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Huber_loss

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From Wikipedia, the free encyclopedia In statistics, the Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss. A variant for classification is also sometimes used. Huber loss (green, ) and squared error loss (blue) as a function of The Huber loss function describes the penalty incurred by an estimation procedure f. Huber (1964) defines the loss function piecewise by[1] This function is quadratic for small values of a, and linear for large values, with equal values and slopes of the different sections at the two…

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