Label Pair of Instances-Based Safe Screening for Multilabel Rank Support Vector Machine

Rank support vector machine (RSVM) is widely used in multilabel classification problems. However, as the number of labels and instances soars, the training efficiency of the model will be greatly reduced. Unfortunately, few effective methods can solve this problem. In this article, we propose a safe screening rule (SSR) for RSVM to improve its training speed. This is the first attempt to construct SSR for multilabel learning problems. SSR for RSVM can screen and delete most of the instances based on their relevant–irrelevant label pairs, which is the biggest difference in the existing SSR. After this process, the scale of RSVM can be substantially reduced before solving it. The sequential version of SSR for RSVM is further introduced to accelerate the whole parameter tuning process. One important advantage of SSR is that it is safe, which means we can obtain the same optimal solution as the original problem by utilizing it. Extensive experiments with five benchmark datasets, three large-scale datasets, and one type 2 diabetes dataset show that our approach is efficient and safe.