Linear Twin SVM for Learning from Label Proportions

In this paper, we study the problem of learning from label proportions in which label information of data is provided in bag level. In this kind of problem, training data is grouped into various bags and only the proportions of positive instances is known. Inspired by proportion-SVM, we propose a new classification model based on twin SVM, which is also in a large-margin framework and only needs to solve two smaller problems. Avoiding making restrictive assumptions of the data, our model can learn the labels of every single instance based on group proportions information. In order to solve the non-convex problem in our new model, we propose an alternative algorithm to obtain the optimal solution efficiently. Also, we prove the effectiveness of our method in theoretical and experimental way.