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gcdnet

A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization.
Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
GPL-2
This package implements a generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the elastic net penalized least squares, the elastic net penalized SVM with the squared hinge loss and the elastic net penalized logistic regression.
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Package Version Released
gcdnet 1.0.3 37 weeks 6 days ago
gcdnet 1.0.2 1 year 7 weeks ago
gcdnet 1.0.1 1 year 51 weeks ago
gcdnet 1.0.0 2 years 6 weeks ago
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