3 papers
math.OC2023
A Foray into Parallel Optimisation Algorithms for High Dimension Low Sample Space Generalized Distance Weighted Discrimination problems
Srivathsan Amruth, Xin Yee Lam
In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning a…
math.OC2023
On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems
Kuang-Yu Ding, Xin-Yee Lam, Kim-Chuan Toh
We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particular…
math.OC2016
Fast algorithms for large scale generalized distance weighted discrimination
Xin Yee Lam, J. S. Marron, Defeng Sun +1
High dimension low sample size statistical analysis is important in a wide range of applications. In such situations, the highly appealing discrimination method, support vector mac…