The regularization paths for the ROC-optimizing support vector machines
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DOI: 10.1007/s42952-019-00017-9
Abstract: Rakotomamonjy (RO-CAI, pp 71–80, 2009) proposed an ROC-SVM that optimizes the receiver operating characteristic curve (ROC) particularly useful for unbalanced classification. In this article, we establish the piecewise linearity of the ROC-SVM solutions as a… read more here.
Keywords: optimizing support; roc optimizing; paths roc; regularization paths ... See more keywords