We develop the entire solution paths for ROC-SVM presented by Rakotomamonjy. The ROC-SVM solution path algorithm greatly facilitates the tuning procedure for regularization parameter, lambda in ROC-SVM by avoiding grid search algorithm which may be computationally too intensive. For more information on the ROC-SVM, see the report in the ROC Analysis in AI workshop(ROCAI-2004) : Hernà ndez-Orallo, José, et al. (2004) <doi:10.1145/1046456.1046489>.

Aggregates multiple Receiver Operating Characteristic (ROC) curves obtained from different sources into one global ROC. Additionally, itâ s also possible to calculate the aggregated precision-recall (PR) curve.