In this paper we present an algorithm to learn a multi-label classifier which attempts at directly optimising the F-score. The key novelty of our formulation is that we explicitly allow for assortative (submodular) pairwise label interactions, i.e., we can leverage the co-ocurrence of pairs of labels in order to improve the quality of prediction. Prediction in this model consists of minimising a particular submodular set function, what can be accomplished exactly and efficiently via graph-cuts. Learning however is substantially more involved and requires the solution of an intractable combinatorial optimisation problem. We present an approximate algorithm for this problem and prove that it is sound in the sense that it never predicts incorrect labels. We also present a nontrivial test of a sufficient condition for our algorithm to have found an optimal solution. We present experiments on benchmark multi-label datasets, which attest the value of our proposed technique. We also make available source code that enables the reproduction of our experiments.