Construct · 1 fields · 1 citations

Huber loss: a standalone construct

One name. One construct. A landmark on the map.

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Mathematical statistics

loss function that is quadratic for small residuals and linear for large ones, giving location and regression estimates that resist outliers.

In mathematical statistics, Huber loss refers to loss function that is quadratic for small residuals and linear for large ones, giving location and regression estimates that resist outliers. This meaning comes from Huber (1964) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

M-estimator1 fields · 1 citationsanchor · a standalone construct robustness6 fields · 14 citationsjingle · one name, six constructs function5 fields · 6 citationsjingle · one word, five constructs

References

Huber, P. J. (1964). Robust Estimation of a Location Parameter. The Annals of Mathematical Statistics, 35(1), 73-101. https://doi.org/10.1214/aoms/1177703732

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