added about huber cost function

This commit is contained in:
mhjensen
2019-12-20 22:42:20 +01:00
parent a70aa87228
commit 388b7fe4c5
8 changed files with 39 additions and 10 deletions
@@ -1203,7 +1203,10 @@ years etc.
<p>
Finally, another cost function is the Huber cost function used in robust regression.
It is less sensitive to outliers in data than the squared error cost function.
A variant for classification is also sometimes used, a quantity we will meet later.
A variant for classification is also sometimes used, a quantity we will meet later.
$$
L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}}L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}
$$
<p>
We will discuss in more
@@ -1228,7 +1228,12 @@ years etc.
<p>
Finally, another cost function is the Huber cost function used in robust regression.
It is less sensitive to outliers in data than the squared error cost function.
A variant for classification is also sometimes used, a quantity we will meet later.
A variant for classification is also sometimes used, a quantity we will meet later.
<p>&nbsp;<br>
$$
L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}}L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}
$$
<p>&nbsp;<br>
<p>
We will discuss in more
@@ -1163,7 +1163,10 @@ years etc.
<p>
Finally, another cost function is the Huber cost function used in robust regression.
It is less sensitive to outliers in data than the squared error cost function.
A variant for classification is also sometimes used, a quantity we will meet later.
A variant for classification is also sometimes used, a quantity we will meet later.
$$
L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}}L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}
$$
<p>
We will discuss in more
+4 -1
View File
@@ -1168,7 +1168,10 @@ years etc.
<p>
Finally, another cost function is the Huber cost function used in robust regression.
It is less sensitive to outliers in data than the squared error cost function.
A variant for classification is also sometimes used, a quantity we will meet later.
A variant for classification is also sometimes used, a quantity we will meet later.
$$
L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}}L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}
$$
<p>
We will discuss in more
+16 -4
View File
@@ -1459,10 +1459,22 @@
"\n",
"Finally, another cost function is the Huber cost function used in robust regression.\n",
"It is less sensitive to outliers in data than the squared error cost function.\n",
"A variant for classification is also sometimes used, a quantity we will meet later. \n",
"\n",
"\n",
"\n",
"A variant for classification is also sometimes used, a quantity we will meet later."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"$$\n",
"L_{\\delta }(a)={\\begin{cases}{\\frac {1}{2}}{a^{2}}&{\\text{for }}|a|\\leq \\delta ,\\\\\\delta (|a|-{\\frac {1}{2}}\\delta ),&{\\text{otherwise.}}\\end{cases}}}L_{\\delta }(a)={\\begin{cases}{\\frac {1}{2}}{a^{2}}&{\\text{for }}|a|\\leq \\delta ,\\\\\\delta (|a|-{\\frac {1}{2}}\\delta ),&{\\text{otherwise.}}\\end{cases}}\n",
"$$"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We will discuss in more\n",
"detail these and other functions in the various lectures. We conclude this part with another example. Instead of \n",
"a linear $x$-dependence we study now a cubic polynomial and use the polynomial regression analysis tools of scikit-learn."
Binary file not shown.
+5 -2
View File
@@ -940,8 +940,11 @@ years etc.
Finally, another cost function is the Huber cost function used in robust regression.
It is less sensitive to outliers in data than the squared error cost function.
A variant for classification is also sometimes used, a quantity we will meet later.
!bt
\[
L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}}L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\\delta (|a|-{\frac {1}{2}}\delta ),&{\text{otherwise.}}\end{cases}}
\]
!et
We will discuss in more
detail these and other functions in the various lectures. We conclude this part with another example. Instead of