We study the problem of learning from aggregate observations where supervision signals are given to sets of instances instead of individual instances, while the goal is still to predict labels of unseen individuals. A well-known example is multiple instance learning (MIL). In this paper, we extend MIL beyond binary classification to other problems such as multiclass classification and regression. We present a general probabilistic framework that accommodates a variety of aggregate observations, e.g., pairwise similarity/triplet comparison for classification and mean/difference/rank observation for regression. Simple maximum likelihood solutions can be applied to various differentiable models such as deep neural networks and gradient boosting machines. Moreover, we develop the concept of consistency up to an equivalence relation to characterize our estimator and show that it has nice convergence properties under mild assumptions. Experiments on three problem settings --- classification via triplet comparison and regression via mean/rank observation indicate the effectiveness of the proposed method.

Given only information in the form of similarity triplets Object A is more similar to object B than to object C about a data set, we propose two ways of defining a kernel function on the data set. While previous approaches construct a low-dimensional Euclidean embedding of the data set that reflects the given similarity triplets, we aim at defining kernel functions that correspond to high-dimensional embeddings. These kernel functions can subsequently be used to apply any kernel method to the data set.

Metric learning from a set of triplet comparisons in the form of "Do you think item h is more similar to item i or item j?", indicating similarity and differences between items, plays a key role in various applications including image retrieval, recommendation systems, and cognitive psychology. The goal is to learn a metric in the RKHS that reflects the comparisons. Nonlinear metric learning using kernel methods and neural networks have shown great empirical promise. While previous works have addressed certain aspects of this problem, there is little or no theoretical understanding of such methods. The exception is the special (linear) case in which the RKHS is the standard Euclidean space $\mathbb{R}^d$; there is a comprehensive theory for metric learning in $\mathbb{R}^d$. This paper develops a general RKHS framework for metric learning and provides novel generalization guarantees and sample complexity bounds. We validate our findings through a set of simulations and experiments on real datasets. Our code is publicly available at https://github.com/RamyaLab/metric-learning-RKHS.

Additional Feedback: Please respond to the above comments. The experiments showed a significant improvement in accuracy in the triplet comparison, but I did not understand why. Also, the significant improvement in the triplet comparison is a good result, but what are some specific/practical examples where the triplet comparison is given? After author feedback: I appreciate the authors' feedback. The task addressed in this work is not novel, but I think it has good contributions, that is, 1) provide a clear and general formulation for learning from aggregate observations, 2) discuss the theoretical aspects of the MLE in Section 4. For publication, I would like the authors to discuss the following issues: 1) As the other reviewer mentioned, Assumption 2 seems restrictive in some situations.