Related papers: Scaling Up ROC-Optimizing Support Vector Machines
Support vector machines (SVMs) are popular learning algorithms to deal with binary classification problems. They traditionally assume equal misclassification costs for each class; however, real-world problems may have an uneven class…
Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…
One-class support vector machine (OC-SVM) for a long time has been one of the most effective anomaly detection methods and extensively adopted in both research as well as industrial applications. The biggest issue for OC-SVM is yet the…
We aim to demonstrate in experiments that our cost sensitive PEGASOS SVM achieves good performance on imbalanced data sets with a Majority to Minority Ratio ranging from 8.6:1 to 130:1 and to ascertain whether the including intercept…
The Area under the ROC curve (AUC) is a well-known ranking metric for problems such as imbalanced learning and recommender systems. The vast majority of existing AUC-optimization-based machine learning methods only focus on binary-class…
The need for multiple interactive, real-time simulations using different parameter values has driven the design of fast numerical algorithms with certifiable accuracies. The reduced basis method (RBM) presents itself as such an option. RBM…
Support Vector Machine (SVM) stands out as a prominent machine learning technique widely applied in practical pattern recognition tasks. It achieves binary classification by maximizing the "margin", which represents the minimum distance…
A general approach for anomaly detection or novelty detection consists in estimating high density regions or Minimum Volume (MV) sets. The One-Class Support Vector Machine (OCSVM) is a state-of-the-art algorithm for estimating such regions…
Support vector machines (SVM) can classify data sets along highly non-linear decision boundaries because of the kernel-trick. This expressiveness comes at a price: During test-time, the SVM classifier needs to compute the kernel…
In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…
We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by…
Receiver operating characteristic (ROC) curve is an informative tool in binary classification and Area Under ROC Curve (AUC) is a popular metric for reporting performance of binary classifiers. In this paper, first we present a…
Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…
Support vector machines (SVMs) are special kernel based methods and belong to the most successful learning methods since more than a decade. SVMs can informally be described as a kind of regularized M-estimators for functions and have…
Support vector machines (SVMs) appeared in the early nineties as optimal margin classifiers in the context of Vapnik's statistical learning theory. Since then SVMs have been successfully applied to real-world data analysis problems, often…
One Class Slab Support Vector Machines (OCSSVM) have turned out to be better in terms of accuracy in certain classes of classification problems than the traditional SVMs and One Class SVMs or even other One class classifiers. This paper…
The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…
The ROC curve is widely used to assess binary classifiers. Yet for some applications, such as alert systems for monitoring hospitalized patients, conventional ROC analysis cannot meet two key deployment needs: enforcing a constraint on…
The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…
Although Support Vector Machine (SVM) algorithm has a high generalization property to classify for unseen examples after training phase and it has small loss value, the algorithm is not suitable for real-life classification and regression…