With the increasing scale and diversification of interaction behaviors in E-commerce, more and more researchers pay attention to multi-behavior recommender systems that utilize interaction data of other auxiliary behaviors such as view and cart. To address these challenges in heterogeneous scenarios, non-sampling methods have shown superiority over negative sampling methods. However, two observations are usually ignored in existing state-of-the-art non-sampling methods based on binary regression: (1) users have different preference strengths for different items, so they cannot be measured simply by binary implicit data; (2) the dependency across multiple behaviors varies for different users and items. To tackle the above issue, we propose a novel non-sampling learning framework named \underline{C}riterion-guided \underline{H}eterogeneous \underline{C}ollaborative \underline{F}iltering (CHCF). CHCF introduces both upper and lower bounds to indicate selection criteria, which will guide user preference learning. Besides, CHCF integrates criterion learning and user preference learning into a unified framework, which can be trained jointly for the interaction prediction on target behavior. We further theoretically demonstrate that the optimization of Collaborative Metric Learning can be approximately achieved by CHCF learning framework in a non-sampling form effectively. Extensive experiments on two real-world datasets show that CHCF outperforms the state-of-the-art methods in heterogeneous scenarios.