added about huber cost function
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@@ -140,7 +140,7 @@ MathJax.Hub.Config({
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<center>[2] <b>Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University</b></center>
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<br>
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<p>
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<center><h4>Aug 14, 2019</h4></center> <!-- date -->
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<center><h4>Dec 20, 2019</h4></center> <!-- date -->
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<br>
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<h2 id="___sec0">Introduction </h2>
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@@ -1039,6 +1039,15 @@ $$
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\epsilon_{\mathrm{relative}}= \frac{\vert \hat{y} -\hat{\tilde{y}}\vert}{\vert \hat{y}\vert}.
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$$
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<p>
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The squared cost function results in an arithmetic mean-unbiased
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estimator, and the absolute-value cost function results in a
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median-unbiased estimator (in the one-dimensional case, and a
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geometric median-unbiased estimator for the multi-dimensional
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case). The squared cost function has the disadvantage that it has the tendency
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to be dominated by outliers.
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<p>
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We can modify easily the above Python code and plot the relative error instead
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<p>
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@@ -1144,7 +1153,7 @@ $$
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\text{MAE}(\hat{y}, \hat{\tilde{y}}) = \frac{1}{n} \sum_{i=0}^{n-1} \left| y_i - \tilde{y}_i \right|.
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$$
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Finally we present the
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We present the
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squared logarithmic (quadratic) error
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$$
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\text{MSLE}(\hat{y}, \hat{\tilde{y}}) = \frac{1}{n} \sum_{i=0}^{n - 1} (\log_e (1 + y_i) - \log_e (1 + \tilde{y}_i) )^2,
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@@ -1156,6 +1165,11 @@ estimate is best to use when targets having exponential growth, such
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as population counts, average sales of a commodity over a span of
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years etc.
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<p>
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Finally, another cost function is the Huber cost function used in robust regression.
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It is less sensitive to outliers in data than the squared error cost function.
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A variant for classification is also sometimes used, a quantity we will meet later.
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<p>
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We will discuss in more
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detail these and other functions in the various lectures. We conclude this part with another example. Instead of
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