no code implementations • 17 Jul 2018 • Daniel J. Luckett, Eric B. Laber, Samer S. El-Kamary, Cheng Fan, Ravi Jhaveri, Charles M. Perou, Fatma M. Shebl, Michael R. Kosorok
We propose a method for constructing confidence bands for the SVM ROC curve and provide the theoretical justification for the SVM ROC curve by showing that the risk function of the estimated decision rule is uniformly consistent across the weight parameter.