiments, true class-prior is set to .

6.2 Classification Complexity

We empirically investigate our proposed method in terms of the relationship between classification performance and the number of training data. We conduct experiments on benchmark datasets with the fixed number of S pairs (fixed to 200), and the different numbers of U data are tested.

Figure 5:

Average classification error (vertical axes) and standard error (error bars) over 1000 trials. Different

are tested, while is fixed to . For each dataset, results with different class-priors () are plotted, which is assumed to be known in advance. Dataset “phoneme” does not have a plot for because the number of data in the original dataset is insufficient to subsample SU dataset with .

The experimental results are shown in Figure 5. It indicates that the classification error decreases as grows, which well agree with our theoretical analysis in Theorem 4.

The detailed setting about the proposed method is described below.

Proposed Method (SU): We use the linear-in-parameter model (the identity map is chosen for the basis function). In Section 6.2, the squared loss is used, and is given (Case 1 in Table 3). In Section 6.3, the squared loss and the double-hinge loss 555The optimization problem with the double-hinge loss is solved by cvxopt ( are used, and the class-prior is estimated by Algorithm 1 with KM2 (Ramaswamy et al., 2016) (Case 2 in Table 3). Regularization parameter is chosen from .

To choose hyperparameters, 5-fold cross-validation is used. Since we do not have fully labeled data in the training phase, Eq. (

5) equipped with the zero-one loss is used as a proxy for the misclassification rate (the validation risk). In each experimental trial, the model with minimum validation risk is chosen.

6.3 Benchmark Comparison with Baseline Methods

We compare our proposed method with baseline methods on benchmark datasets. We conduct experiments on each dataset with 500 similar data pairs, 500 unlabeled data and 100 test data. As can be seen from Table 4, our proposed method outperforms baselines for many datasets. The details about the baseline methods are described below.

Baseline 1 (KM): As a simple baseline, we consider -means clustering (MacQueen, 1967). We ignore pair information of S data and apply -means clustering with to U data.

Baseline 2 (ITML): Information-theoretic metric learning (Davis et al., 2007) is a metric learning method by regularizing the covariance matrix based on prior knowledge, with pairwise constraints. We use the identity matrix as prior knowledge, and the slack variable parameter is fixed to , since we cannot employ the cross-validation without any class label information. Using the obtained metric, -means clustering is applied on test data.

Baseline 3 (SERAPH): Semi-supervised metric learning paradigm with hyper sparsity (Niu et al., 2012) is another metric learning method based on entropy regularization. Hyperparameter choice follows . Using the obtained metric, -means clustering is applied on test data.

Baseline 4 (3SMIC): Semi-supervised SMI-based clustering (Calandriello et al., 2014) models class-posteriors and maximizes mutual information between unlabeled data at hand and their cluster labels. The penalty parameter and the kernel parameter are chosen from and , respectively, via 5-fold cross-validation.

Baseline 5 (DIMC): DirtyIMC (Chiang et al., 2015) is a noisy version of inductive matrix completion, where the similarity matrix is recovered from a low-rank feature matrix. Similarity matrix is assumed to be expressed as , where is low-rank feature representations of input data. After obtaining , -means clustering is conducted on . Two hyperparameters in Eq. (2) in (Chiang et al., 2015) are set to .

Remark: KM, ITML and SERAPH rely on -means, which is trained by using only training data. Test prediction is based on the metric between test data and learned cluster centers. Among the baselines, DIMC can only handle in-sample prediction, so it is trained by using both training and test data at the same time.

SU(proposed) Baselines
Dataset Dim Squared Double-hinge KM ITML SERAPH 3SMIC DIMC
adult 123 66.3 (1.2) 84.5 (0.8) 58.1 (1.1) 57.9 (1.1) 66.5 (1.7) 58.5 (1.3) 63.7 (1.2)
banana 2 64.1 (1.7) 68.2 (1.2) 54.3 (0.7) 54.8 (0.7) 55.0 (1.1) 61.9 (1.2) 64.3 (1.0)
cod-rna 8 82.5 (1.1) 71.0 (0.9) 63.1 (1.1) 62.8 (1.0) 62.5 (1.4) 56.6 (1.2) 63.8 (1.1)
higgs 28 54.9 (1.6) 69.3 (0.9) 66.4 (1.6) 66.6 (1.3) 63.4 (1.1) 57.0 (0.9) 65.0 (1.1)
ijcnn1 22 68.2 (1.3) 73.6 (0.9) 54.6 (0.9) 55.8 (0.7) 59.8 (1.2) 58.9 (1.3) 66.2 (2.2)
magic 10 65.9 (1.5) 69.0 (1.3) 53.9 (0.6) 54.5 (0.7) 55.0 (0.9) 59.1 (1.4) 63.1 (1.1)
phishing 68 75.2 (1.3) 91.3 (0.6) 64.4 (1.0) 61.9 (1.1) 62.4 (1.1) 60.1 (1.3) 64.8 (1.4)
phoneme 5 68.0 (1.4) 70.8 (1.0) 65.2 (0.9) 66.7 (1.4) 69.1 (1.4) 61.3 (1.1) 64.5 (1.2)
spambase 57 69.5 (1.3) 85.5 (0.5) 60.1 (1.8) 54.4 (1.1) 65.4 (1.8) 61.5 (1.3) 63.6 (1.3)
susy 18 60.7 (1.0) 74.8 (1.2) 55.6 (0.7) 55.4 (0.9) 58.0 (1.0) 57.1 (1.2) 65.2 (1.0)
w8a 300 60.5 (1.2) 86.5 (0.6) 71.0 (0.8) 69.5 (1.5) N/A 60.5 (1.5) 65.0 (2.0)
waveform 21 78.6 (1.6) 87.0 (0.5) 56.1 (0.8) 54.8 (0.7) 56.5 (0.9) 56.5 (0.9) 65.0 (0.9)
Table 4: Mean accuracy and standard error of SU classification on different benchmark datasets over 20 trials. For all experiments, class-prior is set to . The proposed method does not have oracle in advance, instead estimating it. Performances are measured by the clustering accuracy , where

is error rate. Bold-faces indicate outperforming methods, chosen by one-sided t-test with the significance level

. The result of SERAPH with “w8a” is unavailable due to high-dimensionality and memory constraints.

7 Conclusion

In this paper, we proposed a novel weakly-supervised learning problem named SU classification, where only similar and unlabeled data are needed. This problem is related to semi-supervised clustering in that pairwise data are employed. SU classification even becomes class-identifiable under a certain condition on the class-prior (see Table 3). The optimization problem of SU classification with the linear-in-parameter model becomes convex if we choose certain loss functions such as the squared loss and the double-hinge loss. We established an estimation error bound for the proposed method, and confirmed that the estimation error decreases with the parametric optimal order, as the number of similar data and unlabeled data becomes larger. We also investigated empirical performances and confirmed that our proposed method performs better than baseline clustering methods.


This work was supported by JST CREST JPMJCR1403.


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Appendix A Proof of Lemma 1

From the assumption, . In order to decompose pairwise data into pointwise, marginalize with respect to :

Since a pair is independently and identically drawn, both and are drawn following .

Appendix B Proof of Theorem 1

To prove Theorem 1, it is convenient to begin with the following Lemma 3.

Lemma 3.

The classification risk (1) can be equivalently expressed as


Then, .


Eq. (1) can be transformed into pairwise fashion:


Both pairs and are independently and identically distributed from the marginal distribution . Thus, Eq. (B.2) can be further decomposed:


Using Eq. (2), the following equation is obtained: