svmadmm: Linear/Nonlinear SVM Classification Solver Based on ADMM and IADMM Algorithms

Solve large-scale regularised linear/kernel classification by using ADMM and IADMM algorithms. This package provides linear L2-regularised primal classification (both ADMM and IADMM are available), kernel L2-regularised dual classification (IADMM) as well as L1-regularised primal classification (both ADMM and IADMM are available).

Getting started

Package details

AuthorBen DAI <[email protected]>; Junhui Wang <[email protected]>
MaintainerBen DAI <[email protected]>
Package repositoryView on CRAN
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svmadmm documentation built on May 2, 2019, 3:46 p.m.