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ROC from R-SVM?
4 messages · Angel Russo, Max Kuhn, Andrew Ziem
The objects functions for kernel methods are unrelated to the area under the ROC curve. However, you can try to choose the cost and kernel parameters to maximize the ROC AUC. See the caret package, specifically the train function. Max
On Mon, Feb 21, 2011 at 5:34 PM, Angel Russo <angerusso1980 at gmail.com> wrote:
*Hi, *Does anyone know how can I show an *ROC curve for R-SVM*? I understand in R-SVM we are not optimizing over SVM cost parameter. Any example ROC for R-SVM code or guidance can be really useful. Thanks, Angel. ? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Max
In addition's to Max's suggestion about caret, look at ROCR which visualizes ROC charts for any binary classifier. I have an example of e1071::SVN and ROCR here https://heuristically.wordpress.com/2009/12/23/compare-performance-machine-learning-classifiers-r/ -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Angel Russo Sent: Monday, February 21, 2011 3:34 PM To: r-help at r-project.org Subject: [R] ROC from R-SVM? *Hi, *Does anyone know how can I show an *ROC curve for R-SVM*? I understand in R-SVM we are not optimizing over SVM cost parameter. Any example ROC for R-SVM code or guidance can be really useful. Thanks, Angel.
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