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