[R] Custom caret metric based on prob-predictions/rankings

[Yang Zhang]

Oops, found trainControl's classProbs right after I sent!

On Thu, Feb 9, 2012 at 4:30 PM, Yang Zhang <yanghatespam at gmail.com> wrote:
> I'm dealing with classification problems, and I'm trying to specify a
> custom scoring metric (recall at p, ROC, etc.) that depends on not just
> the class output but the probability estimates, so that caret::train
> can choose the optimal tuning parameters based on this metric.
>
> However, when I supply a trainControl summaryFunction, the data given
> to it contains only class predictions, so the only metrics possible
> are things like accuracy, kappa, etc.
>
> Is there any way to do this that I'm looking?  If not, could I put
> this in as a feature request?  Thanks!
>
> --
> Yang Zhang
> http://yz.mit.edu/



-- 
Yang Zhang
http://yz.mit.edu/