EM-based iterations for multiple instance learning on a query-value model

Abstract

In multiple instance regression (MIR) data are organized into bags (collections of instances in feature space) and the goal is to learn a mapping that assigns labels to bags. A typical assumption is that there is a so-called concept point in feature space, the proximity to which dictates the bag label. Motivated by modern MIR architectures which are based on attention, we study a softmax model that decouples the concept point and the labeling scheme. The two are respectively determined by a query direction and a value direction value in feature space. This problem isolates a basic challenge of learning both the query and value vectors from bag-level supervision. From this model we derive a parametric family of iterations in the noiseless limit, which generalizes a method known as the EM-DD algorithm. We then derive concentration results for the MLE estimators of the query and value vectors obtained from a random selection of instances. Our result for the value vector shows that a single random initialization of the value vector already points in the correct direction on average, so that a polynomial (in the number of instances per bag and the feature dimension) number of bags is enough for the EM algorithm to converge in $O(1)$ steps with high probability. A key aspect of this analysis is the interplay between concentration of empirical covariance matrices and extremal statistics arising from the selection rule.