Absolute Value Inequality SVM for the PU Learning Problem

Positive and unlabeled learning (PU learning) is a significant binary classification task in machine learning; it focuses on training accurate classifiers using positive data and unlabeled data. Most of the works in this area are based on a two-step strategy: the first step is to identify reliable negative examples from unlabeled examples, and the second step is to construct the classifiers based on the positive examples and the identified reliable negative examples using supervised learning methods. However, these methods always underutilize the remaining unlabeled data, which limits the performance of PU learning. Furthermore, many methods require the iterative solution of the formulated quadratic programming problems to obtain the final classifier, resulting in a large computational cost. In this paper, we propose a new method called the absolute value inequality support vector machine, which applies the concept of eccentricity to select reliable negative examples from unlabeled data and then constructs a classifier based on the positive examples, the selected negative examples, and the remaining unlabeled data. In addition, we apply a hyperparameter optimization technique to automatically search and select the optimal parameter values in the proposed algorithm. Numerical experimental results on ten real-world datasets demonstrate that our method is better than the other three benchmark algorithms.