Description Details Author(s) References
Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method.
The package DWDLargeR
contains two main functions:
penaltyParameter
genDWD
Xin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh
Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018)
“Fast algorithms for large scale generalized distance weighted discrimination", Journal of Computational and Graphical Statistics, forthcoming.
https://arxiv.org/abs/1604.05473
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