Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
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Publication:126401
DOI10.1080/10618600.2017.1366915OpenAlexW2963167563MaRDI QIDQ126401FDOQ126401
Authors: Xin Yee Lam, Defeng Sun, Kim-Chuan Toh, Xin Yee Lam, Defeng Sun, Kim-Chuan Toh, J. S. 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
Cites Work
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- Robust tensor completion: equivalent surrogates, error bounds, and algorithms
- Data science, big data and statistics
- Regret analysis of an online majorized semi-proximal ADMM for online composite optimization
- 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
- A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications
- Learning Markov models via low-rank optimization
- A new homotopy proximal variable-metric framework for composite convex minimization
- A Corrected Tensor Nuclear Norm Minimization Method for Noisy Low-Rank Tensor Completion
- A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems
- diproperm
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- Title not available (Why is that?)
- An ADMM algorithm for two-stage stochastic programming problems
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
- A proximal point dual Newton algorithm for solving group graphical Lasso problems
- An accelerated proximal alternating direction method of multipliers for optimal decentralized control of uncertain systems
- Portfolio selection with regularization
- An application of sparse-group Lasso regularization to equity portfolio optimization and sector selection
- Large dimensional analysis of general margin based classification methods
Uses Software
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