DWDLargeR: Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination
Version 0.1-0

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) for more details.

Package details

AuthorXin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh
Date of publication2018-02-06 10:48:04 UTC
MaintainerKim-Chuan Toh <[email protected]>
URL https://arxiv.org/pdf/1604.05473.pdf
Package repositoryView on CRAN
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DWDLargeR documentation built on Feb. 6, 2018, 5:03 p.m.