roclab - ROC-Optimizing Binary Classifiers

Implements ROC (Receiver Operating Characteristic)–Optimizing Binary Classifiers, supporting both linear and kernel models. Both model types provide a variety of surrogate loss functions. In addition, linear models offer multiple regularization penalties, whereas kernel models support a range of kernel functions. Scalability for large datasets is achieved through approximation-based options, which accelerate training and make fitting feasible on large data. Utilities are provided for model training, prediction, and cross-validation. The implementation builds on the ROC-Optimizing Support Vector Machines. For more information, see Hernàndez-Orallo, José, et al. (2004) <doi:10.1145/1046456.1046489>, presented in the ROC Analysis in AI Workshop (ROCAI-2004).