scipy.special.huber

scipy.special.huber(delta, r, out=None) = <ufunc 'huber'>

Huber loss function.

\[\begin{split}\text{huber}(\delta, r) = \begin{cases} \infty & \delta < 0 \\ \frac{1}{2}r^2 & 0 \le \delta, | r | \le \delta \\ \delta ( |r| - \frac{1}{2}\delta ) & \text{otherwise} \end{cases}\end{split}\]

Parameters

deltandarray

Input array, indicating the quadratic vs. linear loss changepoint.

rndarray

Input array, possibly representing residuals.

outndarray, optional

Optional output array for the function values

Returns

scalar or ndarray

The computed Huber loss function values.

Notes

This function is convex in r.

New in version 0.15.0.