DWDLargeR
Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination
v0.2-0
·
Aug 19, 2024
·
GPL-2
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) <doi:10.48550/arXiv.1604.05473> for more details.
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