DWDLargeR-package

<p>Solving large scale distance weighted discrimination.
  The main algorithm is a symmetric Gauss-Seidel based alternating direction method 
  of multipliers (ADMM) method.</p>

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classification

High-dimensional

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) <doi:10.48550/arXiv.1604.05473> for more details.

Xin-Yee Lam

DWDLargeR

Fast Algorithms for Large Scale Generalized Distance Weighted
Discrimination

J.S. Marron

Defeng Sun

Kim-Chuan Toh

DWDLargeR-package function

<p>Xin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh</p>

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Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination — DWDLargeR-package

Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination

DWDLargeR-package: Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination

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