DWDLargeR: Fast Algorithms for Large Scale Generalized Distance Weighted
Discrimination
Solving large scale distance weighted discrimination.
The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) <doi:10.48550/arXiv.1604.05473> for more details.
Version: |
0.2-0 |
Depends: |
R (≥ 3.5.0), Matrix |
Imports: |
methods, stats |
Published: |
2024-08-19 |
Author: |
Xin-Yee Lam [aut, cre],
J.S. Marron [aut],
Defeng Sun [aut],
Kim-Chuan Toh [aut] |
Maintainer: |
Xin-Yee Lam <matlxy at nus.edu.sg> |
License: |
GPL-2 |
URL: |
https://arxiv.org/pdf/1604.05473 |
NeedsCompilation: |
no |
CRAN checks: |
DWDLargeR results |
Documentation:
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