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>.
| Version: |
0.1.0 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
quadprog, svmpath |
| Published: |
2018-10-14 |
| Author: |
Seung Jun Shin [aut, cre],
Do Hyun Kim [aut] |
| Maintainer: |
Seung Jun Shin <sjshin at korea.ac.kr> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
rocsvm.path results |
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