Resumen
A new random forest-based model for solving the Multiple Instance Learning problem under small tabular data, called the Soft Tree Ensemble Multiple Instance Learning, is proposed. A new type of soft decision trees is considered, which is similar to the well-known soft oblique trees, but with a smaller number of trainable parameters. In order to train the trees, it is proposed to convert them into neural networks of a specific form, which approximate the tree functions. It is also proposed to aggregate the instance and bag embeddings (output vectors) by using the attention mechanism. The whole Soft Tree Ensemble Multiple Instance Learning model, including soft decision trees, neural networks, the attention mechanism and a classifier, is trained in an end-to-end manner. Numerical experiments with well-known real tabular datasets show that the proposed model can outperform many existing multiple instance learning models. A code implementing the model is publicly available.