Wednesday, 14 August 2013

R package, Caret RFE function, how to customize metric to use AUC?

R package, Caret RFE function, how to customize metric to use AUC?

I want to use AUC as the performance measure, but RFE only support RMSE,
RSquared, Accuracy, Kappa. How can I use a customized metric such as auc?

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