The Entire Solution Paths for ROC-SVM
Plot the rocsvm.path, solution paths of ROC-SVM as a function of lambd...
Compute the kernel matrix for ROC-SVM path
Compute the kernel matrix for ROC-SVM path
Finding solutions fixed the regularization parameter of ROC-SVM.
Finding an intercept fixed sensitivity or specificity for ROC-SVM
Fit the entire regularization path for ROC-Support Vector Machine (ROC...
Finding Lagrangian multipliers of ROC-SVM by Qudratic Programming
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>.