DD_tools: optim_auc

OPTIM_AUC Optimize hyperparameters for an OCC

    W = OPTIM_AUC(X,WNAME,FRACREJ,RANGE,NRBAGS,VARARGIN)

 Optimize the AUC-performance of classifier WNAME (string) on dataset
 X. This optimization is over the complexity parameter (this should be
 the third input parameter for the one-class classifier). RANGE should
 contain a vector of parameter values that are tried. For each
 parameter value, NRBAGS-fold crossvalidation is applied and the
 parameter for which the highest AUC is obtained, is used to train the
 final classifier W.

 When dataset X does not contain example outlier objects, they
 are generated by gendatout.m.

 Example:
 >> a = target_class(gendatb,1);
 >> w = optim_auc(a,'mog_dd',0.1,1:5);
 >> scatterd(a); plotc(w);

See also: scale_range dd_crossval gendatout 



Copyright: D.M.J. Tax, D.M.J.Tax@prtools.org
Faculty EWI, Delft University of Technology
P.O. Box 5031, 2600 GA Delft, The Netherlands