huber_loss: Robust loss functions
In mattelisi/mlisi: Miscellaneous R helpers and functions
Description
Huber loss function. (quadratic at first, then become linear).
Note that you need to have an estimate of the residual's standard deviation (call it sigma_hat)
to set the parameter k, which determines where the loss function is quadratic and where it is not
typical values for k, which provide high efficiency also in the normal case, are then
k = sigma_hat * 1.345
Usage
1
huber_loss(err, k)
mattelisi/mlisi documentation built on Oct. 13, 2019, 5:59 p.m.
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Description
Huber loss function. (quadratic at first, then become linear). Note that you need to have an estimate of the residual's standard deviation (call it sigma_hat) to set the parameter k, which determines where the loss function is quadratic and where it is not typical values for k, which provide high efficiency also in the normal case, are then k = sigma_hat * 1.345
Usage
1 | huber_loss(err, k)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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