  Multi-label classification is a type of supervised learning where an instance
may belong to multiple labels simultaneously. Predicting each label
independently has been criticized for not exploiting any correlation between
labels. In this paper we propose a novel approach, Nearest Labelset using
Double Distances (NLDD), that predicts the labelset observed in the training
data that minimizes a weighted sum of the distances in both the feature space
and the label space to the new instance. The weights specify the relative
tradeoff between the two distances. The weights are estimated from a binomial
regression of the number of misclassified labels as a function of the two
distances. Model parameters are estimated by maximum likelihood. NLDD only
considers labelsets observed in the training data, thus implicitly taking into
account label dependencies. Experiments on benchmark multi-label data sets show
that the proposed method on average outperforms other well-known approaches in
terms of Hamming loss, 0/1 loss, and multi-label accuracy and ranks second
after ECC on the F-measure.
