Huber loss function

import numpy as np
import matplotlib.pyplot as plt

def huber_loss(e, d):
    return (abs(e)<=d)*e**2/2 + (e>d)*d*(abs(e)-d/2)

plt.figure(figsize=(6, 4.5), facecolor='w', edgecolor='k')
x = np.arange(-20, 20)
plt.plot(x, x**2/2,'g', label='squared loss', lw=2, )
for d in (8, 4, 2, 1):
    plt.plot(x, huber_loss(x, d), label=r'huber loss: $\delta$={}'.format(d), lw=2)

plt.legend(loc='best', frameon=False)
plt.xlabel('standard deviation')
plt.ylabel('loss')
plt.show()

 

 Huber loss是为了增强平方误差损失函数（squared loss function）对噪声（或叫离群点，outliers）的鲁棒性提出的。