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...
Main Authors: | , , , , , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-11-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/11/1257 |