We propose a new method for cancer subtype classification from histopathological images, which can automatically detect tumor-specific features in a given whole slide image (WSI). The cancer subtype should be classified by referring to a WSI, i.e., a large-sized image (typically 40,000x40,000 pixels) of an entire pathological tissue slide, which consists of cancer and non-cancer portions. One difficulty arises from the high cost associated with annotating tumor regions in WSIs. Furthermore, both global and local image features must be extracted from the WSI by changing the magnifications of the image. In addition, the image features should be stably detected against the differences of staining conditions among the hospitals/specimens. In this paper, we develop a new CNN-based cancer subtype classification method by effectively combining multiple-instance, domain adversarial, and multi-scale learning frameworks in order to overcome these practical difficulties. When the proposed method was applied to malignant lymphoma subtype classifications of 196 cases collected from multiple hospitals, the classification performance was significantly better than the standard CNN or other conventional methods, and the accuracy compared favorably with that of standard pathologists.