Doubly Optimized Calibrated Support Vector Machine (DOC-SVM): an algorithm for joint optimization of discrimination and calibration.

Historically, probabilistic models for decision support have focused on discrimination, e.g., minimizing the ranking error of predicted outcomes. Unfortunately, these models ignore another important aspect, calibration, which indicates the magnitude of correctness of model predictions. Using discrim...

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Bibliographic Details
Main Authors: Xiaoqian Jiang, Aditya Menon, Shuang Wang, Jihoon Kim, Lucila Ohno-Machado
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2012-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC3490990?pdf=render