GKF-PUAL: A group kernel-free approach to positive-unlabeled learning with variable selection

Abstract

Variable selection is important for classification of data with many irrelevant predicting variables, but it has not yet been well studied in positive-unlabeled (PU) learning, where classifiers have to be trained without labelled-negative instances. In this paper, we propose a group kernel-free PU classifier with asymmetric loss (GKF-PUAL) to achieve quadratic PU classification with group-lasso regularisation embedded for variable selection. We also propose a five-block algorithm to solve the optimization problem of GKF-PUAL. Our experimental results reveal the superiority of GKF-PUAL in both PU classification and variable selection, improving the baseline PUAL by more than 10% in F1-score across four benchmark datasets and removing over 70% of irrelevant variables on six benchmark datasets. The code for GKF-PUAL is at https://github.com/tkks22123/GKF-PUAL.