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ICML
2005
IEEE

A support vector method for multivariate performance measures

14 years 5 months ago
A support vector method for multivariate performance measures
This paper presents a Support Vector Method for optimizing multivariate nonlinear performance measures like the F1score. Taking a multivariate prediction approach, we give an algorithm with which such multivariate SVMs can be trained in polynomial time for large classes of potentially non-linear performance measures, in particular ROCArea and all measures that can be computed from the contingency table. The conventional classification SVM arises as a special case of our method.
Thorsten Joachims
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2005
Where ICML
Authors Thorsten Joachims
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