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Apr 20, 2023 at 0:43 comment added IntegrateThis Alternatively you can sample uniformly from the sub-derivative at 0 (the closed interval [-1, 1]). There are many functions that are not differentiable at certain points for which this approach of sub-gradient sampling helps.
Oct 4, 2019 at 11:39 comment added alexeymosco @mrgloom, researchers back-door this problem by adding a small value to x when it is zero, I have seen such solutions working in practice.
Oct 3, 2019 at 9:30 comment added mrgloom Having Fact 1: L1 loss used in practice in regression, Fact 2: L1 loss not differentiable at x=0 what conclusions can we make? Option 1: L1 loss not differentiable at x=0 is not a problem Option 2: In practice people somehow overcome this problem while minimizing L1 loss, i.e. adding epsilon to x, when x is 0?
Oct 2, 2019 at 22:01 comment added whuber Apart from making the theory based on differentiable loss functions inapplicable, getting the wrong answers, or having your calculations fail, you mean?
Oct 2, 2019 at 21:16 comment added mrgloom I understand that derivative not exist at x=0, but what practical problems can arise from this fact?
Oct 2, 2019 at 18:38 comment added Dave Explicitly, the derivative is undefined at $x=0$.
Oct 2, 2019 at 18:36 history answered Tomasz Bartkowiak CC BY-SA 4.0