added about huber cost function

2019-12-20 22:42:20 +01:00
parent a70aa87228
commit 388b7fe4c5
8 changed files with 39 additions and 10 deletions
@@ -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