Package: hdsvm 1.0.1

hdsvm: Fast Algorithm for Support Vector Machine

Implements an efficient algorithm to fit and tune penalized Support Vector Machine models using the generalized coordinate descent algorithm. Designed to handle high-dimensional datasets effectively, with emphasis on precision 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]