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Huber

Huber loss.

Variant of the squared loss that is robust to outliers.

Parameters

  • epsilon – defaults to 0.1

Methods

call

Returns the loss.

Parameters

  • y_true
  • y_pred

Returns

The loss(es).

gradient

Return the gradient with respect to y_pred.

Parameters

  • y_true
  • y_pred

Returns

The gradient(s).

mean_func

Mean function.

This is the inverse of the link function. Typically, a loss function takes as input the raw output of a model. In the case of classification, the raw output would be logits. The mean function can be used to convert the raw output into a value that makes sense to the user, such as a probability.

Parameters

  • y_pred

Returns

The adjusted prediction(s).

References

  1. Huber loss function - Wikipedia