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Page for the SML book
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Huber loss is incorrect #17

Closed joakimlindblad closed 4 years ago

joakimlindblad commented 4 years ago

Location Please provide:

  1. Version: Draft (October 27, 2020) of Supervised Machine Learning.
  2. Page number: 70
  3. Line/equation number: Eq. (5.4) and Fig. 5.1

Describe the mistake Huber loss is strongly convex, which the curve in Fig. 5.1 clearly is not. You've got the wrong eq. in 5.4; multiply the squared part by 0.5, and subtract 0.5 from the linear part.

Suggested change See e.g. https://en.wikipedia.org/wiki/Huber_loss

Additional comments Keep up the great work!

andreas-lindholm commented 4 years ago

That's correct, will be fixed in next version! Thanks.