Questions tagged [huber]

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Convex set of huber's contamination model

In the celebrated Huber's robust estimation paper, he considered the following model $x_i \sim (1-\epsilon) P_\theta + \epsilon G$ where $P_\theta$ is assume to be standard normal. Under this model, ...
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Why is there no improvement when training Xgboost with pseudo-Huber loss?

In this StackOverflow post I asked if there was something wrong with my syntax when training an XGboost model (in R) with the native pseudo-Huber loss ...
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In general, how to determine the weight function of Robust regression

I think the question is clear from the title. How the weight function for example in Huber is calculated? Is it by differentiating the objective function?
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2answers
1k views

How to choose delta parameter in Huber Loss function?

In Huber loss function, there is a hyperparameter (delta) to switch two error function. Currently, I am setting that value manually. But, I cannot decide which values are the best. So, how to choose ...
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49 views

Existence of Huber M-estimators

I am working on a paper about optimization using the Huber's Loss function, which is defined as: \begin{equation} \psi(x)=\begin{cases} \frac{x^2}{2\gamma},& \text{if } \lvert x\rvert\leq\gamma\\ ...
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1answer
288 views

Tradeoffs of robust mean measures (trimmed, Huber, cosh, etc)

After recently having delved into the world of robust measures (for location, mean being the classical case), I have had difficulty understanding robust measures' core dynamic. Basically, what are ...
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180 views

How is the parameter „huber_alpha“ defined in H2O Deep Learning?

In the documentation of the H2O software (http://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/deep-learning.html) it says for the parameter “huber_alpha: Specify the desired quantile for Huber/...
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1answer
531 views

Huber Loss on top of Cross Entropy

I know that the Huber loss is usually applied on top of the L2 loss in order to prevent exploding gradients. Does it make sense to use the Huber loss on top of the cross entropy loss, though? I have a ...
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1answer
1k views

Scikit-learn: How to normalize Huber regressors?

In scikit-learn the Ridge regression estimator has a normalize parameter that normalizes the regressors. I found that it was necessary to set this to ...
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1answer
351 views

functional differences between using huber loss and winsorizing/trimming

Curious what the functional differences are between using a Huber loss function/ regression and Winsorizing data and then running a classic least squares regression. Will the resulting outputs be ...