DWDLargeR (version 0.2-0)
Fast Algorithms for Large Scale Generalized Distance Weighted
Discrimination
Description
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.