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>.
|Author||Seung Jun Shin [aut, cre], Do Hyun Kim [aut]|
|Maintainer||Seung Jun Shin <[email protected]>|
|Package repository||View on CRAN|
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