Regularization paths of L-1-penalized ROC Curve-Optimizing Support Vector Machines
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Hyungwoo | - |
dc.contributor.author | Sohn, Insuk | - |
dc.contributor.author | Shin, Seung Jun | - |
dc.date.accessioned | 2022-02-13T00:41:16Z | - |
dc.date.available | 2022-02-13T00:41:16Z | - |
dc.date.created | 2022-02-09 | - |
dc.date.issued | 2021-12 | - |
dc.identifier.issn | 2049-1573 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/135564 | - |
dc.description.abstract | The receiver operator characteristic (ROC) curve is one of the most popular tools to evaluate the performance of binary classifiers in a variety of applications. Rakotomamonjy (2004) proposed the ROC-SVM that directly optimizes the area under the ROC curve instead of the prediction accuracy. In this article, we study the L-1-penalized ROC-SVM that directly optimizes the ROC curve. We first show that the L-1-penalized ROC-SVM has piecewise linear regularization paths and then develop an efficient algorithm to compute the entire paths, which greatly facilitates its tuning procedure. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | WILEY | - |
dc.subject | VARIABLE SELECTION | - |
dc.subject | MODEL SELECTION | - |
dc.subject | REGRESSION | - |
dc.subject | AREA | - |
dc.title | Regularization paths of L-1-penalized ROC Curve-Optimizing Support Vector Machines | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Shin, Seung Jun | - |
dc.identifier.doi | 10.1002/sta4.400 | - |
dc.identifier.scopusid | 2-s2.0-85121783368 | - |
dc.identifier.wosid | 000683788600001 | - |
dc.identifier.bibliographicCitation | STAT, v.10, no.1 | - |
dc.relation.isPartOf | STAT | - |
dc.citation.title | STAT | - |
dc.citation.volume | 10 | - |
dc.citation.number | 1 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | AREA | - |
dc.subject.keywordPlus | MODEL SELECTION | - |
dc.subject.keywordPlus | REGRESSION | - |
dc.subject.keywordPlus | VARIABLE SELECTION | - |
dc.subject.keywordAuthor | imbalanced binary classification | - |
dc.subject.keywordAuthor | piecewise linear paths | - |
dc.subject.keywordAuthor | receiver operator characteristic curve | - |
dc.subject.keywordAuthor | support vector machine | - |
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