What is the purpose of the Huber loss function compared to MSE and MAE in regression?

Data Science with Python Hard

Data Science with Python — Hard

What is the purpose of the Huber loss function compared to MSE and MAE in regression?

Key points

  • Huber loss is a compromise between MSE and MAE
  • It is sensitive to small errors and robust to outliers
  • The threshold delta determines when to switch from quadratic to linear loss

Ready to go further?

Related questions