Commit Graph

1 Commits

Author SHA1 Message Date
MechCoder 7e79adca9d Huber regressor
Add gradient calculation in _huber_loss_and_gradient

Add tests to check the correctness of the loss and gradient

Fix for old scipy

Add parameter sigma for robust linear regression

Add gradient formula to robust _huber_loss_and_gradient

Add fit_intercept option and fix tests

Add docs to HuberRegressor and the helper functions

Add example demonstrating ridge_regression vs huber_regression

Add sample_weight implementation

Add scaling invariant huber test

Remove exp and add bounds to fmin_l_bfgs_b

Add sparse data support

Add more tests and refactoring of code

Add narrative docs

review huber regressor

Minor additions to docs and tests

Minor fixes that deals with dealing with NaN values in targets
and old verions of SciPy and NumPy

Add HuberRegressor to robust estimator

Refactored computation of gradient and make docs render properly

Temp

Remove float64 dtype conversion

trivial optimizations and add a note about R

Remove sample_weights special_casing

address @amueller comments
2016-02-25 16:31:08 -05:00