scipy.special.pseudo_huber¶
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scipy.special.pseudo_huber(delta, r) = <ufunc 'pseudo_huber'>¶ Pseudo-Huber loss function.
\[\mathrm{pseudo\_huber}(\delta, r) = \delta^2 \left( \sqrt{ 1 + \left( \frac{r}{\delta} \right)^2 } - 1 \right)\]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.