DWDLargeR (Q46619)
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Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DWDLargeR |
Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination |
Statements
19 August 2024
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J.S. Marron
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Defeng Sun
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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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