Sparse Multicategory Generalized Distance Weighted Discrimination in Ultra-High Dimensions

Distance weighted discrimination (DWD) is an appealing classification method that is capable of overcoming data piling problems in high-dimensional settings. Especially when various sparsity structures are assumed in these settings, variable selection in multicategory classification poses great chal...

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Bibliographic Details

Published in:	Entropy
Main Authors:	Tong Su, Yafei Wang, Yi Liu, William G. Branton, Eugene Asahchop, Christopher Power, Bei Jiang, Linglong Kong, Niansheng Tang
Format:	Article
Language:	English
Published:	MDPI AG 2020-11-01
Subjects:	high dimension multicategory classification DWD sparse group lasso <i>L<sub>2</sub></i>-consistency proximal algorithm
Online Access:	https://www.mdpi.com/1099-4300/22/11/1257