Enum RobustLoss 

pub enum RobustLoss {
    Huber {
        delta: Float,
    },
    EpsilonInsensitive {
        epsilon: Float,
    },
    Quantile {
        tau: Float,
    },
    Tukey {
        c: Float,
    },
    Cauchy {
        sigma: Float,
    },
    Logistic {
        scale: Float,
    },
    Fair {
        c: Float,
    },
    Welsch {
        c: Float,
    },
    Custom {
        loss_fn: fn(Float) -> Float,
        weight_fn: fn(Float) -> Float,
    },
}

Robust loss functions for kernel ridge regression

Variants

Huber

Huber loss - quadratic for small residuals, linear for large ones

Fields

delta: Float

EpsilonInsensitive

Epsilon-insensitive loss (used in SVR)

Fields

epsilon: Float

Quantile

Quantile loss for quantile regression

Fields

tau: Float

Tukey

Tukey’s biweight loss

Fields

c: Float

Cauchy

Cauchy loss

Fields

sigma: Float

Logistic

Logistic loss

Fields

scale: Float

Fair

Fair loss

Fields

c: Float

Welsch

Welsch loss

Fields

c: Float

Custom

Custom robust loss function

Fields

loss_fn: fn(Float) -> Float

weight_fn: fn(Float) -> Float

Implementations

impl RobustLoss

pub fn loss(&self, residual: Float) -> Float

Compute the loss for a given residual

pub fn weight(&self, residual: Float) -> Float

Compute the weight for iteratively reweighted least squares

Trait Implementations

impl Clone for RobustLoss

fn clone(&self) -> RobustLoss

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RobustLoss

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for RobustLoss

fn default() -> Self

Returns the “default value” for a type.