A Robust AUC Maximization Framework with Simultaneous Outlier Detection and Feature Selection for Positive-Unlabeled Classification

Abstract: The positive-unlabeled (PU) classification is a common scenario in real-world applications such as healthcare, text classification, and bioinformatics, in which we only observe a few samples labeled as "positive" together with a large volume of "unlabeled" samples that may contain both positive and negative samples. Building robust classifier for the PU problem is very challenging, especially for complex data where the negative samples overwhelm and mislabeled samples or corrupted features exist. To address these three issues, we propose a robust learning framework that unifies AUC maximization (a robust metric for biased labels), outlier detection (for excluding wrong labels), and feature selection (for excluding corrupted features). The generalization error bounds are provided for the proposed model that give valuable insight into the theoretical performance of the method and lead to useful practical guidance, e.g., to train a model, we find that the included unlabeled samples are sufficient as long as the sample size is comparable to the number of positive samples in the training process. Empirical comparisons and two real-world applications on surgical site infection (SSI) and EEG seizure detection are also conducted to show the effectiveness of the proposed model.