[R] New approach to Sparse Discriminant Analysis, looking for feedback! • r/MachineLearning
I've been working (in collaboration with others) on this R package accSDA, (accelerated sparse discriminant analysis), which is now available on CRAN. The research behind this has mostly been application of alternative optimization approaches, which are considerably faster than the traditional approach (old version available as an R package sparseLDA). I am currently looking for feedback on the package. What problem does this package solve? This algorithm solves supervised classification problems with multiple classes, where the number of variables can be considerably larger than the number of samples, i.e. p n problems.
Aug-25-2017, 12:30:15 GMT
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