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hdsvm: Fast Algorithm for Support Vector Machine
Implements an efficient algorithm to fit and tune penalized Support Vector Machine models using the generalized coordinate descent algorithm. Designed to handle high-dimensional datasets effectively, with emphasis on precision and computational efficiency. This package implements the algorithms proposed in Tang, Q., Zhang, Y., & Wang, B. (2022) <https://openreview.net/pdf?id=RvwMTDYTOb>.
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Package details |
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| Author | Yikai Zhang [aut, cre], Qian Tang [aut], Boxiang Wang [aut] |
| Maintainer | Yikai Zhang <yikai-zhang@uiowa.edu> |
| License | GPL-2 |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
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