This is documentation for an old release of SciPy (version 0.18.1). Read this page in the documentation of the latest stable release (version 1.15.1).
scipy.special.pseudo_huber¶
- scipy.special.pseudo_huber(delta, r) = <ufunc 'pseudo_huber'>¶
Pseudo-Huber loss function.
pseudo_huber(δ,r)=δ2(√1+(rδ)2−1)Parameters: delta : ndarray
Input array, indicating the soft quadratic vs. linear loss changepoint.
r : ndarray
Input array, possibly representing residuals.
Returns: res : ndarray
The computed Pseudo-Huber loss function values.
Notes
This function is convex in r.
New in version 0.15.0.