HuberRegressor

HuberRegressor

A model type for constructing a Huber regressor, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

HuberRegressor = @load HuberRegressor pkg=MLJScikitLearnInterface

Do model = HuberRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in HuberRegressor(epsilon=...).

Hyper-parameters

• epsilon = 1.35
• max_iter = 100
• alpha = 0.0001
• warm_start = false
• fit_intercept = true
• tol = 1.0e-5