generate.loss.huber {DPpack} | R Documentation |
Generator for Huber Loss Function
Description
This function generates and returns the Huber loss function used for
privacy-preserving SVM at the specified value of h in the form required by
EmpiricalRiskMinimizationDP.CMS
.
Usage
generate.loss.huber(h)
Arguments
h |
Positive real number for the Huber loss parameter. Lower values more closely approximate hinge loss. Higher values produce smoother Huber loss functions. |
Value
Huber loss function with parameter h in the form required by
EmpiricalRiskMinimizationDP.CMS
.
Examples
h <- 0.5
huber <- generate.loss.huber(h)
y.hat <- c(-.5, 1.2, -0.9)
y <- c(-1, 1, -1)
huber(y.hat,y)
huber(y.hat, y, w=c(0.1, 0.5, 1)) # Weights observation-level loss
[Package DPpack version 0.2.0 Index]