huber

huber implements the huber loss, defined as \(x^2\) when \( \left\lvert x\right\rvert \leq M \) and \( 2\left\lvert x\right\rvert -M\) for \( \left\lvert x\right\rvert \geq M\)

Syntax

y = huber(x,M)

Comments

The operator is implemented using a graph representation based on SOCP and can thus only be used in scenarios where YALMIP can propagate convexity and use a conic model.

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