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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:

  
    
#
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.