rocsvm.path: The Entire Solution Paths for ROC-SVM
Seung Jun Shin, Do Hyun Kim · 2018
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) .