hdsvm

MaRDI QIDQ7383137CRANFDO

Authors Yikai Zhang, Qian Tang, Boxiang Wang

Last update 26 September 2025

Copyright license GNU General Public License, version 2.0

Software version identifier PACKAGES.rds, 1.0.0, 1.0.1, 1.0.2

Description

Implements an efficient algorithm for fitting the entire regularization path of support vector machine models with elastic-net penalties using a generalized coordinate descent scheme. The framework also supports SCAD and MCP penalties. It is designed for high-dimensional datasets and emphasizes numerical accuracy 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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