Subtype classification plays a guiding role in the clinical diagnosis and treatment of non-small-cell lung cancer (NSCLC). However, due to the gigapixel of whole slide images (WSIs) and the absence of definitive morphological features, most automatic subtype classification methods for NSCLC require manually delineating the regions of interest (ROIs) on WSIs.In this paper, a weakly supervised framework is proposed for accurate subtype classification while freeing pathologists from pixel-level annotation. With respect to the characteristics of histopathological images, we design a two-stage structure with ROI localization and subtype classification. We first develop a method called multi-resolution expectation-maximization convolutional neural network (MR-EM-CNN) to locate ROIs for subsequent subtype classification. The EM algorithm is introduced to select the discriminative image patches for training a patch-wise network, with only WSI-wise labels available. A multi-resolution mechanism is designed for fine localization, similar to the coarse-to-fine process of manual pathological analysis. In the second stage, we build a novel hierarchical attention multi-scale network (HMS) for subtype classification. HMS can capture multi-scale features flexibly driven by the attention module and implement hierarchical features interaction.Experimental results on the 1002-patient Cancer Genome Atlas dataset achieved an AUC of 0.9602 in the ROI localization and an AUC of 0.9671 for subtype classification.The proposed method shows superiority compared with other algorithms in the subtype classification of NSCLC. The proposed framework can also be extended to other classification tasks with WSIs.