Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination

DOI10.1080/10618600.2017.1366915OpenAlexW2963167563MaRDI QIDQ126401

Defeng Sun, Xin Yee Lam, Kim-Chuan Toh, Defeng Sun, Kim-Chuan Toh, Xin Yee Lam, James Stephen Marron

Publication date: 3 April 2018

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.05473

zbMATH Keywords

support vector machinedata pilingconvergent multi-block ADMM

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization, An ADMM algorithm for two-stage stochastic programming problems, Learning Markov Models Via Low-Rank Optimization, Unnamed Item, A Corrected Tensor Nuclear Norm Minimization Method for Noisy Low-Rank Tensor Completion, A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems, On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming, A Three-Operator Splitting Perspective of a Three-Block ADMM for Convex Quadratic Semidefinite Programming and Beyond, Data science, big data and statistics, A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems, An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection, A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications, diproperm, A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems, Large dimensional analysis of general margin based classification methods, Unnamed Item, Robust Tensor Completion: Equivalent Surrogates, Error Bounds, and Algorithms, Portfolio Selection with Regularization

Uses Software

• SDPT3
• UCI-ml
• LIBSVM
• LIBLINEAR
• QSDPNAL

Cites Work

• Distance-Weighted Discrimination
• An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming
• Hankel Matrix Rank Minimization with Applications to System Identification and Realization
• Overview of object oriented data analysis
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Another Look at Distance-Weighted Discrimination
• Weighted Distance Weighted Discrimination and Its Asymptotic Properties
• A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
• A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item