Multiple-Instance Classification via Generalized Eigenvalue Proximal SVM

The multiple-instance classification problem is formulated using a linear or nonlinear kernel as the minimization of a linear function in a finite dimensional real space subject to linear and bilinear constraints by SVM-based methods. This paper presents a new multiple-instance classifier that determines two nonparallel planes by solving generalized eigenvalue proximal SVM. Our method converges in a few iterations to a local solution. Computational results on a number of datasets indicate that the proposed algorithm is competitive with the other SVM-based methods in multiple-instance classification.