Pathology slides are diagnosed based on the histological descriptors extracted from regions of interest (ROIs) identified on each slide by the pathologists. A slide usually contains multiple regions of interest and a positive (cancer) diagnosis is confirmed when at least one of the ROIs in the slide is identified as positive. For a negative diagnosis the pathologist has to rule out cancer for each and every ROI available. Our research is motivated toward computer-assisted classification of digitized slides. The objective in this study is to develop a classifier to optimize classification accuracy at the slide level. Traditional supervised training techniques which are trained to optimize classifier performance at the ROI level yield suboptimal performance in this problem. We propose a multiple instance learning approach based on the implementation of the large margin principle with different loss functions defined for positive and negative samples. We consider the classification of intraductal breast lesions as a case study, and perform experimental studies comparing our approach against the state-of-the-art.