The Multiple Instance Learning Gaussian Process Probit Model
Proceedings of Machine Learning Research
In the Multiple Instance Learning (MIL) scenario, the training data consists of instances grouped into bags. Bag labels specify whether each bag contains at least one positive instance, but instance labels are not observed. Recently, Haußmann et al [10] tackled the MIL instance label prediction task by introducing the Multiple Instance Learning Gaussian Process Logistic (MIL-GP-Logistic) model, an adaptation of the Gaussian Process Logistic Classification model that inherits its uncertainty quantification and flexibility. Notably, they give a fast mean-field variational inference procedure. However, due to their use of the logit link, they do not maximize the variational inference ELBO objective directly, but rather a lower bound on it. This approximation, as we show, hurts predictive performance. In this work, we propose the Multiple Instance Learning Gaussian Process Probit (MIL-GP-Probit) model, an adaptation of the Gaussian Process Probit Classification model to solve the MIL instance label prediction problem. Leveraging the analytical tractability of the probit link, we give a variational inference procedure based on variable augmentation that maximizes the ELBO objective directly. Applying it, we show MIL-GP-Probit is more calibrated than MIL-GP-Logistic on all 20 datasets of the benchmark 20 Newsgroups dataset collection, and achieves higher AUC than MIL-GP-Logistic on an additional 51 out of 59 datasets. Finally, we show how the probit formulation enables principled bag label predictions and a Gibbs sampling scheme. This is the first exact inference scheme for any Bayesian model for the MIL scenario.