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rocsvm.path (version 0.1.0)

The Entire Solution Paths for ROC-SVM

Description

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) : Hernndez-Orallo, Jos, et al. (2004) .

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Version

Install

install.packages('rocsvm.path')

Monthly Downloads

135

Version

0.1.0

License

GPL-2

Maintainer

Seung Jun Shin

Last Published

October 14th, 2018

Functions in rocsvm.path (0.1.0)

radial.kernel

Compute the kernel matrix for ROC-SVM path
rocsvm.solve

Finding Lagrangian multipliers of ROC-SVM by Qudratic Programming
rocsvm.get.solution

Finding solutions fixed the regularization parameter of ROC-SVM.
plot.rocsvm

Plot the rocsvm.path, solution paths of ROC-SVM as a function of lambda
poly.kernel

Compute the kernel matrix for ROC-SVM path
rocsvm.intercept

Finding an intercept fixed sensitivity or specificity for ROC-SVM
rocsvm.path

Fit the entire regularization path for ROC-Support Vector Machine (ROC-SVM)