Readme (12/21/2020)

All the methods used in the simulation and real data analysis are included.
Except L1 Multinomial logistic regression, we used glmnet matlab code.

Need to install tomlab first. There's a 21 days free trial aviable from their website.


AL1MSVM: L1 and adaptive L1 Multicategory Support Vector Machine

L2MSVM: standard (L2) Multicategory Support Vector Machine

LRcompositeMCPLLA: compsite-MCP multinomial logistic regression (using LLA algorithm)

LRsupSCADLLA: supSCAD multinomial logistic regreesion (using LLA algorithm)

MPSVMcompMCPLLA: composite-MCP Multicategory Proximal Support Vector Machine (using LLA algorithm)

MPSVMsupSCADLLA: supSCAD Multicategory Proximal Support Vector Machine (using LLA algorithm)

MSVMcompMCPLLA: composite-MCP Multicategory Support Vector Machine (using LLA algorithm)

MSVMsupSCADDCA: supSCAD Multicategory Support Vector Machine (using DCA algorithm)

MSVMsupSCADLLA: supSCAD Multicategory Support Vector Machine (using LLA algorithm)



