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) <arXiv:1604.05473> for more details.

Package details

AuthorXin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh
MaintainerKim-Chuan Toh <mattohkc@nus.edu.sg>
URL https://arxiv.org/pdf/1604.05473.pdf
Package repositoryView on CRAN
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DWDLargeR documentation built on May 2, 2019, 7:27 a.m.