poly.kernel

<p>The parameter(s) for the kernel. For the radial kernel, the parameter is known in the fields as "gamma". For the polynomial kernel, it is the "degree"</p>

param.kernel

<p>Compute the kernel matrix for ROC-SVM path. This function comes from <code>svmpath</code> package by Trevor Hastie. If you want to know details of this function, refer the <code>svmpath</code> package.</p>

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) : Hern<c3><a0>ndez-Orallo, Jos<c3><a9>, et al. (2004) <doi:10.1145/1046456.1046489>.

Seung Jun Shin

poly.kernel: Compute the kernel matrix for ROC-SVM path

Description

Usage

Arguments