rocsvm.path: The Entire Solution Paths for ROC-SVM

We develop the entire solution paths for ROC-SVM presented by Rakotomamonjy. The ROC-SVM solution path algorithm greatly facilitates the tuning procedure for regularization parameter, lambda in ROC-SVM by avoiding grid search algorithm which may be computationally too intensive. For more information on the ROC-SVM, see the report in the ROC Analysis in AI workshop(ROCAI-2004) : Hernàndez-Orallo, José, et al. (2004) <doi:10.1145/1046456.1046489>.

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Package details

AuthorSeung Jun Shin [aut, cre], Do Hyun Kim [aut]
MaintainerSeung Jun Shin <[email protected]>
Package repositoryView on CRAN
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rocsvm.path documentation built on May 2, 2019, 10:57 a.m.