Package: hdsvm 1.0.2

hdsvm: Fast Algorithm for Support Vector Machine

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>.

Authors:Yikai Zhang [aut, cre], Qian Tang [aut], Boxiang Wang [aut]