Extreme multi-label classification aims to learn a classifier that annotates an instance with a relevant subset of labels from an extremely large label set. Many existing solutions embed the label matrix to a low-dimensional linear subspace, or examine the relevance of a test instance to every label via a linear scan. In practice, however, those approaches can be computationally exorbitant. To alleviate this drawback, we propose a Block-wise Partitioning (BP) pretreatment that divides all instances into disjoint clusters, to each of which the most frequently tagged label subset is attached. One multi-label classifier is trained on one pair of instance and label clusters, and the label set of a test instance is predicted by first delivering it to the most appropriate instance cluster. Experiments on benchmark multi-label data sets reveal that BP pretreatment significantly reduces prediction time, and retains almost the same level of prediction accuracy.
@cite_14: The objective in extreme multi-label classification is to learn a classifier that can automatically tag a data point with the most relevant subset of labels from a large label set. Extreme multi-label classification is an important research problem since not only does it enable the tackling of applications with many labels but it also allows the reformulation of ranking problems with certain advantages over existing formulations. Our objective, in this paper, is to develop an extreme multi-label classifier that is faster to train and more accurate at prediction than the state-of-the-art Multi-label Random Forest (MLRF) algorithm [2] and the Label Partitioning for Sub-linear Ranking (LPSR) algorithm [35]. MLRF and LPSR learn a hierarchy to deal with the large number of labels but optimize task independent measures, such as the Gini index or clustering error, in order to learn the hierarchy. Our proposed FastXML algorithm achieves significantly higher accuracies by directly optimizing an nDCG based ranking loss function. We also develop an alternating minimization algorithm for efficiently optimizing the proposed formulation. Experiments reveal that FastXML can be trained on problems with more than a million labels on a standard desktop in eight hours using a single core and in an hour using multiple cores.
@cite_13: The multi-label classification problem has generated significant interest in recent years. However, existing approaches do not adequately address two key challenges: (a) the ability to tackle problems with a large number (say millions) of labels, and (b) the ability to handle data with missing labels. In this paper, we directly address both these problems by studying the multi-label problem in a generic empirical risk minimization (ERM) framework. Our framework, despite being simple, is surprisingly able to encompass several recent label-compression based methods which can be derived as special cases of our method. To optimize the ERM problem, we develop techniques that exploit the structure of specific loss functions - such as the squared loss function - to offer efficient algorithms. We further show that our learning framework admits formal excess risk bounds even in the presence of missing labels. Our risk bounds are tight and demonstrate better generalization performance for low-rank promoting trace-norm regularization when compared to (rank insensitive) Frobenius norm regularization. Finally, we present extensive empirical results on a variety of benchmark datasets and show that our methods perform significantly better than existing label compression based methods and can scale up to very large datasets such as the Wikipedia dataset.
@cite_4: We consider Multiclass and Multilabel classification with extremely large number of classes, of which only few are labeled to each instance. In such setting, standard methods that have training, prediction cost linear to the number of classes become intractable. State-of-the-art methods thus aim to reduce the complexity by exploiting correlation between labels under assumption that the similarity between labels can be captured by structures such as low-rank matrix or balanced tree. However, as the diversity of labels increases in the feature space, structural assumption can be easily violated, which leads to degrade in the testing performance. In this work, we show that a margin-maximizing loss with l1 penalty, in case of Extreme Classification, yields extremely sparse solution both in primal and in dual without sacrificing the expressive power of predictor. We thus propose a Fully-Corrective Block-Coordinate Frank-Wolfe (FC-BCFW) algorithm that exploits both primal and dual sparsity to achieve a complexity sublinear to the number of primal and dual variables. A bi-stochastic search method is proposed to further improve the efficiency. In our experiments on both Multiclass and Multilabel problems, the proposed method achieves significant higher accuracy than existing approaches of Extreme Classification with very competitive training and prediction time.
@cite_11: 
Most state-of-the-art methods for extreme multi-label classification can be trichotomized to tree-based, embedding-based and polished one-versus-all approaches. The first branch learns a hierarchical structure of the full label set by recursively dividing feature or label spaces. For instance, FastXML @cite_14 searches for a sparse linear separator to split each node by optimizing an nDCG based loss function. The second branch reduces the effective number of labels under the low-rank assumption. For example, LEML @cite_13 directly optimizes for the decompression matrices using a regularized least square objective function in a generic empirical risk minimization framework. PD-Sparse @cite_4 and DiSMEC @cite_11 are two methods in the third trend that attract considerable attention in the literature. PD-Sparse makes use of both primal and dual sparsity by margin-maximizing loss with @math and @math penalties. DiSMEC revisits one-versus-all paradigm and provides prominent boosts in prediction accuracy and prediction time by explicitly inducing sparsity and doubly parallel training.